Impac Mortgage Pink Sheet Forward View - Simple Moving Average
| IMPM Stock | 0.07 0.01 16.67% |
Impac Mortgage Holdings's Simple Moving Average reference page covers the model's projected value and error measures from recent price data. The forecast output and associated deviation metrics are shown for informational use.
The Simple Moving Average forecasted value of Impac Mortgage Holdings on the next trading day is expected to be 0.07 with a mean absolute deviation of 0.0044 and the sum of the absolute errors of 0.26.The simple moving average model is conceptually a linear regression of the current value of Impac Mortgage Holdings price series against current and previous (unobserved) value of Impac Mortgage. In time series analysis, the simple moving-average model is a very common approach for modeling univariate price series models including forecasting prices into the future All Simple Moving Average forecast figures shown for Impac Mortgage Holdings are reference data reflecting model output based on available historical prices. Simple Moving Average Price Forecast For the 25th of March
Given 90 days horizon, the Simple Moving Average forecasted value of Impac Mortgage Holdings on the next trading day is expected to be 0.07 with a mean absolute deviation of 0.0044 , mean absolute percentage error of 0.000035 , and the sum of the absolute errors of 0.26 .Please note that although there have been many attempts to predict Impac Pink Sheet prices using its time series forecasting, we generally do not suggest using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Impac Mortgage's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Pink Sheet Forecast Pattern
Forecasted Value
The next-day forecast for Impac Mortgage Holdings focuses on identifying predictive downside and upside bands that can frame a realistic trading range. Used properly, these levels provide context around forecast dispersion rather than certainty about the next closing print.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Moving Average forecasting method's relative quality and the estimations of the prediction error of Impac Mortgage pink sheet data series using in forecasting. Note that when a statistical model is used to represent Impac Mortgage pink sheet, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 104.1673 |
| Bias | Arithmetic mean of the errors | -5.0E-4 |
| MAD | Mean absolute deviation | 0.0044 |
| MAPE | Mean absolute percentage error | 0.0699 |
| SAE | Sum of the absolute errors | 0.26 |
Other Forecasting Options for Impac Mortgage
Bollinger Bands applied to Impac Pink Sheet price data measure how far Impac has deviated from its recent average relative to its own volatility. This distinction drives the choice of forecasting model applied to Impac Mortgage's price data.Impac Mortgage Related Equities
These stocks are often compared to Impac Mortgage by analysts and fund managers in the sector. Growth rate gaps between Impac Mortgage and its peers often explain pricing differences in the market.
| Risk & Return | Correlation |
Impac Mortgage Market Strength Events
For investors tracking Impac Mortgage Holdings, market strength indicators offer quantitative evaluation of pink sheet behavior. These indicators add context to timing decisions around Impac Mortgage Holdings positions.
| Rate Of Daily Change | 1.17 | |||
| Day Median Price | 0.07 | |||
| Day Typical Price | 0.07 | |||
| Price Action Indicator | 0.005 | |||
| Period Momentum Indicator | 0.01 | |||
| Relative Strength Index | 54.12 |
Impac Mortgage Risk Indicators
Analyzing Impac Mortgage's basic risk indicators provides investors with a structured view of the risk-return trade-off for impac pink sheet. By identifying the level of risk embedded in Impac Mortgage's investment, investors can make informed decisions about position sizing.
| Mean Deviation | 7.23 | |||
| Semi Deviation | 7.97 | |||
| Standard Deviation | 11.07 | |||
| Variance | 122.63 | |||
| Downside Variance | 330.0 | |||
| Semi Variance | 63.56 | |||
| Expected Short fall | -18.16 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for Impac Mortgage
Coverage intensity for Impac Mortgage Holdings matters because narrative visibility can influence sentiment, participation, and volatility around the name. The practical risk is that faster visibility can increase both interest and skepticism at the same time.
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