Intact Financial Stock Market Value
| IFCZF Stock | USD 192.75 0.00 0.00% |
| Symbol | Intact |
Intact Financial '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 Intact Financial'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 Intact Financial.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in Intact Financial on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding Intact Financial or generate 0.0% return on investment in Intact Financial over 180 days. Intact Financial is related to or competes with Powerof Canada, George Weston, PICC Property, and Hannover. Intact Financial Corporation, through its subsidiaries, provides property and casualty insurance products to individuals... More
Intact Financial 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 Intact Financial'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 Intact Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.39 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 5.36 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 2.26 |
Intact Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intact Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intact Financial's standard deviation. In reality, there are many statistical measures that can use Intact Financial historical prices to predict the future Intact Financial's volatility.| Risk Adjusted Performance | 0.0488 | |||
| Jensen Alpha | 0.0554 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (1.29) |
Intact Financial Backtested Returns
At this point, Intact Financial is very steady. Intact Financial holds Efficiency (Sharpe) Ratio of 0.0715, which attests that the entity had a 0.0715% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Intact Financial, which you can use to evaluate the volatility of the firm. Please check out Intact Financial's Market Risk Adjusted Performance of (1.28), downside deviation of 1.39, and Risk Adjusted Performance of 0.0488 to validate if the risk estimate we provide is consistent with the expected return of 0.0724%. Intact Financial has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.0391, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Intact Financial are expected to decrease at a much lower rate. During the bear market, Intact Financial is likely to outperform the market. Intact Financial right now retains a risk of 1.01%. Please check out Intact Financial value at risk, as well as the relationship between the expected short fall and day median price , to decide if Intact Financial will be following its current trending patterns.
Auto-correlation | 0.68 |
Good predictability
Intact Financial has good predictability. Overlapping area represents the amount of predictability between Intact Financial time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 2024 to 2nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Intact Financial price movement. The serial correlation of 0.68 indicates that around 68.0% of current Intact Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 12.51 |
Intact Financial lagged returns against current returns
Autocorrelation, which is Intact Financial 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 Intact Financial's pink sheet expected returns. We can calculate the autocorrelation of Intact Financial returns to help us make a trade decision. For example, suppose you find that Intact Financial 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 |
Intact Financial 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 Intact Financial pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intact Financial pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intact Financial pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Intact Financial Lagged Returns
When evaluating Intact Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intact Financial pink sheet have on its future price. Intact Financial 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, Intact Financial autocorrelation shows the relationship between Intact Financial pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Intact Financial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Intact Pink Sheet
Intact Financial financial ratios help investors to determine whether Intact 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 Intact with respect to the benefits of owning Intact Financial security.