Initio Inc Stock Market Value
| INTO Stock | USD 0.35 0.00 0.00% |
| Symbol | Initio |
Initio '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 Initio'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 Initio.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Initio on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Initio Inc or generate 0.0% return on investment in Initio over 90 days. Initio is related to or competes with Tencent Music, Monster Beverage, Electronic Arts, Vita Coco, Roblox Corp, Compania Cervecerias, and Warner Music. Initio, Inc. engages in the provision of management and consulting services primarily to small established late stage companies in the United States. More
Initio 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 Initio'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 Initio Inc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 16.67 |
Initio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Initio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Initio's standard deviation. In reality, there are many statistical measures that can use Initio historical prices to predict the future Initio's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (3.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Initio's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Initio Inc Backtested Returns
Initio Inc holds Efficiency (Sharpe) Ratio of -0.12, which attests that the entity had a -0.12 % return per unit of risk over the last 3 months. Initio Inc exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Initio's Standard Deviation of 2.05, risk adjusted performance of (0.10), and Market Risk Adjusted Performance of (3.00) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.0873, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Initio's returns are expected to increase less than the market. However, during the bear market, the loss of holding Initio is expected to be smaller as well. At this point, Initio Inc has a negative expected return of -0.26%. Please make sure to check out Initio's standard deviation and skewness , to decide if Initio Inc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Initio Inc has no correlation between past and present. Overlapping area represents the amount of predictability between Initio 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 Initio Inc price movement. The serial correlation of 0.0 indicates that just 0.0% of current Initio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Initio Inc lagged returns against current returns
Autocorrelation, which is Initio 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 Initio's pink sheet expected returns. We can calculate the autocorrelation of Initio returns to help us make a trade decision. For example, suppose you find that Initio 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 |
Initio 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 Initio pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Initio pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Initio pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Initio Lagged Returns
When evaluating Initio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Initio pink sheet have on its future price. Initio 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, Initio autocorrelation shows the relationship between Initio pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Initio Inc.
Regressed Prices |
| Timeline |
Pair Trading with Initio
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Initio position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Initio will appreciate offsetting losses from the drop in the long position's value.Moving together with Initio Pink Sheet
Moving against Initio Pink Sheet
| 0.74 | GE | GE Aerospace | PairCorr |
| 0.69 | LH | Laboratory | PairCorr |
| 0.62 | CSCO | Cisco Systems | PairCorr |
| 0.59 | CVX | Chevron Corp | PairCorr |
| 0.49 | JNJ | Johnson Johnson Sell-off Trend | PairCorr |
The ability to find closely correlated positions to Initio could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Initio when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Initio - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Initio Inc to buy it.
The correlation of Initio is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Initio moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Initio Inc moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Initio can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Initio Pink Sheet
Initio financial ratios help investors to determine whether Initio 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 Initio with respect to the benefits of owning Initio security.