Imperial Brands Plc Stock Market Value
| IMBBF Stock | USD 39.99 1.38 3.57% |
| Symbol | Imperial |
Imperial Brands '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 Imperial Brands' otc 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 Imperial Brands.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Imperial Brands on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Imperial Brands PLC or generate 0.0% return on investment in Imperial Brands over 90 days. Imperial Brands is related to or competes with Imperial Brands, Turning Point, British Amer, Philip Morris, Altria, British American, and Japan Tobacco. Imperial Brands PLC, together with its subsidiaries, manufactures, imports, markets, and sells tobacco and tobacco-relat... More
Imperial Brands 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 Imperial Brands' otc 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 Imperial Brands PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.66 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 18.28 | |||
| Value At Risk | (5.57) | |||
| Potential Upside | 3.87 |
Imperial Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Imperial Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Imperial Brands' standard deviation. In reality, there are many statistical measures that can use Imperial Brands historical prices to predict the future Imperial Brands' volatility.| Risk Adjusted Performance | 0.0251 | |||
| Jensen Alpha | 0.0801 | |||
| Total Risk Alpha | (0.40) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.24) |
Imperial Brands PLC Backtested Returns
At this point, Imperial Brands is not too volatile. Imperial Brands PLC holds Efficiency (Sharpe) Ratio of 0.0229, which attests that the entity had a 0.0229 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Imperial Brands PLC, which you can use to evaluate the volatility of the firm. Please check out Imperial Brands' Downside Deviation of 3.66, market risk adjusted performance of (0.23), and Risk Adjusted Performance of 0.0251 to validate if the risk estimate we provide is consistent with the expected return of 0.0765%. Imperial Brands has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.21, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Imperial Brands are expected to decrease at a much lower rate. During the bear market, Imperial Brands is likely to outperform the market. Imperial Brands PLC right now retains a risk of 3.35%. Please check out Imperial Brands sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to decide if Imperial Brands will be following its current trending patterns.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Imperial Brands PLC has insignificant reverse predictability. Overlapping area represents the amount of predictability between Imperial Brands time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Imperial Brands PLC price movement. The serial correlation of -0.2 indicates that over 20.0% of current Imperial Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
Imperial Brands PLC lagged returns against current returns
Autocorrelation, which is Imperial Brands otc 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 Imperial Brands' otc stock expected returns. We can calculate the autocorrelation of Imperial Brands returns to help us make a trade decision. For example, suppose you find that Imperial Brands has exhibited high autocorrelation historically, and you observe that the otc 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 |
Imperial Brands 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 Imperial Brands otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Imperial Brands otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Imperial Brands otc stock over time.
Current vs Lagged Prices |
| Timeline |
Imperial Brands Lagged Returns
When evaluating Imperial Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Imperial Brands otc stock have on its future price. Imperial Brands 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, Imperial Brands autocorrelation shows the relationship between Imperial Brands otc stock current value and its past values and can show if there is a momentum factor associated with investing in Imperial Brands PLC.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Imperial OTC Stock
Imperial Brands financial ratios help investors to determine whether Imperial OTC 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 Imperial with respect to the benefits of owning Imperial Brands security.