Imedia Stock Market Value

IMBI -  USA Stock  

USD 6.11  0.17  2.71%

Imedia Brands' market value is the price at which a share of Imedia Brands stock trades on a public exchange. It measures the collective expectations of Imedia Brands investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Imedia Brands and determine expected loss or profit from investing in Imedia Brands over a given investment horizon. Please see Imedia Brands Hype Analysis, Imedia Brands Correlation, Imedia Brands Valuation, Imedia Brands Volatility, as well as analyze Imedia Brands Alpha and Beta and Imedia Brands Performance.
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Backtest


Is Imedia Brands' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Imedia Brands. If investors know Imedia will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Imedia Brands listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Imedia Brands is measured differently than its book value, which is the value of Imedia that is recorded on the company's balance sheet. Investors also form their own opinion of Imedia Brands' value that differs from its market value or its book value, called intrinsic value, which is Imedia Brands' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Imedia Brands' market value can be influenced by many factors that don't directly affect Imedia Brands' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Imedia Brands' value and its price as these two are different measures arrived at by different means. Investors typically determine Imedia Brands value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Imedia 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.

Imedia 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 Imedia Brands' 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 Imedia Brands.
0.00
12/19/2021
No Change 0.00  0.0 
In 31 days
01/18/2022
0.00
If you would invest  0.00  in Imedia Brands on December 19, 2021 and sell it all today you would earn a total of 0.00 from holding Imedia Brands or generate 0.0% return on investment in Imedia Brands over 30 days. Imedia Brands is related to or competes with Mercadolibre, Farfetch, Mogu Inc, and EBay. iMedia Brands, Inc. operates as a multiplatform interactive video and digital commerce company in the United States

Imedia 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 Imedia Brands' 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 Imedia Brands upside and downside potential and time the market with a certain degree of confidence.

Imedia Brands Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Imedia Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Imedia Brands' standard deviation. In reality, there are many statistical measures that can use Imedia Brands historical prices to predict the future Imedia Brands' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Imedia Brands' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Imedia Brands in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
2.226.1710.12
Details
Intrinsic
Valuation
LowReal ValueHigh
6.049.9913.94
Details
Naive
Forecast
LowNext ValueHigh
2.586.5210.47
Details
2 Analysts
Consensus
LowTarget PriceHigh
22.0022.5023.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Imedia Brands. Your research has to be compared to or analyzed against Imedia Brands' peers to derive any actionable benefits. When done correctly, Imedia Brands' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Imedia Brands.

Imedia Brands Backtested Returns

We consider Imedia Brands somewhat reliable. Imedia Brands holds Efficiency (Sharpe) Ratio of 0.0264, which attests that the entity had 0.0264% of return per unit of risk over the last 3 months. Our standpoint towards determining the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Imedia Brands, which you can use to evaluate the future volatility of the firm. Please check out Imedia Brands Downside Deviation of 2.91, market risk adjusted performance of 1.67, and Risk Adjusted Performance of 0.0495 to validate if the risk estimate we provide is consistent with the expected return of 0.1%.
Imedia Brands has performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.1146, which attests to not very significant fluctuations relative to the market. Let's try to break down what Imedia's beta means in this case. As returns on the market increase, Imedia Brands returns are expected to increase less than the market. However, during the bear market, the loss on holding Imedia Brands will be expected to be smaller as well. Although it is extremely important to respect Imedia Brands current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By evaluating Imedia Brands technical indicators, you can presently evaluate if the expected return of 0.1% will be sustainable into the future. Imedia Brands right now retains a risk of 3.95%. Please check out Imedia Brands coefficient of variation, maximum drawdown, skewness, as well as the relationship between the total risk alpha and downside variance to decide if Imedia Brands will be following its current trending patterns.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.14)   

Insignificant reverse predictability

Imedia Brands has insignificant reverse predictability. Overlapping area represents the amount of predictability between Imedia Brands time series from 19th of December 2021 to 3rd of January 2022 and 3rd of January 2022 to 18th of January 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Imedia Brands price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Imedia Brands price fluctuation can be explain by its past prices. Given that Imedia Brands has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Imedia Brands for similar time interval.
Correlation Coefficient-0.14
Spearman Rank Test-0.22
Residual Average0.0
Price Variance0.12

Imedia Brands lagged returns against current returns

Autocorrelation, which is Imedia Brands 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 Imedia Brands' stock expected returns. We can calculate the autocorrelation of Imedia Brands returns to help us make a trade decision. For example, suppose you find that Imedia Brands stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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Imedia 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 Imedia Brands stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Imedia Brands stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Imedia Brands stock over time.
 Current vs Lagged Prices 
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      Timeline 

Imedia Brands Lagged Returns

When evaluating Imedia Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Imedia Brands stock have on its future price. Imedia 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, Imedia Brands autocorrelation shows the relationship between Imedia Brands stock current value and its past values and can show if there is a momentum factor associated with investing in Imedia Brands.
 Regressed Prices 
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      Timeline 

Imedia Brands Investors Sentiment

The influence of Imedia Brands' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Imedia. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Imedia Brands Implied Volatility

    
  13.64  
Imedia Brands' implied volatility exposes the market's sentiment of Imedia Brands stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Imedia Brands' implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Imedia Brands stock will not fluctuate a lot when Imedia Brands' options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Imedia Brands in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Imedia Brands' short interest history, or implied volatility extrapolated from Imedia Brands options trading.

Current Sentiment - IMBI

Imedia Brands Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Imedia Brands. What is your judgment towards investing in Imedia Brands? Are you bullish or bearish?
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Bearish
50% Bullish
50% Bearish
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Please see Imedia Brands Hype Analysis, Imedia Brands Correlation, Imedia Brands Valuation, Imedia Brands Volatility, as well as analyze Imedia Brands Alpha and Beta and Imedia Brands Performance. Note that the Imedia Brands information on this page should be used as a complementary analysis to other Imedia Brands' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.

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When running Imedia Brands price analysis, check to measure Imedia Brands' 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 Imedia Brands is operating at the current time. Most of Imedia Brands' value examination focuses on studying past and present price action to predict the probability of Imedia Brands' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Imedia Brands' price. Additionally, you may evaluate how the addition of Imedia Brands to your portfolios can decrease your overall portfolio volatility.
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Imedia Brands technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Imedia Brands technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Imedia Brands trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...