Ieh Corp Stock Market Value
| IEHC Stock | USD 10.00 1.00 11.11% |
| Symbol | Ieh |
Ieh Corp '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 Ieh Corp'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 Ieh Corp.
| 06/04/2024 |
| 12/01/2024 |
If you would invest 0.00 in Ieh Corp on June 4, 2024 and sell it all today you would earn a total of 0.00 from holding Ieh Corp or generate 0.0% return on investment in Ieh Corp over 180 days. Ieh Corp is related to or competes with BCE, Advanced Info, HUMANA, SCOR PK, Ab Pennsylvania, Small Cap, and Thrivent High. IEH Corporation designs, develops, manufactures, and sells printed circuit board connectors and custom interconnects for... More
Ieh Corp 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 Ieh Corp'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 Ieh Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.25 | |||
| Information Ratio | 0.0194 | |||
| Maximum Drawdown | 47.92 | |||
| Value At Risk | (6.11) | |||
| Potential Upside | 10.0 |
Ieh Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ieh Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ieh Corp's standard deviation. In reality, there are many statistical measures that can use Ieh Corp historical prices to predict the future Ieh Corp's volatility.| Risk Adjusted Performance | 0.0423 | |||
| Jensen Alpha | 0.2359 | |||
| Total Risk Alpha | (0.70) | |||
| Sortino Ratio | 0.015 | |||
| Treynor Ratio | 56.3 |
Ieh Corp Backtested Returns
Ieh Corp appears to be slightly risky, given 3 months investment horizon. Ieh Corp holds Efficiency (Sharpe) Ratio of 0.0446, which attests that the entity had a 0.0446% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ieh Corp, which you can use to evaluate the volatility of the firm. Please utilize Ieh Corp's Downside Deviation of 7.25, risk adjusted performance of 0.0423, and Market Risk Adjusted Performance of 56.31 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ieh Corp holds a performance score of 3. The company retains a Market Volatility (i.e., Beta) of 0.0042, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Ieh Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ieh Corp is expected to be smaller as well. Please check Ieh Corp's standard deviation, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to make a quick decision on whether Ieh Corp's current trending patterns will revert.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Ieh Corp has insignificant reverse predictability. Overlapping area represents the amount of predictability between Ieh Corp time series from 4th of June 2024 to 2nd of September 2024 and 2nd of September 2024 to 1st 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 Ieh Corp price movement. The serial correlation of -0.19 indicates that over 19.0% of current Ieh Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.64 |
Ieh Corp lagged returns against current returns
Autocorrelation, which is Ieh Corp 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 Ieh Corp's pink sheet expected returns. We can calculate the autocorrelation of Ieh Corp returns to help us make a trade decision. For example, suppose you find that Ieh Corp 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 |
Ieh Corp 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 Ieh Corp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ieh Corp pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ieh Corp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ieh Corp Lagged Returns
When evaluating Ieh Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ieh Corp pink sheet have on its future price. Ieh Corp 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, Ieh Corp autocorrelation shows the relationship between Ieh Corp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ieh Corp.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Ieh Pink Sheet
Ieh Corp financial ratios help investors to determine whether Ieh 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 Ieh with respect to the benefits of owning Ieh Corp security.