Imperium Group Global Stock Market Value
| IPGGF Stock | USD 0.47 0.07 12.96% |
| Symbol | Imperium |
Imperium Group '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 Imperium Group'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 Imperium Group.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Imperium Group on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Imperium Group Global or generate 0.0% return on investment in Imperium Group over 30 days. Imperium Group is related to or competes with Nova Lifestyle, Aterian, Energy Focu, and American Woodmark. Imperium Technology Group Limited, an investment holding company, manufactures and sells household furnishing products a... More
Imperium Group 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 Imperium Group'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 Imperium Group Global upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.91 | |||
| Information Ratio | 0.1225 | |||
| Maximum Drawdown | 54.33 | |||
| Value At Risk | (12.24) | |||
| Potential Upside | 17.86 |
Imperium Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Imperium Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Imperium Group's standard deviation. In reality, there are many statistical measures that can use Imperium Group historical prices to predict the future Imperium Group's volatility.| Risk Adjusted Performance | 0.1133 | |||
| Jensen Alpha | 1.43 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.1286 | |||
| Treynor Ratio | (0.84) |
Imperium Group Global Backtested Returns
Imperium Group is out of control given 3 months investment horizon. Imperium Group Global 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 and collect data for thirty different technical indicators, which can help you to evaluate if expected returns of 1.27% are justified by taking the suggested risk. Use Imperium Group Global Market Risk Adjusted Performance of (0.83), downside deviation of 8.91, and Risk Adjusted Performance of 0.1133 to evaluate company specific risk that cannot be diversified away. Imperium Group holds a performance score of 10 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -1.5, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Imperium Group are expected to decrease by larger amounts. On the other hand, during market turmoil, Imperium Group is expected to outperform it. Use Imperium Group Global sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to analyze future returns on Imperium Group Global.
Auto-correlation | 0.74 |
Good predictability
Imperium Group Global has good predictability. Overlapping area represents the amount of predictability between Imperium Group time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Imperium Group Global price movement. The serial correlation of 0.74 indicates that around 74.0% of current Imperium Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Imperium Group Global lagged returns against current returns
Autocorrelation, which is Imperium Group 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 Imperium Group's pink sheet expected returns. We can calculate the autocorrelation of Imperium Group returns to help us make a trade decision. For example, suppose you find that Imperium Group 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 |
Imperium Group 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 Imperium Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Imperium Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Imperium Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Imperium Group Lagged Returns
When evaluating Imperium Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Imperium Group pink sheet have on its future price. Imperium Group 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, Imperium Group autocorrelation shows the relationship between Imperium Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Imperium Group Global.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Imperium Pink Sheet
Imperium Group financial ratios help investors to determine whether Imperium 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 Imperium with respect to the benefits of owning Imperium Group security.