Immutable Holdings Stock Market Value
| IHLDF Stock | USD 0.06 0 2.54% |
| Symbol | Immutable |
Immutable Holdings '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 Immutable Holdings' 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 Immutable Holdings.
| 10/17/2025 |
| 01/15/2026 |
If you would invest 0.00 in Immutable Holdings on October 17, 2025 and sell it all today you would earn a total of 0.00 from holding Immutable Holdings or generate 0.0% return on investment in Immutable Holdings over 90 days. Immutable Holdings is related to or competes with DigiMax Global, Billy Goat, Borealis Exploration, and Sundance Strategies. Immutable Holdings Inc. operates as a blockchain technology holding company More
Immutable Holdings 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 Immutable Holdings' 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 Immutable Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 50.26 | |||
| Value At Risk | (14.52) | |||
| Potential Upside | 13.99 |
Immutable Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Immutable Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Immutable Holdings' standard deviation. In reality, there are many statistical measures that can use Immutable Holdings historical prices to predict the future Immutable Holdings' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (1.75) | |||
| Treynor Ratio | 0.1633 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Immutable Holdings' 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.
Immutable Holdings Backtested Returns
Immutable Holdings holds Efficiency (Sharpe) Ratio of -0.0389, which attests that the entity had a -0.0389 % return per unit of risk over the last 3 months. Immutable Holdings exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Immutable Holdings' Standard Deviation of 8.42, risk adjusted performance of (0.03), and Market Risk Adjusted Performance of 0.1733 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -2.67, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Immutable Holdings are expected to decrease by larger amounts. On the other hand, during market turmoil, Immutable Holdings is expected to outperform it. At this point, Immutable Holdings has a negative expected return of -0.32%. Please make sure to check out Immutable Holdings' total risk alpha and the relationship between the skewness and price action indicator , to decide if Immutable Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.54 |
Good reverse predictability
Immutable Holdings has good reverse predictability. Overlapping area represents the amount of predictability between Immutable Holdings time series from 17th of October 2025 to 1st of December 2025 and 1st of December 2025 to 15th 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 Immutable Holdings price movement. The serial correlation of -0.54 indicates that about 54.0% of current Immutable Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Immutable Holdings lagged returns against current returns
Autocorrelation, which is Immutable Holdings 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 Immutable Holdings' pink sheet expected returns. We can calculate the autocorrelation of Immutable Holdings returns to help us make a trade decision. For example, suppose you find that Immutable Holdings 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 |
Immutable Holdings 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 Immutable Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Immutable Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Immutable Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Immutable Holdings Lagged Returns
When evaluating Immutable Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Immutable Holdings pink sheet have on its future price. Immutable Holdings 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, Immutable Holdings autocorrelation shows the relationship between Immutable Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Immutable Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Immutable Pink Sheet
Immutable Holdings financial ratios help investors to determine whether Immutable 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 Immutable with respect to the benefits of owning Immutable Holdings security.