Imperial Brands Plc Stock Market Value
| IMBBF Stock | USD 29.30 1.60 5.18% |
| 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.
| 09/06/2023 |
| 10/30/2024 |
If you would invest 0.00 in Imperial Brands on September 6, 2023 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 420 days. Imperial Brands is related to or competes with Japan Tobacco, Turning Point, British Amer, Universal, Imperial Brands, Philip Morris, and Altria. 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 | 3.22 | |||
| Information Ratio | 0.0351 | |||
| Maximum Drawdown | 11.38 | |||
| Value At Risk | (5.03) | |||
| Potential Upside | 5.03 |
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 | 0.0511 | |||
| Jensen Alpha | 0.1421 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0322 | |||
| Treynor Ratio | 0.5375 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Imperial Brands' 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.
Imperial Brands PLC Backtested Returns
At this point, Imperial Brands is not too volatile. Imperial Brands PLC holds Efficiency (Sharpe) Ratio of 0.0311, which attests that the entity had a 0.0311% 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' Market Risk Adjusted Performance of 0.5475, risk adjusted performance of 0.0511, and Downside Deviation of 3.22 to validate if the risk estimate we provide is consistent with the expected return of 0.0877%. Imperial Brands has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.29, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Imperial Brands' returns are expected to increase less than the market. However, during the bear market, the loss of holding Imperial Brands is expected to be smaller as well. Imperial Brands PLC right now retains a risk of 2.82%. 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 | 0.63 |
Good predictability
Imperial Brands PLC has good predictability. Overlapping area represents the amount of predictability between Imperial Brands time series from 6th of September 2023 to 3rd of April 2024 and 3rd of April 2024 to 30th of October 2024. 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 0.63 indicates that roughly 63.0% of current Imperial Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 6.4 |
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.