ITM Power's market value is the price at which a share of ITM Power trades on a public exchange. It measures the collective expectations of ITM Power Plc investors about its performance. ITM Power is trading at 0.86 as of the 27th of July 2025. This is a 6.52 percent decrease since the beginning of the trading day. The stock's lowest day price was 0.82. With this module, you can estimate the performance of a buy and hold strategy of ITM Power Plc and determine expected loss or profit from investing in ITM Power over a given investment horizon. Check out ITM Power Correlation, ITM Power Volatility and ITM Power Alpha and Beta module to complement your research on ITM Power.
Please note, there is a significant difference between ITM Power's value and its price as these two are different measures arrived at by different means. Investors typically determine if ITM Power is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ITM Power's 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.
ITM Power '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 ITM Power'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 ITM Power.
0.00
04/28/2025
No Change 0.00
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In 3 months and 1 day
07/27/2025
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If you would invest 0.00 in ITM Power on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding ITM Power Plc or generate 0.0% return on investment in ITM Power over 90 days. ITM Power is related to or competes with Nel ASA, Next Hydrogen, Nel ASA, Daifuku, Ceres Power, AFC Energy, and Fusion Fuel. ITM Power Plc designs, manufactures, and sells hydrogen energy systems for energy storage, transportation, and industria... More
ITM Power 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 ITM Power'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 ITM Power Plc 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 ITM Power's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ITM Power's standard deviation. In reality, there are many statistical measures that can use ITM Power historical prices to predict the future ITM Power's volatility.
ITM Power is abnormally volatile given 3 months investment horizon. ITM Power Plc holds Efficiency (Sharpe) Ratio of 0.19, which attests that the entity had a 0.19 % return per unit of volatility over the last 3 months. We were able to interpolate data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.39% are justified by taking the suggested risk. Use ITM Power Plc risk adjusted performance of 0.1578, and Market Risk Adjusted Performance of 0.568 to evaluate company specific risk that cannot be diversified away. ITM Power holds a performance score of 15 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 2.48, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, ITM Power will likely underperform. Use ITM Power Plc sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to analyze future returns on ITM Power Plc.
Auto-correlation
-0.51
Good reverse predictability
ITM Power Plc has good reverse predictability. Overlapping area represents the amount of predictability between ITM Power time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th 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 ITM Power Plc price movement. The serial correlation of -0.51 indicates that about 51.0% of current ITM Power price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.51
Spearman Rank Test
-0.27
Residual Average
0.0
Price Variance
0.01
ITM Power Plc lagged returns against current returns
Autocorrelation, which is ITM Power 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 ITM Power's pink sheet expected returns. We can calculate the autocorrelation of ITM Power returns to help us make a trade decision. For example, suppose you find that ITM Power 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
ITM Power 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 ITM Power pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ITM Power pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ITM Power pink sheet over time.
Current vs Lagged Prices
Timeline
ITM Power Lagged Returns
When evaluating ITM Power's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ITM Power pink sheet have on its future price. ITM Power 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, ITM Power autocorrelation shows the relationship between ITM Power pink sheet current value and its past values and can show if there is a momentum factor associated with investing in ITM Power Plc.
ITM Power financial ratios help investors to determine whether ITM 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 ITM with respect to the benefits of owning ITM Power security.