Mr D (Malaysia) Market Value
| 5296 Stock | 1.80 0.02 1.10% |
| Symbol | 5296 |
Mr D '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 D'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 D.
| 10/02/2023 |
| 12/25/2024 |
If you would invest 0.00 in Mr D on October 2, 2023 and sell it all today you would earn a total of 0.00 from holding Mr D I or generate 0.0% return on investment in Mr D over 450 days. Mr D is related to or competes with Senheng New, Radiant Globaltech, Genetec Technology, FARM FRESH, Resintech Bhd, and Inari Amertron. More
Mr D 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 D'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 D I upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 17.94 | |||
| Value At Risk | (2.67) | |||
| Potential Upside | 2.72 |
Mr D Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mr D's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mr D's standard deviation. In reality, there are many statistical measures that can use Mr D historical prices to predict the future Mr D's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (0.33) |
Mr D I Backtested Returns
Mr D I retains Efficiency (Sharpe Ratio) of -0.11, which conveys that the firm had a -0.11% return per unit of price deviation over the last 3 months. Mr D exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mr D's Information Ratio of (0.08), mean deviation of 1.46, and Market Risk Adjusted Performance of (0.32) to check out the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.43, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mr D's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mr D is expected to be smaller as well. At this point, Mr D I has a negative expected return of -0.25%. Please make sure to verify Mr D's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Mr D I performance from the past will be repeated in the future.
Auto-correlation | -0.39 |
Poor reverse predictability
Mr D I has poor reverse predictability. Overlapping area represents the amount of predictability between Mr D time series from 2nd of October 2023 to 14th of May 2024 and 14th of May 2024 to 25th 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 D I price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Mr D price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Mr D I lagged returns against current returns
Autocorrelation, which is Mr D 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 D's stock expected returns. We can calculate the autocorrelation of Mr D returns to help us make a trade decision. For example, suppose you find that Mr D 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 D 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 D stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mr D stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mr D stock over time.
Current vs Lagged Prices |
| Timeline |
Mr D Lagged Returns
When evaluating Mr D's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mr D stock have on its future price. Mr D 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 D autocorrelation shows the relationship between Mr D stock current value and its past values and can show if there is a momentum factor associated with investing in Mr D I.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in 5296 Stock
Mr D financial ratios help investors to determine whether 5296 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 5296 with respect to the benefits of owning Mr D security.