Ianthus Capital Holdings Stock Market Value
| ITHUF Stock | USD 0.01 0 14.29% |
| Symbol | IAnthus |
IAnthus Capital '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 IAnthus Capital'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 IAnthus Capital.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in IAnthus Capital on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding iAnthus Capital Holdings or generate 0.0% return on investment in IAnthus Capital over 90 days. IAnthus Capital is related to or competes with BioQuest Corp, Verano Holdings, Ascend Wellness, Green Thumb, Goodness Growth, and Grown Rogue. iAnthus Capital Holdings, Inc. owns and operates licensed cannabis cultivation, processing, and dispensary facilities in... More
IAnthus Capital 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 IAnthus Capital'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 iAnthus Capital Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 18.62 | |||
| Information Ratio | 0.0859 | |||
| Maximum Drawdown | 78.57 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 25.0 |
IAnthus Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IAnthus Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IAnthus Capital's standard deviation. In reality, there are many statistical measures that can use IAnthus Capital historical prices to predict the future IAnthus Capital's volatility.| Risk Adjusted Performance | 0.0783 | |||
| Jensen Alpha | 1.34 | |||
| Total Risk Alpha | 2.97 | |||
| Sortino Ratio | 0.0673 | |||
| Treynor Ratio | 0.6257 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IAnthus Capital'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.
iAnthus Capital Holdings Backtested Returns
IAnthus Capital is out of control given 3 months investment horizon. iAnthus Capital Holdings holds Efficiency (Sharpe) Ratio of 0.0791, which attests that the company had a 0.0791 % return per unit of risk over the last 3 months. We are able to break down and analyze data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.16% are justified by taking the suggested risk. Use iAnthus Capital Holdings Downside Deviation of 18.62, semi deviation of 9.84, and Market Risk Adjusted Performance of 0.6357 to evaluate company specific risk that cannot be diversified away. IAnthus Capital holds a performance score of 6 on a scale of zero to a hundred. The firm retains a Market Volatility (i.e., Beta) of 1.83, 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, IAnthus Capital will likely underperform. Use iAnthus Capital Holdings treynor ratio and the relationship between the semi variance and period momentum indicator , to analyze future returns on iAnthus Capital Holdings.
Auto-correlation | 0.28 |
Poor predictability
iAnthus Capital Holdings has poor predictability. Overlapping area represents the amount of predictability between IAnthus Capital 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 iAnthus Capital Holdings price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current IAnthus Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
iAnthus Capital Holdings lagged returns against current returns
Autocorrelation, which is IAnthus Capital 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 IAnthus Capital's pink sheet expected returns. We can calculate the autocorrelation of IAnthus Capital returns to help us make a trade decision. For example, suppose you find that IAnthus Capital 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 |
IAnthus Capital 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 IAnthus Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IAnthus Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IAnthus Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
IAnthus Capital Lagged Returns
When evaluating IAnthus Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IAnthus Capital pink sheet have on its future price. IAnthus Capital 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, IAnthus Capital autocorrelation shows the relationship between IAnthus Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in iAnthus Capital Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in IAnthus Pink Sheet
IAnthus Capital financial ratios help investors to determine whether IAnthus 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 IAnthus with respect to the benefits of owning IAnthus Capital security.