4Imprint Group (UK) Market Value
| FOUR Stock | 3,645 20.00 0.55% |
| Symbol | 4Imprint |
4Imprint Group '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 4Imprint Group'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 4Imprint Group.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in 4Imprint Group on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding 4Imprint Group Plc or generate 0.0% return on investment in 4Imprint Group over 90 days. 4Imprint Group is related to or competes with Chrysalis Investments, Ally Financial, New Residential, Erste Group, Ameriprise Financial, Mercantile Investment, and Vietnam Enterprise. 4Imprint Group is entity of United Kingdom More
4Imprint Group 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 4Imprint Group'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 4Imprint Group Plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.03 | |||
| Information Ratio | 0.0608 | |||
| Maximum Drawdown | 15.79 | |||
| Value At Risk | (3.42) | |||
| Potential Upside | 4.4 |
4Imprint Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 4Imprint Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 4Imprint Group's standard deviation. In reality, there are many statistical measures that can use 4Imprint Group historical prices to predict the future 4Imprint Group's volatility.| Risk Adjusted Performance | 0.1154 | |||
| Jensen Alpha | 0.2216 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0752 | |||
| Treynor Ratio | 0.5981 |
4Imprint Group Plc Backtested Returns
4Imprint Group appears to be very steady, given 3 months investment horizon. 4Imprint Group Plc secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for 4Imprint Group Plc, which you can use to evaluate the volatility of the firm. Please makes use of 4Imprint Group's risk adjusted performance of 0.1154, and Mean Deviation of 1.73 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, 4Imprint Group holds a performance score of 11. The firm shows a Beta (market volatility) of 0.47, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 4Imprint Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding 4Imprint Group is expected to be smaller as well. Please check 4Imprint Group's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether 4Imprint Group's price patterns will revert.
Auto-correlation | 0.81 |
Very good predictability
4Imprint Group Plc has very good predictability. Overlapping area represents the amount of predictability between 4Imprint Group time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 4Imprint Group Plc price movement. The serial correlation of 0.81 indicates that around 81.0% of current 4Imprint Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 11.1 K |
4Imprint Group Plc lagged returns against current returns
Autocorrelation, which is 4Imprint Group 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 4Imprint Group's stock expected returns. We can calculate the autocorrelation of 4Imprint Group returns to help us make a trade decision. For example, suppose you find that 4Imprint Group 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 |
4Imprint Group 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 4Imprint Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 4Imprint Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 4Imprint Group stock over time.
Current vs Lagged Prices |
| Timeline |
4Imprint Group Lagged Returns
When evaluating 4Imprint Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 4Imprint Group stock have on its future price. 4Imprint Group 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, 4Imprint Group autocorrelation shows the relationship between 4Imprint Group stock current value and its past values and can show if there is a momentum factor associated with investing in 4Imprint Group Plc.
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.Additional Tools for 4Imprint Stock Analysis
When running 4Imprint Group's price analysis, check to measure 4Imprint Group'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 4Imprint Group is operating at the current time. Most of 4Imprint Group's value examination focuses on studying past and present price action to predict the probability of 4Imprint Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move 4Imprint Group's price. Additionally, you may evaluate how the addition of 4Imprint Group to your portfolios can decrease your overall portfolio volatility.