Imperial Res Stock Market Value
| IPRC Stock | USD 0.0002 0.00 0.00% |
| Symbol | Imperial |
Imperial Res '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 Imperial Res' 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 Imperial Res.
| 09/03/2024 |
| 12/02/2024 |
If you would invest 0.00 in Imperial Res on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Imperial Res or generate 0.0% return on investment in Imperial Res over 90 days. Imperial Res is related to or competes with CNX Resources, MV Oil, San Juan, VOC Energy, and Comstock Resources. Imperial Resources, Inc., through its subsidiary, Imperial Oil Gas, Inc More
Imperial Res 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 Imperial Res' 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 Imperial Res upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.061 | |||
| Maximum Drawdown | 150.0 | |||
| Value At Risk | (33.33) | |||
| Potential Upside | 50.0 |
Imperial Res Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Imperial Res' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Imperial Res' standard deviation. In reality, there are many statistical measures that can use Imperial Res historical prices to predict the future Imperial Res' volatility.| Risk Adjusted Performance | 0.0609 | |||
| Jensen Alpha | 1.86 | |||
| Total Risk Alpha | (2.27) | |||
| Treynor Ratio | (0.53) |
Imperial Res Backtested Returns
Imperial Res is out of control given 3 months investment horizon. Imperial Res holds Efficiency (Sharpe) Ratio of 0.0676, which attests that the entity had a 0.0676% return per unit of risk over the last 3 months. We were able to interpolate data for eighteen different technical indicators, which can help you to evaluate if expected returns of 1.54% are justified by taking the suggested risk. Use Imperial Res Market Risk Adjusted Performance of (0.52), risk adjusted performance of 0.0609, and Standard Deviation of 22.59 to evaluate company specific risk that cannot be diversified away. Imperial Res holds a performance score of 5 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -2.82, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Imperial Res are expected to decrease by larger amounts. On the other hand, during market turmoil, Imperial Res is expected to outperform it. Use Imperial Res information ratio, potential upside, as well as the relationship between the Potential Upside and day median price , to analyze future returns on Imperial Res.
Auto-correlation | 0.00 |
No correlation between past and present
Imperial Res has no correlation between past and present. Overlapping area represents the amount of predictability between Imperial Res time series from 3rd of September 2024 to 18th of October 2024 and 18th of October 2024 to 2nd of December 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 Imperial Res price movement. The serial correlation of 0.0 indicates that just 0.0% of current Imperial Res price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Imperial Res lagged returns against current returns
Autocorrelation, which is Imperial Res 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 Imperial Res' pink sheet expected returns. We can calculate the autocorrelation of Imperial Res returns to help us make a trade decision. For example, suppose you find that Imperial Res 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 |
Imperial Res 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 Imperial Res pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Imperial Res pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Imperial Res pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Imperial Res Lagged Returns
When evaluating Imperial Res' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Imperial Res pink sheet have on its future price. Imperial Res 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, Imperial Res autocorrelation shows the relationship between Imperial Res pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Imperial Res.
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 Imperial Pink Sheet
Imperial Res financial ratios help investors to determine whether Imperial 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 Imperial with respect to the benefits of owning Imperial Res security.