Innovative Food Hldg Stock Market Value
| IVFH Stock | USD 1.85 0.09 4.64% |
| Symbol | Innovative |
Innovative Food '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 Food'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 Food.
| 12/29/2024 |
| 03/29/2025 |
If you would invest 0.00 in Innovative Food on December 29, 2024 and sell it all today you would earn a total of 0.00 from holding Innovative Food Hldg or generate 0.0% return on investment in Innovative Food over 90 days. Innovative Food is related to or competes with Organto Foods, Colabor, Bunzl Plc, Hf Foods, G Willi, Calavo Growers, and Chefs Warehouse. Innovative Food Holdings, Inc., through its subsidiaries, provides specialty food and food related products to restauran... More
Innovative Food 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 Food'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 Food Hldg upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.67 | |||
| Information Ratio | 0.0581 | |||
| Maximum Drawdown | 12.12 | |||
| Value At Risk | (3.52) | |||
| Potential Upside | 3.96 |
Innovative Food Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Innovative Food's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Innovative Food's standard deviation. In reality, there are many statistical measures that can use Innovative Food historical prices to predict the future Innovative Food's volatility.| Risk Adjusted Performance | 0.0424 | |||
| Jensen Alpha | 0.1582 | |||
| Total Risk Alpha | 0.2662 | |||
| Sortino Ratio | 0.0576 | |||
| Treynor Ratio | 0.0928 |
Innovative Food Hldg Backtested Returns
Innovative Food is risky at the moment. Innovative Food Hldg holds Efficiency (Sharpe) Ratio of 0.0367, which attests that the entity had a 0.0367 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Innovative Food Hldg, which you can use to evaluate the volatility of the firm. Please check out Innovative Food's Risk Adjusted Performance of 0.0424, downside deviation of 2.67, and Market Risk Adjusted Performance of 0.1028 to validate if the risk estimate we provide is consistent with the expected return of 0.0988%. Innovative Food has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 1.08, which attests to a somewhat significant risk relative to the market. Innovative Food returns are very sensitive to returns on the market. As the market goes up or down, Innovative Food is expected to follow. Innovative Food Hldg right now retains a risk of 2.69%. Please check out Innovative Food sortino ratio, skewness, period momentum indicator, as well as the relationship between the potential upside and rate of daily change , to decide if Innovative Food will be following its current trending patterns.
Auto-correlation | -0.62 |
Very good reverse predictability
Innovative Food Hldg has very good reverse predictability. Overlapping area represents the amount of predictability between Innovative Food time series from 29th of December 2024 to 12th of February 2025 and 12th of February 2025 to 29th 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 Innovative Food Hldg price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Innovative Food price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Innovative Food Hldg lagged returns against current returns
Autocorrelation, which is Innovative Food 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 Food's otc stock expected returns. We can calculate the autocorrelation of Innovative Food returns to help us make a trade decision. For example, suppose you find that Innovative Food 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 |
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Innovative Food 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 Food otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Innovative Food 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 Food otc stock over time.
Current vs Lagged Prices |
| Timeline |
Innovative Food Lagged Returns
When evaluating Innovative Food's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Innovative Food otc stock have on its future price. Innovative Food 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 Food autocorrelation shows the relationship between Innovative Food otc stock current value and its past values and can show if there is a momentum factor associated with investing in Innovative Food Hldg.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Innovative OTC Stock
Innovative Food 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 Food security.