Illumin Holdings Stock Market Value
| ILLM Stock | 1.01 0.02 1.94% |
| Symbol | Illumin |
Illumin 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 Illumin Holdings' 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 Illumin Holdings.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in Illumin Holdings on November 12, 2025 and sell it all today you would earn a total of 0.00 from holding illumin Holdings or generate 0.0% return on investment in Illumin Holdings over 90 days. Illumin Holdings is related to or competes with EQ, VerticalScope Holdings, Overactive Media, TVA, Qyou Media, and Glacier Media. Illumin Holdings is entity of Canada. It is traded as Stock on TO exchange. More
Illumin 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 Illumin Holdings' 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 illumin Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 15.16 | |||
| Value At Risk | (4.76) | |||
| Potential Upside | 3.96 |
Illumin Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Illumin Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Illumin Holdings' standard deviation. In reality, there are many statistical measures that can use Illumin Holdings historical prices to predict the future Illumin Holdings' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | (0.16) |
Illumin Holdings February 10, 2026 Technical Indicators
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| Risk Adjusted Performance | (0.01) | |||
| Market Risk Adjusted Performance | (0.15) | |||
| Mean Deviation | 1.88 | |||
| Coefficient Of Variation | (4,377) | |||
| Standard Deviation | 2.73 | |||
| Variance | 7.45 | |||
| Information Ratio | (0.06) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | (0.16) | |||
| Maximum Drawdown | 15.16 | |||
| Value At Risk | (4.76) | |||
| Potential Upside | 3.96 | |||
| Skewness | (0.59) | |||
| Kurtosis | 4.01 |
illumin Holdings Backtested Returns
As of now, Illumin Stock is dangerous. illumin Holdings holds Efficiency (Sharpe) Ratio of 0.0184, which attests that the entity had a 0.0184 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for illumin Holdings, which you can use to evaluate the volatility of the firm. Please check out Illumin Holdings' Risk Adjusted Performance of (0.01), market risk adjusted performance of (0.15), and Standard Deviation of 2.73 to validate if the risk estimate we provide is consistent with the expected return of 0.0443%. Illumin Holdings has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.46, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Illumin Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Illumin Holdings is expected to be smaller as well. illumin Holdings right now retains a risk of 2.4%. Please check out Illumin Holdings treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if Illumin Holdings will be following its current trending patterns.
Auto-correlation | 0.01 |
Virtually no predictability
illumin Holdings has virtually no predictability. Overlapping area represents the amount of predictability between Illumin Holdings time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th of February 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 illumin Holdings price movement. The serial correlation of 0.01 indicates that just 1.0% of current Illumin Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Pair Trading with Illumin Holdings
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Illumin Holdings position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Illumin Holdings will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Illumin Holdings could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Illumin Holdings when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Illumin Holdings - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling illumin Holdings to buy it.
The correlation of Illumin Holdings is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Illumin Holdings moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if illumin Holdings moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Illumin Holdings can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Illumin Stock
Illumin Holdings financial ratios help investors to determine whether Illumin 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 Illumin with respect to the benefits of owning Illumin Holdings security.