Igm Financial Stock Market Value
| IGIFF Stock | USD 32.00 0.32 1.01% |
| Symbol | IGM |
IGM Financial '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 IGM Financial'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 IGM Financial.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in IGM Financial on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding IGM Financial or generate 0.0% return on investment in IGM Financial over 90 days. IGM Financial is related to or competes with Onex Corp, Cohen Steers, Artisan Partners, Principal Financial, Invesco Plc, Power Of, and Julius Baer. IGM Financial Inc. operates as a wealth and asset management company in Canada More
IGM Financial 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 IGM Financial'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 IGM Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.11 | |||
| Information Ratio | 2.0E-4 | |||
| Maximum Drawdown | 13.24 | |||
| Value At Risk | (1.62) | |||
| Potential Upside | 1.97 |
IGM Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IGM Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IGM Financial's standard deviation. In reality, there are many statistical measures that can use IGM Financial historical prices to predict the future IGM Financial's volatility.| Risk Adjusted Performance | 0.0753 | |||
| Jensen Alpha | 0.1869 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 2.0E-4 | |||
| Treynor Ratio | (0.37) |
IGM Financial Backtested Returns
At this point, IGM Financial is very steady. IGM Financial holds Efficiency (Sharpe) Ratio of 0.041, which attests that the entity had a 0.041 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for IGM Financial, which you can use to evaluate the volatility of the firm. Please check out IGM Financial's risk adjusted performance of 0.0753, and Market Risk Adjusted Performance of (0.36) to validate if the risk estimate we provide is consistent with the expected return of 0.0812%. IGM Financial has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.37, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning IGM Financial are expected to decrease at a much lower rate. During the bear market, IGM Financial is likely to outperform the market. IGM Financial now retains a risk of 1.98%. Please check out IGM Financial downside variance, rate of daily change, and the relationship between the maximum drawdown and skewness , to decide if IGM Financial will be following its current trending patterns.
Auto-correlation | -0.05 |
Very weak reverse predictability
IGM Financial has very weak reverse predictability. Overlapping area represents the amount of predictability between IGM Financial time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 IGM Financial price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current IGM Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
IGM Financial lagged returns against current returns
Autocorrelation, which is IGM Financial 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 IGM Financial's pink sheet expected returns. We can calculate the autocorrelation of IGM Financial returns to help us make a trade decision. For example, suppose you find that IGM Financial 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 |
IGM Financial 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 IGM Financial pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IGM Financial pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IGM Financial pink sheet over time.
Current vs Lagged Prices |
| Timeline |
IGM Financial Lagged Returns
When evaluating IGM Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IGM Financial pink sheet have on its future price. IGM Financial 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, IGM Financial autocorrelation shows the relationship between IGM Financial pink sheet current value and its past values and can show if there is a momentum factor associated with investing in IGM Financial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in IGM Pink Sheet
IGM Financial financial ratios help investors to determine whether IGM 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 IGM with respect to the benefits of owning IGM Financial security.