Income Asset (Australia) Market Value
| IAM Stock | 0.03 0 7.14% |
| Symbol | Income |
Income Asset '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 Income Asset'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 Income Asset.
| 09/10/2025 |
| 12/09/2025 |
If you would invest 0.00 in Income Asset on September 10, 2025 and sell it all today you would earn a total of 0.00 from holding Income Asset Management or generate 0.0% return on investment in Income Asset over 90 days. Income Asset is related to or competes with Restaurant Brands, Ishares Global, Embelton, Australian Agricultural, Vaneck Ftse, and Imugene. Income Asset is entity of Australia. It is traded as Stock on AU exchange. More
Income Asset 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 Income Asset'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 Income Asset Management upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 21.07 | |||
| Value At Risk | (10.98) | |||
| Potential Upside | 7.41 |
Income Asset Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Income Asset's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Income Asset's standard deviation. In reality, there are many statistical measures that can use Income Asset historical prices to predict the future Income Asset's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.50) | |||
| Total Risk Alpha | (1.04) | |||
| Treynor Ratio | 0.5166 |
Income Asset Management Backtested Returns
Income Asset Management holds Efficiency (Sharpe) Ratio of -0.11, which attests that the entity had a -0.11 % return per unit of risk over the last 3 months. Income Asset Management exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Income Asset's Risk Adjusted Performance of (0.08), standard deviation of 4.59, and Market Risk Adjusted Performance of 0.5266 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -1.13, which attests to a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Income Asset are expected to decrease slowly. On the other hand, during market turmoil, Income Asset is expected to outperform it slightly. At this point, Income Asset Management has a negative expected return of -0.52%. Please make sure to check out Income Asset's standard deviation, jensen alpha, and the relationship between the coefficient of variation and information ratio , to decide if Income Asset Management performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.19 |
Very weak predictability
Income Asset Management has very weak predictability. Overlapping area represents the amount of predictability between Income Asset time series from 10th of September 2025 to 25th of October 2025 and 25th of October 2025 to 9th of December 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 Income Asset Management price movement. The serial correlation of 0.19 indicates that over 19.0% of current Income Asset price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Income Asset Management lagged returns against current returns
Autocorrelation, which is Income Asset 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 Income Asset's stock expected returns. We can calculate the autocorrelation of Income Asset returns to help us make a trade decision. For example, suppose you find that Income Asset 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 |
Income Asset 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 Income Asset stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Income Asset stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Income Asset stock over time.
Current vs Lagged Prices |
| Timeline |
Income Asset Lagged Returns
When evaluating Income Asset's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Income Asset stock have on its future price. Income Asset 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, Income Asset autocorrelation shows the relationship between Income Asset stock current value and its past values and can show if there is a momentum factor associated with investing in Income Asset Management.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Income Stock Analysis
When running Income Asset's price analysis, check to measure Income Asset's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Income Asset is operating at the current time. Most of Income Asset's value examination focuses on studying past and present price action to predict the probability of Income Asset's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Income Asset's price. Additionally, you may evaluate how the addition of Income Asset to your portfolios can decrease your overall portfolio volatility.