Imugene's market value is the price at which a share of Imugene trades on a public exchange. It measures the collective expectations of Imugene Limited investors about its performance. Imugene is trading at 0.23 as of the 23rd of July 2025. This is a 4.17 percent decrease since the beginning of the trading day. The stock's lowest day price was 0.21. With this module, you can estimate the performance of a buy and hold strategy of Imugene Limited and determine expected loss or profit from investing in Imugene over a given investment horizon. Check out Imugene Correlation, Imugene Volatility and Imugene Alpha and Beta module to complement your research on Imugene.
Please note, there is a significant difference between Imugene's value and its price as these two are different measures arrived at by different means. Investors typically determine if Imugene is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Imugene'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.
Imugene '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 Imugene'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 Imugene.
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04/24/2025
No Change 0.00
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In 3 months and 1 day
07/23/2025
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If you would invest 0.00 in Imugene on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Imugene Limited or generate 0.0% return on investment in Imugene over 90 days. Imugene is related to or competes with Theravance Biopharma, Artelo Biosciences, Pharming Group, Evolva Holding, and Viva Biotech. Imugene Limited, a clinical stage immuno-oncology company, develops a range of immunotherapies to activate the immune sy... More
Imugene 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 Imugene'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 Imugene Limited 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 Imugene's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Imugene's standard deviation. In reality, there are many statistical measures that can use Imugene historical prices to predict the future Imugene's volatility.
Imugene Limited holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. Imugene Limited exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Imugene's Risk Adjusted Performance of 0.0082, standard deviation of 19.12, and Market Risk Adjusted Performance of (0.53) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.0708, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Imugene's returns are expected to increase less than the market. However, during the bear market, the loss of holding Imugene is expected to be smaller as well. At this point, Imugene Limited has a negative expected return of -0.0282%. Please make sure to check out Imugene's kurtosis, as well as the relationship between the day median price and period momentum indicator , to decide if Imugene Limited performance from the past will be repeated at some point in the near future.
Auto-correlation
0.54
Modest predictability
Imugene Limited has modest predictability. Overlapping area represents the amount of predictability between Imugene time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Imugene Limited price movement. The serial correlation of 0.54 indicates that about 54.0% of current Imugene price fluctuation can be explain by its past prices.
Correlation Coefficient
0.54
Spearman Rank Test
0.56
Residual Average
0.0
Price Variance
0.01
Imugene Limited lagged returns against current returns
Autocorrelation, which is Imugene 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 Imugene's pink sheet expected returns. We can calculate the autocorrelation of Imugene returns to help us make a trade decision. For example, suppose you find that Imugene 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
Imugene 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 Imugene pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Imugene pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Imugene pink sheet over time.
Current vs Lagged Prices
Timeline
Imugene Lagged Returns
When evaluating Imugene's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Imugene pink sheet have on its future price. Imugene 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, Imugene autocorrelation shows the relationship between Imugene pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Imugene Limited.
Other Information on Investing in Imugene Pink Sheet
Imugene financial ratios help investors to determine whether Imugene 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 Imugene with respect to the benefits of owning Imugene security.