Intermediate Capital Group Stock Market Value
| ICGUF Stock | USD 25.96 1.18 4.35% |
| Symbol | Intermediate |
Intermediate Capital 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Intermediate Capital's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Intermediate Capital.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Intermediate Capital on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Intermediate Capital Group or generate 0.0% return on investment in Intermediate Capital over 90 days. Intermediate Capital is related to or competes with Carlyle Secured, Sixth Street, Hercules Capital, BlackRock TCP, Trinity Capital, Triplepoint Venture, and Capital Southwest. Intermediate Capital Group plc is a private equity firm specializing in direct and fund of fund investments More
Intermediate Capital Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Intermediate Capital's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Intermediate Capital Group upside and downside potential and time the market with a certain degree of confidence.
Intermediate Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intermediate Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intermediate Capital's standard deviation. In reality, there are many statistical measures that can use Intermediate Capital historical prices to predict the future Intermediate Capital's volatility.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Intermediate Capital's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Intermediate Capital Backtested Returns
Intermediate Capital holds Efficiency (Sharpe) Ratio of -0.13, which attests that the entity had a -0.13 % return per unit of risk over the last 3 months. Intermediate Capital exposes six different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Intermediate Capital's Price Action Indicator of (0.59), rate of daily change of 0.96, and Daily Balance Of Power of (9,223,372,036,855) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.0, which attests to not very significant fluctuations relative to the market. the returns on MARKET and Intermediate Capital are completely uncorrelated. At this point, Intermediate Capital has a negative expected return of -0.0725%. Please make sure to check out Intermediate Capital's daily balance of power , to decide if Intermediate Capital performance from the past will be repeated at some point in the near future.
Auto-correlation | 1.00 |
Perfect predictability
Intermediate Capital Group has perfect predictability. Overlapping area represents the amount of predictability between Intermediate Capital time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Intermediate Capital price movement. The serial correlation of 1.0 indicates that 100.0% of current Intermediate Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Intermediate Capital lagged returns against current returns
Autocorrelation, which is Intermediate Capital pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Intermediate Capital's pink sheet expected returns. We can calculate the autocorrelation of Intermediate Capital returns to help us make a trade decision. For example, suppose you find that Intermediate Capital has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Intermediate Capital regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Intermediate Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intermediate Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intermediate Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Intermediate Capital Lagged Returns
When evaluating Intermediate Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intermediate Capital pink sheet have on its future price. Intermediate Capital autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Intermediate Capital autocorrelation shows the relationship between Intermediate Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Intermediate Capital Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Intermediate Pink Sheet
Intermediate Capital financial ratios help investors to determine whether Intermediate Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Intermediate with respect to the benefits of owning Intermediate Capital security.