ImmuPharma PLC (UK) Market Value
| IMM Stock | 3.29 0.11 3.24% |
| Symbol | ImmuPharma |
ImmuPharma PLC '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 ImmuPharma PLC'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 ImmuPharma PLC.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in ImmuPharma PLC on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding ImmuPharma PLC or generate 0.0% return on investment in ImmuPharma PLC over 90 days. ImmuPharma PLC is related to or competes with Alfa Financial, Micron Technology, Axway Software, Check Point, Albion Technology, K3 Business, and Elmos Semiconductor. More
ImmuPharma PLC 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 ImmuPharma PLC'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 ImmuPharma PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.43 | |||
| Information Ratio | 0.1391 | |||
| Maximum Drawdown | 208.79 | |||
| Value At Risk | (11.83) | |||
| Potential Upside | 26.76 |
ImmuPharma PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ImmuPharma PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ImmuPharma PLC's standard deviation. In reality, there are many statistical measures that can use ImmuPharma PLC historical prices to predict the future ImmuPharma PLC's volatility.| Risk Adjusted Performance | 0.1275 | |||
| Jensen Alpha | 4.14 | |||
| Total Risk Alpha | 6.76 | |||
| Sortino Ratio | 0.4863 | |||
| Treynor Ratio | 0.6067 |
ImmuPharma PLC Backtested Returns
ImmuPharma PLC is abnormally volatile given 3 months investment horizon. ImmuPharma PLC holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 3.52% are justified by taking the suggested risk. Use ImmuPharma PLC Downside Deviation of 7.43, risk adjusted performance of 0.1275, and Market Risk Adjusted Performance of 0.6167 to evaluate company specific risk that cannot be diversified away. ImmuPharma PLC holds a performance score of 10 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 5.78, 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, ImmuPharma PLC will likely underperform. Use ImmuPharma PLC maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to analyze future returns on ImmuPharma PLC.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
ImmuPharma PLC has almost perfect reverse predictability. Overlapping area represents the amount of predictability between ImmuPharma PLC 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 ImmuPharma PLC price movement. The serial correlation of -0.71 indicates that around 71.0% of current ImmuPharma PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.38 |
ImmuPharma PLC lagged returns against current returns
Autocorrelation, which is ImmuPharma PLC 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 ImmuPharma PLC's stock expected returns. We can calculate the autocorrelation of ImmuPharma PLC returns to help us make a trade decision. For example, suppose you find that ImmuPharma PLC 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 |
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ImmuPharma PLC 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 ImmuPharma PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ImmuPharma PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ImmuPharma PLC stock over time.
Current vs Lagged Prices |
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ImmuPharma PLC Lagged Returns
When evaluating ImmuPharma PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ImmuPharma PLC stock have on its future price. ImmuPharma PLC 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, ImmuPharma PLC autocorrelation shows the relationship between ImmuPharma PLC stock current value and its past values and can show if there is a momentum factor associated with investing in ImmuPharma PLC.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in ImmuPharma Stock
ImmuPharma PLC financial ratios help investors to determine whether ImmuPharma 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 ImmuPharma with respect to the benefits of owning ImmuPharma PLC security.