Income Asset (Australia) Market Value
| IAM Stock | 0.03 0 2.86% |
| Symbol | Income |
Income Asset '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 Income Asset'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 Income Asset.
| 10/14/2025 |
| 01/12/2026 |
If you would invest 0.00 in Income Asset on October 14, 2025 and sell it all today you would earn a total of 0.00 from holding Income Asset Management or generate 0.0% return on investment in Income Asset over 90 days. Income Asset is related to or competes with Aneka Tambang, ANZ Group, Australia, Australia, Commonwealth Bank, BHP, and RIO Tinto. Income Asset is entity of Australia. It is traded as Stock on AU exchange. More
Income Asset 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 Income Asset'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 Income Asset Management upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 19.09 | |||
| Value At Risk | (5.56) | |||
| Potential Upside | 7.14 |
Income Asset Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Income Asset's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Income Asset's standard deviation. In reality, there are many statistical measures that can use Income Asset historical prices to predict the future Income Asset's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.51) | |||
| Treynor Ratio | (0.07) |
Income Asset Management Backtested Returns
Currently, Income Asset Management is out of control. Income Asset Management holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Income Asset Management, which you can use to evaluate the volatility of the firm. Please check out Income Asset's Standard Deviation of 3.93, market risk adjusted performance of (0.06), and insignificant Risk Adjusted Performance to validate if the risk estimate we provide is consistent with the expected return of 0.0317%. The company retains a Market Volatility (i.e., Beta) of 0.82, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Income Asset's returns are expected to increase less than the market. However, during the bear market, the loss of holding Income Asset is expected to be smaller as well. Income Asset Management right now retains a risk of 3.97%. Please check out Income Asset mean deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance , to decide if Income Asset will be following its current trending patterns.
Auto-correlation | -0.58 |
Good reverse predictability
Income Asset Management has good reverse predictability. Overlapping area represents the amount of predictability between Income Asset time series from 14th of October 2025 to 28th of November 2025 and 28th of November 2025 to 12th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Income Asset Management price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Income Asset price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Income Asset Management lagged returns against current returns
Autocorrelation, which is Income Asset 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 Income Asset's stock expected returns. We can calculate the autocorrelation of Income Asset returns to help us make a trade decision. For example, suppose you find that Income Asset 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 |
Income Asset 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 Income Asset stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Income Asset stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Income Asset stock over time.
Current vs Lagged Prices |
| Timeline |
Income Asset Lagged Returns
When evaluating Income Asset's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Income Asset stock have on its future price. Income Asset 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, Income Asset autocorrelation shows the relationship between Income Asset stock current value and its past values and can show if there is a momentum factor associated with investing in Income Asset Management.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Income Stock Analysis
When running Income Asset's price analysis, check to measure Income Asset'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 Income Asset is operating at the current time. Most of Income Asset's value examination focuses on studying past and present price action to predict the probability of Income Asset's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Income Asset's price. Additionally, you may evaluate how the addition of Income Asset to your portfolios can decrease your overall portfolio volatility.