IOOF Holdings' market value is the price at which a share of IOOF Holdings trades on a public exchange. It measures the collective expectations of IOOF Holdings investors about its performance. IOOF Holdings is trading at 1.30 as of the 28th of July 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 1.3. With this module, you can estimate the performance of a buy and hold strategy of IOOF Holdings and determine expected loss or profit from investing in IOOF Holdings over a given investment horizon. Check out IOOF Holdings Correlation, IOOF Holdings Volatility and IOOF Holdings Alpha and Beta module to complement your research on IOOF Holdings.
Please note, there is a significant difference between IOOF Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if IOOF Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IOOF Holdings' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
IOOF 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 IOOF 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 IOOF Holdings.
0.00
04/29/2025
No Change 0.00
0.0
In 2 months and 31 days
07/28/2025
0.00
If you would invest 0.00 in IOOF Holdings on April 29, 2025 and sell it all today you would earn a total of 0.00 from holding IOOF Holdings or generate 0.0% return on investment in IOOF Holdings over 90 days. IOOF Holdings is related to or competes with Pacific Century, Remgro, Peugeot Invest, and Schroders PLC. Insignia Financial Ltd. provides financial advice, platforms, and asset management services in Australia More
IOOF 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 IOOF 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 IOOF Holdings upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for IOOF Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IOOF Holdings' standard deviation. In reality, there are many statistical measures that can use IOOF Holdings historical prices to predict the future IOOF Holdings' volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as IOOF Holdings. Your research has to be compared to or analyzed against IOOF Holdings' peers to derive any actionable benefits. When done correctly, IOOF Holdings' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in IOOF Holdings.
IOOF Holdings Backtested Returns
At this point, IOOF Holdings is dangerous. IOOF Holdings holds Efficiency (Sharpe) Ratio of 0.0212, which attests that the entity had a 0.0212 % return per unit of volatility over the last 3 months. We have found sixteen technical indicators for IOOF Holdings, which you can use to evaluate the volatility of the firm. Please check out IOOF Holdings' risk adjusted performance of 0.0244, and Market Risk Adjusted Performance of 0.0881 to validate if the risk estimate we provide is consistent with the expected return of 0.0938%. IOOF Holdings has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 1.04, which attests to a somewhat significant risk relative to the market. IOOF Holdings returns are very sensitive to returns on the market. As the market goes up or down, IOOF Holdings is expected to follow. IOOF Holdings currently retains a risk of 4.43%. Please check out IOOF Holdings information ratio, skewness, as well as the relationship between the Skewness and day median price , to decide if IOOF Holdings will be following its current trending patterns.
Auto-correlation
0.00
No correlation between past and present
IOOF Holdings has no correlation between past and present. Overlapping area represents the amount of predictability between IOOF Holdings time series from 29th of April 2025 to 13th of June 2025 and 13th of June 2025 to 28th 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 IOOF Holdings price movement. The serial correlation of 0.0 indicates that just 0.0% of current IOOF Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient
0.0
Spearman Rank Test
0.95
Residual Average
0.0
Price Variance
0.0
IOOF Holdings lagged returns against current returns
Autocorrelation, which is IOOF 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 IOOF Holdings' pink sheet expected returns. We can calculate the autocorrelation of IOOF Holdings returns to help us make a trade decision. For example, suppose you find that IOOF 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
IOOF 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 IOOF Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IOOF 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 IOOF Holdings pink sheet over time.
Current vs Lagged Prices
Timeline
IOOF Holdings Lagged Returns
When evaluating IOOF Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IOOF Holdings pink sheet have on its future price. IOOF 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, IOOF Holdings autocorrelation shows the relationship between IOOF Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in IOOF Holdings.
IOOF Holdings financial ratios help investors to determine whether IOOF 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 IOOF with respect to the benefits of owning IOOF Holdings security.