Infomedia (Australia) Market Value
| IFM Stock | 1.36 0.06 4.23% |
| Symbol | Infomedia |
Infomedia '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 Infomedia's stock 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 Infomedia.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Infomedia on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Infomedia or generate 0.0% return on investment in Infomedia over 30 days. Infomedia is related to or competes with Regal Funds, Auctus Alternative, Australian Unity, Sandon Capital, MFF Capital, Clime Investment, and Pinnacle Investment. Infomedia is entity of Australia. It is traded as Stock on AU exchange. More
Infomedia 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 Infomedia's stock 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 Infomedia upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.24 | |||
| Information Ratio | 0.0199 | |||
| Maximum Drawdown | 13.04 | |||
| Value At Risk | (3.68) | |||
| Potential Upside | 5.26 |
Infomedia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Infomedia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Infomedia's standard deviation. In reality, there are many statistical measures that can use Infomedia historical prices to predict the future Infomedia's volatility.| Risk Adjusted Performance | 0.0228 | |||
| Jensen Alpha | 0.0482 | |||
| Total Risk Alpha | 0.0672 | |||
| Sortino Ratio | 0.0228 | |||
| Treynor Ratio | 0.0806 |
Infomedia Backtested Returns
Currently, Infomedia is very risky. Infomedia holds Efficiency (Sharpe) Ratio of 0.0125, which attests that the entity had a 0.0125 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Infomedia, which you can use to evaluate the volatility of the firm. Please check out Infomedia's Risk Adjusted Performance of 0.0228, market risk adjusted performance of 0.0906, and Downside Deviation of 2.24 to validate if the risk estimate we provide is consistent with the expected return of 0.032%. The company retains a Market Volatility (i.e., Beta) of 0.55, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Infomedia's returns are expected to increase less than the market. However, during the bear market, the loss of holding Infomedia is expected to be smaller as well. Infomedia right now retains a risk of 2.57%. Please check out Infomedia coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to decide if Infomedia will be following its current trending patterns.
Auto-correlation | -0.76 |
Almost perfect reverse predictability
Infomedia has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Infomedia time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Infomedia price movement. The serial correlation of -0.76 indicates that around 76.0% of current Infomedia price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.76 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Infomedia lagged returns against current returns
Autocorrelation, which is Infomedia stock'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 Infomedia's stock expected returns. We can calculate the autocorrelation of Infomedia returns to help us make a trade decision. For example, suppose you find that Infomedia has exhibited high autocorrelation historically, and you observe that the stock 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 |
Infomedia 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 Infomedia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Infomedia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Infomedia stock over time.
Current vs Lagged Prices |
| Timeline |
Infomedia Lagged Returns
When evaluating Infomedia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Infomedia stock have on its future price. Infomedia 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, Infomedia autocorrelation shows the relationship between Infomedia stock current value and its past values and can show if there is a momentum factor associated with investing in Infomedia.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Infomedia Stock Analysis
When running Infomedia's price analysis, check to measure Infomedia's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Infomedia is operating at the current time. Most of Infomedia's value examination focuses on studying past and present price action to predict the probability of Infomedia's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Infomedia's price. Additionally, you may evaluate how the addition of Infomedia to your portfolios can decrease your overall portfolio volatility.