Innovative Payment Solutions Stock Market Value
| IPSI Stock | USD 0.06 0 3.33% |
| Symbol | Innovative |
Innovative Payment '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 Innovative Payment'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 Innovative Payment.
| 04/11/2024 |
| 01/06/2025 |
If you would invest 0.00 in Innovative Payment on April 11, 2024 and sell it all today you would earn a total of 0.00 from holding Innovative Payment Solutions or generate 0.0% return on investment in Innovative Payment over 270 days. Innovative Payment is related to or competes with Taoping, Bridgeline Digital, Datasea, Aurora Mobile, AuthID, OneSpan, and CSG Systems. Innovative Payment Solutions, Inc., together with its subsidiaries, provides digital payment solutions and services prim... More
Innovative Payment 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 Innovative Payment'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 Innovative Payment Solutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.48 | |||
| Information Ratio | 0.0122 | |||
| Maximum Drawdown | 72.0 | |||
| Value At Risk | (15.38) | |||
| Potential Upside | 23.46 |
Innovative Payment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Innovative Payment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Innovative Payment's standard deviation. In reality, there are many statistical measures that can use Innovative Payment historical prices to predict the future Innovative Payment's volatility.| Risk Adjusted Performance | 0.0207 | |||
| Jensen Alpha | 0.1462 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0151 | |||
| Treynor Ratio | 0.2065 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Innovative Payment'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.
Innovative Payment Backtested Returns
Innovative Payment is out of control at the moment. Innovative Payment holds Efficiency (Sharpe) Ratio of 0.0097, which attests that the entity had a 0.0097% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Innovative Payment, which you can use to evaluate the volatility of the firm. Please check out Innovative Payment's Risk Adjusted Performance of 0.0207, downside deviation of 9.48, and Market Risk Adjusted Performance of 0.2165 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. The company retains a Market Volatility (i.e., Beta) of 0.75, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Innovative Payment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Innovative Payment is expected to be smaller as well. Innovative Payment right now retains a risk of 12.14%. Please check out Innovative Payment treynor ratio and the relationship between the semi variance and price action indicator , to decide if Innovative Payment will be following its current trending patterns.
Auto-correlation | -0.31 |
Poor reverse predictability
Innovative Payment Solutions has poor reverse predictability. Overlapping area represents the amount of predictability between Innovative Payment time series from 11th of April 2024 to 24th of August 2024 and 24th of August 2024 to 6th 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 Innovative Payment price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Innovative Payment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Innovative Payment lagged returns against current returns
Autocorrelation, which is Innovative Payment 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 Innovative Payment's otc stock expected returns. We can calculate the autocorrelation of Innovative Payment returns to help us make a trade decision. For example, suppose you find that Innovative Payment 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 |
Innovative Payment 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 Innovative Payment otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Innovative Payment otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Innovative Payment otc stock over time.
Current vs Lagged Prices |
| Timeline |
Innovative Payment Lagged Returns
When evaluating Innovative Payment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Innovative Payment otc stock have on its future price. Innovative Payment 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, Innovative Payment autocorrelation shows the relationship between Innovative Payment otc stock current value and its past values and can show if there is a momentum factor associated with investing in Innovative Payment Solutions.
Regressed Prices |
| Timeline |
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Other Information on Investing in Innovative OTC Stock
Innovative Payment financial ratios help investors to determine whether Innovative 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 Innovative with respect to the benefits of owning Innovative Payment security.