Ironbark Capital (Australia) Market Value
| IBC Stock | 0.46 0.00 0.00% |
| Symbol | Ironbark |
Ironbark Capital '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 Ironbark Capital's 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 Ironbark Capital.
| 12/08/2023 |
| 12/02/2024 |
If you would invest 0.00 in Ironbark Capital on December 8, 2023 and sell it all today you would earn a total of 0.00 from holding Ironbark Capital or generate 0.0% return on investment in Ironbark Capital over 360 days. Ironbark Capital is related to or competes with Charter Hall, Centaurus Metals, Perseus Mining, Autosports, Infomedia, Super Retail, and Centuria Industrial. Ironbark Capital is entity of Australia. It is traded as Stock on AU exchange. More
Ironbark Capital 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 Ironbark Capital's 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 Ironbark Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.35 | |||
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 6.57 | |||
| Value At Risk | (2.13) | |||
| Potential Upside | 2.17 |
Ironbark Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ironbark Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ironbark Capital's standard deviation. In reality, there are many statistical measures that can use Ironbark Capital historical prices to predict the future Ironbark Capital's volatility.| Risk Adjusted Performance | 0.0062 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0.03) |
Ironbark Capital Backtested Returns
Currently, Ironbark Capital is very risky. Ironbark Capital holds Efficiency (Sharpe) Ratio of 0.005, which attests that the entity had a 0.005% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Ironbark Capital, which you can use to evaluate the volatility of the firm. Please check out Ironbark Capital's Risk Adjusted Performance of 0.0062, market risk adjusted performance of (0.02), and Downside Deviation of 2.35 to validate if the risk estimate we provide is consistent with the expected return of 0.0051%. The company retains a Market Volatility (i.e., Beta) of 0.16, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Ironbark Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ironbark Capital is expected to be smaller as well. Ironbark Capital right now retains a risk of 1.02%. Please check out Ironbark Capital jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Ironbark Capital will be following its current trending patterns.
Auto-correlation | -0.38 |
Poor reverse predictability
Ironbark Capital has poor reverse predictability. Overlapping area represents the amount of predictability between Ironbark Capital time series from 8th of December 2023 to 5th of June 2024 and 5th of June 2024 to 2nd of December 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 Ironbark Capital price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Ironbark Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ironbark Capital lagged returns against current returns
Autocorrelation, which is Ironbark Capital 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 Ironbark Capital's stock expected returns. We can calculate the autocorrelation of Ironbark Capital returns to help us make a trade decision. For example, suppose you find that Ironbark Capital has exhibited high autocorrelation historically, and you observe that the 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 |
Ironbark Capital 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 Ironbark Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ironbark Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ironbark Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Ironbark Capital Lagged Returns
When evaluating Ironbark Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ironbark Capital stock have on its future price. Ironbark Capital 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, Ironbark Capital autocorrelation shows the relationship between Ironbark Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Ironbark Capital.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Ironbark Stock Analysis
When running Ironbark Capital's price analysis, check to measure Ironbark Capital's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Ironbark Capital is operating at the current time. Most of Ironbark Capital's value examination focuses on studying past and present price action to predict the probability of Ironbark Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ironbark Capital's price. Additionally, you may evaluate how the addition of Ironbark Capital to your portfolios can decrease your overall portfolio volatility.