Impax Environmental's market value is the price at which a share of Impax Environmental trades on a public exchange. It measures the collective expectations of Impax Environmental Markets investors about its performance. Impax Environmental is trading at 382.00 as of the 5th of July 2025, a 1.06 percent increase since the beginning of the trading day. The stock's lowest day price was 371.03. With this module, you can estimate the performance of a buy and hold strategy of Impax Environmental Markets and determine expected loss or profit from investing in Impax Environmental over a given investment horizon. Check out Impax Environmental Correlation, Impax Environmental Volatility and Impax Environmental Alpha and Beta module to complement your research on Impax Environmental.
Please note, there is a significant difference between Impax Environmental's value and its price as these two are different measures arrived at by different means. Investors typically determine if Impax Environmental is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Impax Environmental'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.
Impax Environmental '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 Impax Environmental'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 Impax Environmental.
0.00
04/06/2025
No Change 0.00
0.0
In 3 months and 1 day
07/05/2025
0.00
If you would invest 0.00 in Impax Environmental on April 6, 2025 and sell it all today you would earn a total of 0.00 from holding Impax Environmental Markets or generate 0.0% return on investment in Impax Environmental over 90 days. Impax Environmental is related to or competes with Samsung Electronics, Samsung Electronics, Samsung Electronics, Toyota, State Bank, Reliance Industries, and Halyk Bank. Impax Environmental is entity of United Kingdom More
Impax Environmental 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 Impax Environmental'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 Impax Environmental Markets 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 Impax Environmental's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Impax Environmental's standard deviation. In reality, there are many statistical measures that can use Impax Environmental historical prices to predict the future Impax Environmental's volatility.
Impax Environmental appears to be very steady, given 3 months investment horizon. Impax Environmental holds Efficiency (Sharpe) Ratio of 0.27, which attests that the entity had a 0.27 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Impax Environmental, which you can use to evaluate the volatility of the firm. Please utilize Impax Environmental's Risk Adjusted Performance of 0.1304, market risk adjusted performance of 0.2361, and Downside Deviation of 1.83 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Impax Environmental holds a performance score of 20. The company retains a Market Volatility (i.e., Beta) of 0.5, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Impax Environmental's returns are expected to increase less than the market. However, during the bear market, the loss of holding Impax Environmental is expected to be smaller as well. Please check Impax Environmental's value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to make a quick decision on whether Impax Environmental's current trending patterns will revert.
Auto-correlation
0.41
Average predictability
Impax Environmental Markets has average predictability. Overlapping area represents the amount of predictability between Impax Environmental time series from 6th of April 2025 to 21st of May 2025 and 21st of May 2025 to 5th 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 Impax Environmental price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Impax Environmental price fluctuation can be explain by its past prices.
Correlation Coefficient
0.41
Spearman Rank Test
0.42
Residual Average
0.0
Price Variance
11.83
Impax Environmental lagged returns against current returns
Autocorrelation, which is Impax Environmental 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 Impax Environmental's stock expected returns. We can calculate the autocorrelation of Impax Environmental returns to help us make a trade decision. For example, suppose you find that Impax Environmental 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
Impax Environmental 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 Impax Environmental stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Impax Environmental stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Impax Environmental stock over time.
Current vs Lagged Prices
Timeline
Impax Environmental Lagged Returns
When evaluating Impax Environmental's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Impax Environmental stock have on its future price. Impax Environmental 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, Impax Environmental autocorrelation shows the relationship between Impax Environmental stock current value and its past values and can show if there is a momentum factor associated with investing in Impax Environmental Markets.
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.
Impax Environmental financial ratios help investors to determine whether Impax Stock 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 Impax with respect to the benefits of owning Impax Environmental security.