International Digital Holding Stock Market Value
| IDIG Stock | USD 0.1 0.05 122.73% |
| Symbol | International |
International Digital '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 International Digital'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 International Digital.
| 05/14/2025 |
| 08/12/2025 |
If you would invest 0.00 in International Digital on May 14, 2025 and sell it all today you would earn a total of 0.00 from holding International Digital Holding or generate 0.0% return on investment in International Digital over 90 days. International Digital Holding Inc. is a holding company that offers advertising material distribution services More
International Digital 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 International Digital'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 International Digital Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1088 | |||
| Maximum Drawdown | 157.6 | |||
| Value At Risk | (40.23) | |||
| Potential Upside | 67.31 |
International Digital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for International Digital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as International Digital's standard deviation. In reality, there are many statistical measures that can use International Digital historical prices to predict the future International Digital's volatility.| Risk Adjusted Performance | 0.0974 | |||
| Jensen Alpha | 3.4 | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | (0.98) |
International Digital Backtested Returns
International Digital is out of control given 3 months investment horizon. International Digital holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We were able to collect and analyze data for twenty-two different technical indicators, which can help you to evaluate if expected returns of 3.21% are justified by taking the suggested risk. Use International Digital Holding Standard Deviation of 27.61, risk adjusted performance of 0.0974, and Market Risk Adjusted Performance of (0.97) to evaluate company specific risk that cannot be diversified away. International Digital holds a performance score of 9 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -3.16, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning International Digital are expected to decrease by larger amounts. On the other hand, during market turmoil, International Digital is expected to outperform it. Use International Digital Holding skewness, as well as the relationship between the rate of daily change and price action indicator , to analyze future returns on International Digital Holding.
Auto-correlation | -0.31 |
Poor reverse predictability
International Digital Holding has poor reverse predictability. Overlapping area represents the amount of predictability between International Digital time series from 14th of May 2025 to 28th of June 2025 and 28th of June 2025 to 12th 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 International Digital price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current International Digital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
International Digital lagged returns against current returns
Autocorrelation, which is International Digital 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 International Digital's pink sheet expected returns. We can calculate the autocorrelation of International Digital returns to help us make a trade decision. For example, suppose you find that International Digital 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 |
International Digital 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 International Digital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if International Digital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in International Digital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
International Digital Lagged Returns
When evaluating International Digital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of International Digital pink sheet have on its future price. International Digital 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, International Digital autocorrelation shows the relationship between International Digital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in International Digital Holding.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in International Pink Sheet
International Digital financial ratios help investors to determine whether International 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 International with respect to the benefits of owning International Digital security.