Inovalis Real Estate Stock Market Value
| IVREF Stock | USD 0.67 0.00 0.00% |
| Symbol | Inovalis |
Inovalis Real '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 Inovalis Real'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 Inovalis Real.
| 05/16/2025 |
| 08/14/2025 |
If you would invest 0.00 in Inovalis Real on May 16, 2025 and sell it all today you would earn a total of 0.00 from holding Inovalis Real Estate or generate 0.0% return on investment in Inovalis Real over 90 days. Inovalis Real is related to or competes with Choice Properties, CT Real, Firm Capital, Riocan REIT, Primaris Real, Inventrust Properties, and Netstreit Corp. Inovalis Real Estate Investment Trust is an unincorporated, open-ended real estate investment trust established pursuant... More
Inovalis Real 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 Inovalis Real'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 Inovalis Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 16.04 |
Inovalis Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inovalis Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inovalis Real's standard deviation. In reality, there are many statistical measures that can use Inovalis Real historical prices to predict the future Inovalis Real's volatility.| Risk Adjusted Performance | 0.0226 | |||
| Jensen Alpha | 0.0144 | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | 0.3304 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Inovalis Real's 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.
Inovalis Real Estate Backtested Returns
At this point, Inovalis Real is dangerous. Inovalis Real Estate holds Efficiency (Sharpe) Ratio of 0.0233, which attests that the entity had a 0.0233 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Inovalis Real Estate, which you can use to evaluate the volatility of the firm. Please check out Inovalis Real's Market Risk Adjusted Performance of 0.3404, standard deviation of 1.44, and Risk Adjusted Performance of 0.0226 to validate if the risk estimate we provide is consistent with the expected return of 0.0344%. Inovalis Real has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0692, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Inovalis Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Inovalis Real is expected to be smaller as well. Inovalis Real Estate right now retains a risk of 1.48%. Please check out Inovalis Real information ratio, kurtosis, as well as the relationship between the Kurtosis and relative strength index , to decide if Inovalis Real will be following its current trending patterns.
Auto-correlation | -0.07 |
Very weak reverse predictability
Inovalis Real Estate has very weak reverse predictability. Overlapping area represents the amount of predictability between Inovalis Real time series from 16th of May 2025 to 30th of June 2025 and 30th of June 2025 to 14th 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 Inovalis Real Estate price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Inovalis Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Inovalis Real Estate lagged returns against current returns
Autocorrelation, which is Inovalis Real 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 Inovalis Real's pink sheet expected returns. We can calculate the autocorrelation of Inovalis Real returns to help us make a trade decision. For example, suppose you find that Inovalis Real 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 |
Inovalis Real 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 Inovalis Real pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inovalis Real pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inovalis Real pink sheet over time.
Current vs Lagged Prices |
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Inovalis Real Lagged Returns
When evaluating Inovalis Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inovalis Real pink sheet have on its future price. Inovalis Real 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, Inovalis Real autocorrelation shows the relationship between Inovalis Real pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Inovalis Real Estate.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Inovalis Pink Sheet
Inovalis Real financial ratios help investors to determine whether Inovalis 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 Inovalis with respect to the benefits of owning Inovalis Real security.