MASI AGRICOLA (Germany) Market Value
| 0CY Stock | EUR 4.15 0.13 3.04% |
| Symbol | MASI |
MASI AGRICOLA '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 MASI AGRICOLA'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 MASI AGRICOLA.
| 10/27/2024 |
| 12/26/2024 |
If you would invest 0.00 in MASI AGRICOLA on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding MASI AGRICOLA SPA or generate 0.0% return on investment in MASI AGRICOLA over 60 days. MASI AGRICOLA is related to or competes with Diageo Plc, Brown Forman, Davide Campari, LANSON BCC, AMBRA SA, and VIRGIN WINES. Masi Agricola S.p.A. produces and distributes wines in Italy More
MASI AGRICOLA 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 MASI AGRICOLA'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 MASI AGRICOLA SPA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 7.99 | |||
| Value At Risk | (2.27) | |||
| Potential Upside | 2.11 |
MASI AGRICOLA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MASI AGRICOLA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MASI AGRICOLA's standard deviation. In reality, there are many statistical measures that can use MASI AGRICOLA historical prices to predict the future MASI AGRICOLA's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | 0.6752 |
MASI AGRICOLA SPA Backtested Returns
MASI AGRICOLA SPA has Sharpe Ratio of -0.0198, which conveys that the company had a -0.0198% return per unit of standard deviation over the last 3 months. MASI AGRICOLA exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MASI AGRICOLA's mean deviation of 1.19, and Standard Deviation of 1.52 to check out the risk estimate we provide. The firm secures a Beta (Market Risk) of -0.12, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MASI AGRICOLA are expected to decrease at a much lower rate. During the bear market, MASI AGRICOLA is likely to outperform the market. At this point, MASI AGRICOLA SPA has a negative expected return of -0.0302%. Please make sure to verify MASI AGRICOLA's information ratio, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if MASI AGRICOLA SPA performance from the past will be repeated at future time.
Auto-correlation | 0.38 |
Below average predictability
MASI AGRICOLA SPA has below average predictability. Overlapping area represents the amount of predictability between MASI AGRICOLA time series from 27th of October 2024 to 26th of November 2024 and 26th of November 2024 to 26th 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 MASI AGRICOLA SPA price movement. The serial correlation of 0.38 indicates that just about 38.0% of current MASI AGRICOLA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
MASI AGRICOLA SPA lagged returns against current returns
Autocorrelation, which is MASI AGRICOLA 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 MASI AGRICOLA's stock expected returns. We can calculate the autocorrelation of MASI AGRICOLA returns to help us make a trade decision. For example, suppose you find that MASI AGRICOLA 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 |
MASI AGRICOLA 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 MASI AGRICOLA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MASI AGRICOLA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MASI AGRICOLA stock over time.
Current vs Lagged Prices |
| Timeline |
MASI AGRICOLA Lagged Returns
When evaluating MASI AGRICOLA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MASI AGRICOLA stock have on its future price. MASI AGRICOLA 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, MASI AGRICOLA autocorrelation shows the relationship between MASI AGRICOLA stock current value and its past values and can show if there is a momentum factor associated with investing in MASI AGRICOLA SPA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in MASI Stock
MASI AGRICOLA financial ratios help investors to determine whether MASI 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 MASI with respect to the benefits of owning MASI AGRICOLA security.