Ibstock Plc Stock Market Value
| IBJHF Stock | USD 2.06 0.00 0.00% |
| Symbol | Ibstock |
Ibstock Plc '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 Ibstock Plc'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 Ibstock Plc.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Ibstock Plc on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Ibstock plc or generate 0.0% return on investment in Ibstock Plc over 90 days. Ibstock Plc is related to or competes with CRH PLC, Holcim, Lafargeholcim, Vulcan Materials, Martin Marietta, Anhui Conch, and Anhui Conch. Ibstock plc manufactures and sells clay and concrete building products and solutions primarily in the United Kingdom More
Ibstock Plc 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 Ibstock Plc'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 Ibstock plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 5.35 |
Ibstock Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ibstock Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ibstock Plc's standard deviation. In reality, there are many statistical measures that can use Ibstock Plc historical prices to predict the future Ibstock Plc's volatility.| Risk Adjusted Performance | 0.0193 | |||
| Jensen Alpha | 0.001 | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | 0.1563 |
Ibstock plc Backtested Returns
At this point, Ibstock Plc is somewhat reliable. Ibstock plc holds Efficiency (Sharpe) Ratio of 0.0232, which attests that the entity had a 0.0232 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Ibstock plc, which you can use to evaluate the volatility of the firm. Please check out Ibstock Plc's Standard Deviation of 0.7932, risk adjusted performance of 0.0193, and Market Risk Adjusted Performance of 0.1663 to validate if the risk estimate we provide is consistent with the expected return of 0.019%. Ibstock Plc has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0504, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Ibstock Plc's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ibstock Plc is expected to be smaller as well. Ibstock plc right now retains a risk of 0.82%. Please check out Ibstock Plc jensen alpha, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Ibstock Plc will be following its current trending patterns.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Ibstock plc has insignificant reverse predictability. Overlapping area represents the amount of predictability between Ibstock Plc time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd of July 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 Ibstock plc price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Ibstock Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ibstock plc lagged returns against current returns
Autocorrelation, which is Ibstock Plc 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 Ibstock Plc's pink sheet expected returns. We can calculate the autocorrelation of Ibstock Plc returns to help us make a trade decision. For example, suppose you find that Ibstock Plc 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 |
Ibstock Plc 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 Ibstock Plc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ibstock Plc pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ibstock Plc pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ibstock Plc Lagged Returns
When evaluating Ibstock Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ibstock Plc pink sheet have on its future price. Ibstock Plc 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, Ibstock Plc autocorrelation shows the relationship between Ibstock Plc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ibstock plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Ibstock Pink Sheet
Ibstock Plc financial ratios help investors to determine whether Ibstock 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 Ibstock with respect to the benefits of owning Ibstock Plc security.