Imperial Brands' market value is the price at which a share of Imperial Brands trades on a public exchange. It measures the collective expectations of Imperial Brands PLC investors about its performance. Imperial Brands is trading at 39.86 as of the 6th of July 2025. This is a 0.05 percent increase since the beginning of the trading day. The stock's lowest day price was 38.47. With this module, you can estimate the performance of a buy and hold strategy of Imperial Brands PLC and determine expected loss or profit from investing in Imperial Brands over a given investment horizon. Check out Imperial Brands Correlation, Imperial Brands Volatility and Imperial Brands Alpha and Beta module to complement your research on Imperial Brands.
Please note, there is a significant difference between Imperial Brands' value and its price as these two are different measures arrived at by different means. Investors typically determine if Imperial Brands is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Imperial Brands' 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.
Imperial Brands '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 Imperial Brands' otc 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 Imperial Brands.
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04/07/2025
No Change 0.00
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In 3 months and 1 day
07/06/2025
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If you would invest 0.00 in Imperial Brands on April 7, 2025 and sell it all today you would earn a total of 0.00 from holding Imperial Brands PLC or generate 0.0% return on investment in Imperial Brands over 90 days. Imperial Brands is related to or competes with China Southern, Sun Country, SkyWest, United Airlines, Mattel, Glacier Media, and JetBlue Airways. Imperial Brands PLC, together with its subsidiaries, manufactures, imports, markets, and sells tobacco and tobacco-relat... More
Imperial Brands 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 Imperial Brands' otc 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 Imperial Brands PLC 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 Imperial Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Imperial Brands' standard deviation. In reality, there are many statistical measures that can use Imperial Brands historical prices to predict the future Imperial Brands' volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Imperial Brands. Your research has to be compared to or analyzed against Imperial Brands' peers to derive any actionable benefits. When done correctly, Imperial Brands' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Imperial Brands PLC.
Imperial Brands PLC Backtested Returns
Imperial Brands appears to be not too volatile, given 3 months investment horizon. Imperial Brands PLC holds Efficiency (Sharpe) Ratio of 0.0814, which attests that the entity had a 0.0814 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Imperial Brands PLC, which you can use to evaluate the volatility of the firm. Please utilize Imperial Brands' Downside Deviation of 3.95, risk adjusted performance of 0.1057, and Market Risk Adjusted Performance of 0.6369 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Imperial Brands holds a performance score of 6. The company retains a Market Volatility (i.e., Beta) of 0.32, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Imperial Brands' returns are expected to increase less than the market. However, during the bear market, the loss of holding Imperial Brands is expected to be smaller as well. Please check Imperial Brands' sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to make a quick decision on whether Imperial Brands' current trending patterns will revert.
Auto-correlation
0.33
Below average predictability
Imperial Brands PLC has below average predictability. Overlapping area represents the amount of predictability between Imperial Brands time series from 7th of April 2025 to 22nd of May 2025 and 22nd of May 2025 to 6th 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 Imperial Brands PLC price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Imperial Brands price fluctuation can be explain by its past prices.
Correlation Coefficient
0.33
Spearman Rank Test
-0.02
Residual Average
0.0
Price Variance
0.86
Imperial Brands PLC lagged returns against current returns
Autocorrelation, which is Imperial Brands otc 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 Imperial Brands' otc stock expected returns. We can calculate the autocorrelation of Imperial Brands returns to help us make a trade decision. For example, suppose you find that Imperial Brands has exhibited high autocorrelation historically, and you observe that the otc 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
Imperial Brands 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 Imperial Brands otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Imperial Brands otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Imperial Brands otc stock over time.
Current vs Lagged Prices
Timeline
Imperial Brands Lagged Returns
When evaluating Imperial Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Imperial Brands otc stock have on its future price. Imperial Brands 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, Imperial Brands autocorrelation shows the relationship between Imperial Brands otc stock current value and its past values and can show if there is a momentum factor associated with investing in Imperial Brands PLC.
Other Information on Investing in Imperial OTC Stock
Imperial Brands financial ratios help investors to determine whether Imperial OTC 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 Imperial with respect to the benefits of owning Imperial Brands security.