International Land Alliance Stock Market Value
| ILAL Stock | USD 0.13 0.01 7.14% |
| Symbol | International |
International Land '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 International Land's otc 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 International Land.
| 12/23/2024 |
| 01/22/2025 |
If you would invest 0.00 in International Land on December 23, 2024 and sell it all today you would earn a total of 0.00 from holding International Land Alliance or generate 0.0% return on investment in International Land over 30 days. International Land is related to or competes with Hong Kong, Wharf Holdings, Sun Hung, Sino Land, Sun Hung, Daiwa House, and China Overseas. International Land Alliance, Inc. operates as a residential land development company with target properties located prim... More
International Land 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 International Land's otc 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 International Land Alliance upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.42 | |||
| Information Ratio | 0.126 | |||
| Maximum Drawdown | 49.51 | |||
| Value At Risk | (12.26) | |||
| Potential Upside | 19.05 |
International Land Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for International Land's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as International Land's standard deviation. In reality, there are many statistical measures that can use International Land historical prices to predict the future International Land's volatility.| Risk Adjusted Performance | 0.1186 | |||
| Jensen Alpha | 1.27 | |||
| Total Risk Alpha | 0.9496 | |||
| Sortino Ratio | 0.1305 | |||
| Treynor Ratio | (3.49) |
International Land Backtested Returns
International Land is out of control given 3 months investment horizon. International Land 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. We were able to analyze twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.27% are justified by taking the suggested risk. Use International Land Alliance Downside Deviation of 9.42, risk adjusted performance of 0.1186, and Market Risk Adjusted Performance of (3.48) to evaluate company specific risk that cannot be diversified away. International Land holds a performance score of 10 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -0.36, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning International Land are expected to decrease at a much lower rate. During the bear market, International Land is likely to outperform the market. Use International Land Alliance value at risk and the relationship between the expected short fall and period momentum indicator , to analyze future returns on International Land Alliance.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
International Land Alliance has almost perfect reverse predictability. Overlapping area represents the amount of predictability between International Land time series from 23rd of December 2024 to 7th of January 2025 and 7th of January 2025 to 22nd of January 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 International Land price movement. The serial correlation of -0.71 indicates that around 71.0% of current International Land price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
International Land lagged returns against current returns
Autocorrelation, which is International Land otc 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 International Land's otc stock expected returns. We can calculate the autocorrelation of International Land returns to help us make a trade decision. For example, suppose you find that International Land has exhibited high autocorrelation historically, and you observe that the otc 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 |
International Land 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 International Land otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if International Land otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in International Land otc stock over time.
Current vs Lagged Prices |
| Timeline |
International Land Lagged Returns
When evaluating International Land's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of International Land otc stock have on its future price. International Land 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, International Land autocorrelation shows the relationship between International Land otc stock current value and its past values and can show if there is a momentum factor associated with investing in International Land Alliance.
Regressed Prices |
| Timeline |
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International Land financial ratios help investors to determine whether International OTC Stock 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 International with respect to the benefits of owning International Land security.