Markel Corp (UK) Market Value
| 0JYM Stock | 1,747 19.25 1.11% |
| Symbol | Markel |
Markel Corp '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 Markel Corp'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 Markel Corp.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Markel Corp on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Markel Corp or generate 0.0% return on investment in Markel Corp over 30 days. Markel Corp is related to or competes with Samsung Electronics, Samsung Electronics, Hyundai, Reliance Industries, MOL Hungarian, Panasonic Corp, and Halyk Bank. Markel Corp is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Markel Corp 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 Markel Corp'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 Markel Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9365 | |||
| Information Ratio | 0.0737 | |||
| Maximum Drawdown | 7.1 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 1.88 |
Markel Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Markel Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Markel Corp's standard deviation. In reality, there are many statistical measures that can use Markel Corp historical prices to predict the future Markel Corp's volatility.| Risk Adjusted Performance | 0.1343 | |||
| Jensen Alpha | 0.1871 | |||
| Total Risk Alpha | 0.0158 | |||
| Sortino Ratio | 0.0915 | |||
| Treynor Ratio | 1.75 |
Markel Corp Backtested Returns
Currently, Markel Corp is very steady. Markel Corp has Sharpe Ratio of 0.16, which conveys that the firm had a 0.16% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Markel Corp, which you can use to evaluate the volatility of the firm. Please verify Markel Corp's Mean Deviation of 0.8539, risk adjusted performance of 0.1343, and Downside Deviation of 0.9365 to check out if the risk estimate we provide is consistent with the expected return of 0.19%. Markel Corp has a performance score of 12 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Markel Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Markel Corp is expected to be smaller as well. Markel Corp right now secures a risk of 1.16%. Please verify Markel Corp jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to decide if Markel Corp will be following its current price movements.
Auto-correlation | -0.65 |
Very good reverse predictability
Markel Corp has very good reverse predictability. Overlapping area represents the amount of predictability between Markel Corp time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th 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 Markel Corp price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Markel Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 567.68 |
Markel Corp lagged returns against current returns
Autocorrelation, which is Markel Corp 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 Markel Corp's stock expected returns. We can calculate the autocorrelation of Markel Corp returns to help us make a trade decision. For example, suppose you find that Markel Corp 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 |
Markel Corp 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 Markel Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Markel Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Markel Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Markel Corp Lagged Returns
When evaluating Markel Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Markel Corp stock have on its future price. Markel Corp 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, Markel Corp autocorrelation shows the relationship between Markel Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Markel Corp.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Markel Stock Analysis
When running Markel Corp's price analysis, check to measure Markel Corp'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 Markel Corp is operating at the current time. Most of Markel Corp's value examination focuses on studying past and present price action to predict the probability of Markel Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Markel Corp's price. Additionally, you may evaluate how the addition of Markel Corp to your portfolios can decrease your overall portfolio volatility.