Mr Cooper (Germany) Market Value

07WA Stock  EUR 90.00  0.36  0.40%   
Mr Cooper's market value is the price at which a share of Mr Cooper trades on a public exchange. It measures the collective expectations of Mr Cooper Group investors about its performance. Mr Cooper is trading at 90.00 as of the 24th of December 2024. This is a 0.4 percent decrease since the beginning of the trading day. The stock's lowest day price was 89.72.
With this module, you can estimate the performance of a buy and hold strategy of Mr Cooper Group and determine expected loss or profit from investing in Mr Cooper over a given investment horizon. Check out Mr Cooper Correlation, Mr Cooper Volatility and Mr Cooper Alpha and Beta module to complement your research on Mr Cooper.
Symbol

Please note, there is a significant difference between Mr Cooper's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mr Cooper is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mr Cooper'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.

Mr Cooper '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 Mr Cooper'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 Mr Cooper.
0.00
12/30/2023
No Change 0.00  0.0 
In 11 months and 26 days
12/24/2024
0.00
If you would invest  0.00  in Mr Cooper on December 30, 2023 and sell it all today you would earn a total of 0.00 from holding Mr Cooper Group or generate 0.0% return on investment in Mr Cooper over 360 days. Mr Cooper is related to or competes with Sun Art, COSTCO WHOLESALE, Axcelis Technologies, Digilife Technologies, BJs Wholesale, Burlington Stores, and Amkor Technology. Cooper Group Inc. provides servicing, origination, and transaction-based services related to single-family residences in... More

Mr Cooper 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 Mr Cooper'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 Mr Cooper Group upside and downside potential and time the market with a certain degree of confidence.

Mr Cooper Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Mr Cooper's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mr Cooper's standard deviation. In reality, there are many statistical measures that can use Mr Cooper historical prices to predict the future Mr Cooper's volatility.
Hype
Prediction
LowEstimatedHigh
88.1790.0091.83
Details
Intrinsic
Valuation
LowRealHigh
87.0888.9190.74
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Mr Cooper. Your research has to be compared to or analyzed against Mr Cooper's peers to derive any actionable benefits. When done correctly, Mr Cooper's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Mr Cooper Group.

Mr Cooper Group Backtested Returns

Mr Cooper appears to be very steady, given 3 months investment horizon. Mr Cooper Group retains Efficiency (Sharpe Ratio) of 0.12, which conveys that the firm had a 0.12% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for Mr Cooper, which you can use to evaluate the volatility of the firm. Please exercise Mr Cooper's Market Risk Adjusted Performance of 0.1576, mean deviation of 1.33, and Standard Deviation of 1.83 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mr Cooper holds a performance score of 9. The company owns a Beta (Systematic Risk) of 0.99, which conveys possible diversification benefits within a given portfolio. Mr Cooper returns are very sensitive to returns on the market. As the market goes up or down, Mr Cooper is expected to follow. Please check Mr Cooper's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether Mr Cooper's current price history will revert.

Auto-correlation

    
  0.77  

Good predictability

Mr Cooper Group has good predictability. Overlapping area represents the amount of predictability between Mr Cooper time series from 30th of December 2023 to 27th of June 2024 and 27th of June 2024 to 24th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Mr Cooper Group price movement. The serial correlation of 0.77 indicates that around 77.0% of current Mr Cooper price fluctuation can be explain by its past prices.
Correlation Coefficient0.77
Spearman Rank Test0.77
Residual Average0.0
Price Variance34.49

Mr Cooper Group lagged returns against current returns

Autocorrelation, which is Mr Cooper 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 Mr Cooper's stock expected returns. We can calculate the autocorrelation of Mr Cooper returns to help us make a trade decision. For example, suppose you find that Mr Cooper 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  

Mr Cooper 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 Mr Cooper stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mr Cooper stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mr Cooper stock over time.
   Current vs Lagged Prices   
       Timeline  

Mr Cooper Lagged Returns

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

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Additional Information and Resources on Investing in 07WA Stock

When determining whether Mr Cooper Group is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if 07WA Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Mr Cooper Group Stock. Highlighted below are key reports to facilitate an investment decision about Mr Cooper Group Stock:
Check out Mr Cooper Correlation, Mr Cooper Volatility and Mr Cooper Alpha and Beta module to complement your research on Mr Cooper.
You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Mr Cooper 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 Mr Cooper technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Mr Cooper 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...