Interfor Stock Market Value
| IFSPF Stock | USD 10.40 0.02 0.19% |
| Symbol | Interfor |
Interfor '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 Interfor'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 Interfor.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Interfor on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Interfor or generate 0.0% return on investment in Interfor over 90 days. Interfor is related to or competes with Svenska Cellulosa, Western Forest, Stella Jones, Simpson Manufacturing, Ufp Industries, Canfor, and West Fraser. Interfor Corporation, together with its subsidiaries, produces and sells wood products in Canada, the United States, Jap... More
Interfor 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 Interfor'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 Interfor upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 17.18 | |||
| Value At Risk | (4.18) | |||
| Potential Upside | 4.85 |
Interfor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Interfor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Interfor's standard deviation. In reality, there are many statistical measures that can use Interfor historical prices to predict the future Interfor's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.30) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.35) |
Interfor Backtested Returns
Interfor holds Efficiency (Sharpe) Ratio of -0.0919, which attests that the entity had a -0.0919 % return per unit of risk over the last 3 months. Interfor exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Interfor's Standard Deviation of 2.81, market risk adjusted performance of (0.34), and Risk Adjusted Performance of (0.12) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 1.22, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Interfor will likely underperform. At this point, Interfor has a negative expected return of -0.26%. Please make sure to check out Interfor's kurtosis, as well as the relationship between the day median price and period momentum indicator , to decide if Interfor performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.05 |
Virtually no predictability
Interfor has virtually no predictability. Overlapping area represents the amount of predictability between Interfor time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Interfor price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Interfor price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
Interfor lagged returns against current returns
Autocorrelation, which is Interfor 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 Interfor's pink sheet expected returns. We can calculate the autocorrelation of Interfor returns to help us make a trade decision. For example, suppose you find that Interfor 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 |
Interfor 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 Interfor pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Interfor pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Interfor pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Interfor Lagged Returns
When evaluating Interfor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Interfor pink sheet have on its future price. Interfor 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, Interfor autocorrelation shows the relationship between Interfor pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Interfor.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Interfor Pink Sheet
Interfor financial ratios help investors to determine whether Interfor 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 Interfor with respect to the benefits of owning Interfor security.