IMPAX ENVIRONMTL's market value is the price at which a share of IMPAX ENVIRONMTL trades on a public exchange. It measures the collective expectations of IMPAX ENVIRONMTL MKTS investors about its performance. IMPAX ENVIRONMTL is trading at 4.46 as of the 19th of August 2025. This is a 0.89 percent down since the beginning of the trading day. The stock's lowest day price was 4.46. With this module, you can estimate the performance of a buy and hold strategy of IMPAX ENVIRONMTL MKTS and determine expected loss or profit from investing in IMPAX ENVIRONMTL over a given investment horizon. Check out IMPAX ENVIRONMTL Correlation, IMPAX ENVIRONMTL Volatility and IMPAX ENVIRONMTL Alpha and Beta module to complement your research on IMPAX ENVIRONMTL.
Please note, there is a significant difference between IMPAX ENVIRONMTL's value and its price as these two are different measures arrived at by different means. Investors typically determine if IMPAX ENVIRONMTL is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IMPAX ENVIRONMTL's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
IMPAX ENVIRONMTL '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 IMPAX ENVIRONMTL's 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 IMPAX ENVIRONMTL.
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05/21/2025
No Change 0.00
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In 3 months and 1 day
08/19/2025
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If you would invest 0.00 in IMPAX ENVIRONMTL on May 21, 2025 and sell it all today you would earn a total of 0.00 from holding IMPAX ENVIRONMTL MKTS or generate 0.0% return on investment in IMPAX ENVIRONMTL over 90 days. IMPAX ENVIRONMTL is related to or competes with Caseys General, RETAIL FOOD, Fast Retailing, Nordic Semiconductor, and PICKN PAY. Impax Environmental Markets plc is a closed ended equity mutual fund launched and managed by Impax Asset Management Limi... More
IMPAX ENVIRONMTL 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 IMPAX ENVIRONMTL's 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 IMPAX ENVIRONMTL MKTS upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for IMPAX ENVIRONMTL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IMPAX ENVIRONMTL's standard deviation. In reality, there are many statistical measures that can use IMPAX ENVIRONMTL historical prices to predict the future IMPAX ENVIRONMTL's volatility.
At this point, IMPAX ENVIRONMTL is not too volatile. IMPAX ENVIRONMTL MKTS holds Efficiency (Sharpe) Ratio of 0.0516, which attests that the entity had a 0.0516 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for IMPAX ENVIRONMTL MKTS, which you can use to evaluate the volatility of the firm. Please check out IMPAX ENVIRONMTL's market risk adjusted performance of 0.2616, and Risk Adjusted Performance of 0.0326 to validate if the risk estimate we provide is consistent with the expected return of 0.0466%. IMPAX ENVIRONMTL has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IMPAX ENVIRONMTL's returns are expected to increase less than the market. However, during the bear market, the loss of holding IMPAX ENVIRONMTL is expected to be smaller as well. IMPAX ENVIRONMTL MKTS currently retains a risk of 0.9%. Please check out IMPAX ENVIRONMTL downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if IMPAX ENVIRONMTL will be following its current trending patterns.
Auto-correlation
-0.4
Poor reverse predictability
IMPAX ENVIRONMTL MKTS has poor reverse predictability. Overlapping area represents the amount of predictability between IMPAX ENVIRONMTL time series from 21st of May 2025 to 5th of July 2025 and 5th of July 2025 to 19th of August 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 IMPAX ENVIRONMTL MKTS price movement. The serial correlation of -0.4 indicates that just about 40.0% of current IMPAX ENVIRONMTL price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.4
Spearman Rank Test
-0.37
Residual Average
0.0
Price Variance
0.0
IMPAX ENVIRONMTL MKTS lagged returns against current returns
Autocorrelation, which is IMPAX ENVIRONMTL 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 IMPAX ENVIRONMTL's stock expected returns. We can calculate the autocorrelation of IMPAX ENVIRONMTL returns to help us make a trade decision. For example, suppose you find that IMPAX ENVIRONMTL has exhibited high autocorrelation historically, and you observe that the 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
IMPAX ENVIRONMTL 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 IMPAX ENVIRONMTL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IMPAX ENVIRONMTL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IMPAX ENVIRONMTL stock over time.
Current vs Lagged Prices
Timeline
IMPAX ENVIRONMTL Lagged Returns
When evaluating IMPAX ENVIRONMTL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IMPAX ENVIRONMTL stock have on its future price. IMPAX ENVIRONMTL 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, IMPAX ENVIRONMTL autocorrelation shows the relationship between IMPAX ENVIRONMTL stock current value and its past values and can show if there is a momentum factor associated with investing in IMPAX ENVIRONMTL MKTS.
IMPAX ENVIRONMTL financial ratios help investors to determine whether IMPAX 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 IMPAX with respect to the benefits of owning IMPAX ENVIRONMTL security.