4imprint Group Plc Stock Market Value
| FRRFF Stock | USD 77.94 0.00 0.00% |
| Symbol | 4imprint |
4imprint 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 4imprint 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 4imprint Group.
| 04/02/2024 |
| 05/02/2024 |
If you would invest 0.00 in 4imprint Group on April 2, 2024 and sell it all today you would earn a total of 0.00 from holding 4imprint Group plc or generate 0.0% return on investment in 4imprint Group over 30 days. 4imprint Group is related to or competes with Kidoz, Marchex, and Emerald Expositions. 4imprint Group plc operates as a direct marketer of promotional products in North America, the United Kingdom, and Irela... More
4imprint 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 4imprint 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 4imprint Group plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1018 | |||
| Maximum Drawdown | 42.66 |
4imprint Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 4imprint Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 4imprint Group's standard deviation. In reality, there are many statistical measures that can use 4imprint Group historical prices to predict the future 4imprint Group's volatility.| Risk Adjusted Performance | 0.0821 | |||
| Jensen Alpha | 0.5104 | |||
| Total Risk Alpha | 0.1646 | |||
| Treynor Ratio | 2.0 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of 4imprint Group'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.
4imprint Group plc Backtested Returns
4imprint Group appears to be very steady, given 3 months investment horizon. 4imprint Group plc secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12% return per unit of standard deviation over the last 3 months. By analyzing 4imprint Group's technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please makes use of 4imprint Group's mean deviation of 1.2, and Risk Adjusted Performance of 0.0821 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, 4imprint Group holds a performance score of 9. The firm shows a Beta (market volatility) of 0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 4imprint Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding 4imprint Group is expected to be smaller as well. Please check 4imprint Group's variance, skewness, as well as the relationship between the Skewness and day typical price , to make a quick decision on whether 4imprint Group's price patterns will revert.
Auto-correlation | -0.98 |
Near perfect reversele predictability
4imprint Group plc has near perfect reversele predictability. Overlapping area represents the amount of predictability between 4imprint Group time series from 2nd of April 2024 to 17th of April 2024 and 17th of April 2024 to 2nd of May 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 4imprint Group plc price movement. The serial correlation of -0.98 indicates that 98.0% of current 4imprint Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.98 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 1.66 |
4imprint Group plc lagged returns against current returns
Autocorrelation, which is 4imprint 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 4imprint Group's pink sheet expected returns. We can calculate the autocorrelation of 4imprint Group returns to help us make a trade decision. For example, suppose you find that 4imprint 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 |
4imprint 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 4imprint Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 4imprint 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 4imprint Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
4imprint Group Lagged Returns
When evaluating 4imprint Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 4imprint Group pink sheet have on its future price. 4imprint 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, 4imprint Group autocorrelation shows the relationship between 4imprint Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in 4imprint Group plc.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out 4imprint Group Correlation, 4imprint Group Volatility and 4imprint Group Alpha and Beta module to complement your research on 4imprint Group. Note that the 4imprint Group plc information on this page should be used as a complementary analysis to other 4imprint Group's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for 4imprint Pink Sheet analysis
When running 4imprint Group's price analysis, check to measure 4imprint Group's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy 4imprint Group is operating at the current time. Most of 4imprint Group's value examination focuses on studying past and present price action to predict the probability of 4imprint Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move 4imprint Group's price. Additionally, you may evaluate how the addition of 4imprint Group to your portfolios can decrease your overall portfolio volatility.
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4imprint Group technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.