Mastercard (Germany) Market Value
| M4I Stock | EUR 506.80 2.50 0.49% |
| Symbol | Mastercard |
Mastercard '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 Mastercard'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 Mastercard.
| 06/11/2023 |
| 12/02/2024 |
If you would invest 0.00 in Mastercard on June 11, 2023 and sell it all today you would earn a total of 0.00 from holding Mastercard or generate 0.0% return on investment in Mastercard over 540 days. Mastercard is related to or competes with Amkor Technology, LION ONE, Vishay Intertechnology, ADRIATIC METALS, Playa Hotels, Aluminumof China, and SMA Solar. Mastercard Incorporated, a technology company, provides transaction processing and other payment-related products and se... More
Mastercard 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 Mastercard'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 Mastercard upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.03 | |||
| Information Ratio | 0.0803 | |||
| Maximum Drawdown | 6.8 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 2.4 |
Mastercard Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mastercard's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mastercard's standard deviation. In reality, there are many statistical measures that can use Mastercard historical prices to predict the future Mastercard's volatility.| Risk Adjusted Performance | 0.1502 | |||
| Jensen Alpha | 0.2054 | |||
| Total Risk Alpha | 0.0204 | |||
| Sortino Ratio | 0.0963 | |||
| Treynor Ratio | 1.34 |
Mastercard Backtested Returns
Mastercard appears to be very steady, given 3 months investment horizon. Mastercard has Sharpe Ratio of 0.19, which conveys that the firm had a 0.19% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Mastercard, which you can use to evaluate the volatility of the firm. Please exercise Mastercard's Risk Adjusted Performance of 0.1502, downside deviation of 1.03, and Mean Deviation of 0.8703 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mastercard holds a performance score of 14. The company secures a Beta (Market Risk) of 0.17, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mastercard's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mastercard is expected to be smaller as well. Please check Mastercard's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether Mastercard's current price movements will revert.
Auto-correlation | 0.76 |
Good predictability
Mastercard has good predictability. Overlapping area represents the amount of predictability between Mastercard time series from 11th of June 2023 to 7th of March 2024 and 7th of March 2024 to 2nd 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 Mastercard price movement. The serial correlation of 0.76 indicates that around 76.0% of current Mastercard price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 725.39 |
Mastercard lagged returns against current returns
Autocorrelation, which is Mastercard 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 Mastercard's stock expected returns. We can calculate the autocorrelation of Mastercard returns to help us make a trade decision. For example, suppose you find that Mastercard 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 |
Mastercard 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 Mastercard stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mastercard stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mastercard stock over time.
Current vs Lagged Prices |
| Timeline |
Mastercard Lagged Returns
When evaluating Mastercard's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mastercard stock have on its future price. Mastercard 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, Mastercard autocorrelation shows the relationship between Mastercard stock current value and its past values and can show if there is a momentum factor associated with investing in Mastercard.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Mastercard Stock
When determining whether Mastercard offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Mastercard's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Mastercard Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Mastercard Stock:Check out Mastercard Correlation, Mastercard Volatility and Mastercard Alpha and Beta module to complement your research on Mastercard. For more detail on how to invest in Mastercard Stock please use our How to Invest in Mastercard guide.You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Mastercard 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.