Intact Financ 1 Preferred Stock Market Value
| IFC-PA Preferred Stock | CAD 21.82 0.06 0.27% |
| Symbol | Intact |
Intact Financ '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 Intact Financ's preferred 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 Intact Financ.
| 07/27/2025 |
| 10/25/2025 |
If you would invest 0.00 in Intact Financ on July 27, 2025 and sell it all today you would earn a total of 0.00 from holding Intact Financ 1 or generate 0.0% return on investment in Intact Financ over 90 days. Intact Financ is related to or competes with Brookfield Business, EQB, Bitfarms, Sprott, First National, E L, and Goeasy. Intact Financial Corporation, through its subsidiaries, provides property and casualty insurance products to individuals... More
Intact Financ 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 Intact Financ's preferred 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 Intact Financ 1 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 2.38 | |||
| Value At Risk | (0.95) | |||
| Potential Upside | 0.738 |
Intact Financ Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intact Financ's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intact Financ's standard deviation. In reality, there are many statistical measures that can use Intact Financ historical prices to predict the future Intact Financ's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.18) |
Intact Financ 1 Backtested Returns
At this point, Intact Financ is very steady. Intact Financ 1 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. We have found twenty-one technical indicators for Intact Financ 1, which you can use to evaluate the volatility of the firm. Please check out Intact Financ's Standard Deviation of 0.4824, market risk adjusted performance of (0.17), and Risk Adjusted Performance of (0.03) to validate if the risk estimate we provide is consistent with the expected return of 0.0041%. The company retains a Market Volatility (i.e., Beta) of 0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Intact Financ's returns are expected to increase less than the market. However, during the bear market, the loss of holding Intact Financ is expected to be smaller as well. Intact Financ 1 right now retains a risk of 0.48%. Please check out Intact Financ potential upside, rate of daily change, period momentum indicator, as well as the relationship between the kurtosis and day typical price , to decide if Intact Financ will be following its current trending patterns.
Auto-correlation | -0.25 |
Weak reverse predictability
Intact Financ 1 has weak reverse predictability. Overlapping area represents the amount of predictability between Intact Financ time series from 27th of July 2025 to 10th of September 2025 and 10th of September 2025 to 25th of October 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 Intact Financ 1 price movement. The serial correlation of -0.25 indicates that over 25.0% of current Intact Financ price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Intact Financ 1 lagged returns against current returns
Autocorrelation, which is Intact Financ preferred 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 Intact Financ's preferred stock expected returns. We can calculate the autocorrelation of Intact Financ returns to help us make a trade decision. For example, suppose you find that Intact Financ has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Intact Financ 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 Intact Financ preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intact Financ preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intact Financ preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Intact Financ Lagged Returns
When evaluating Intact Financ's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intact Financ preferred stock have on its future price. Intact Financ 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, Intact Financ autocorrelation shows the relationship between Intact Financ preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Intact Financ 1.
Regressed Prices |
| Timeline |
Pair Trading with Intact Financ
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Intact Financ position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Intact Financ will appreciate offsetting losses from the drop in the long position's value.Moving against Intact Preferred Stock
| 0.56 | AUM | AuMega Metals | PairCorr |
| 0.55 | GCU | Gunnison Copper Corp | PairCorr |
| 0.49 | SII | Sprott Inc | PairCorr |
| 0.48 | BIPC | Brookfield Infrastructure | PairCorr |
| 0.47 | SLI | Standard Lithium | PairCorr |
The ability to find closely correlated positions to Intact Financ could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Intact Financ when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Intact Financ - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Intact Financ 1 to buy it.
The correlation of Intact Financ is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Intact Financ moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Intact Financ 1 moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Intact Financ can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Intact Preferred Stock
Intact Financ financial ratios help investors to determine whether Intact Preferred 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 Intact with respect to the benefits of owning Intact Financ security.