Itoco Inc Stock Market Value
| ITMC Stock | USD 0.0001 0.00 0.00% |
| Symbol | Itoco |
Itoco '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 Itoco's 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 Itoco.
| 05/27/2025 |
| 08/25/2025 |
If you would invest 0.00 in Itoco on May 27, 2025 and sell it all today you would earn a total of 0.00 from holding Itoco Inc or generate 0.0% return on investment in Itoco over 90 days. Itoco is related to or competes with Tourmaline Bio, Taysha Gene, and Luminar Media. Itoco Inc. engages in the processing, production, and distribution of medical cannabis products More
Itoco 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 Itoco's 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 Itoco Inc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0722 | |||
| Maximum Drawdown | 150.0 |
Itoco Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Itoco's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Itoco's standard deviation. In reality, there are many statistical measures that can use Itoco historical prices to predict the future Itoco's volatility.| Risk Adjusted Performance | 0.0668 | |||
| Jensen Alpha | 1.77 | |||
| Total Risk Alpha | (0.99) | |||
| Treynor Ratio | (0.53) |
Itoco Inc Backtested Returns
Itoco is out of control given 3 months investment horizon. Itoco Inc holds Efficiency (Sharpe) Ratio of 0.0787, which attests that the entity had a 0.0787 % return per unit of risk over the last 3 months. We have collected data for seventeen different technical indicators, which can help you to evaluate if expected returns of 1.56% are justified by taking the suggested risk. Use Itoco Inc Risk Adjusted Performance of 0.0668, market risk adjusted performance of (0.52), and Standard Deviation of 19.55 to evaluate company specific risk that cannot be diversified away. Itoco holds a performance score of 6 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -2.84, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Itoco are expected to decrease by larger amounts. On the other hand, during market turmoil, Itoco is expected to outperform it. Use Itoco Inc information ratio, kurtosis, as well as the relationship between the Kurtosis and relative strength index , to analyze future returns on Itoco Inc.
Auto-correlation | -0.33 |
Poor reverse predictability
Itoco Inc has poor reverse predictability. Overlapping area represents the amount of predictability between Itoco time series from 27th of May 2025 to 11th of July 2025 and 11th of July 2025 to 25th of August 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 Itoco Inc price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Itoco price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Itoco Inc lagged returns against current returns
Autocorrelation, which is Itoco 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 Itoco's pink sheet expected returns. We can calculate the autocorrelation of Itoco returns to help us make a trade decision. For example, suppose you find that Itoco 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 |
Itoco 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 Itoco pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Itoco pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Itoco pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Itoco Lagged Returns
When evaluating Itoco's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Itoco pink sheet have on its future price. Itoco 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, Itoco autocorrelation shows the relationship between Itoco pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Itoco Inc.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Itoco Pink Sheet
Itoco financial ratios help investors to determine whether Itoco 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 Itoco with respect to the benefits of owning Itoco security.