MA Financial (Australia) Market Value
| MAF Stock | 6.21 0.01 0.16% |
| Symbol | MAF |
MA Financial '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 MA Financial'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 MA Financial.
| 06/04/2024 |
| 12/01/2024 |
If you would invest 0.00 in MA Financial on June 4, 2024 and sell it all today you would earn a total of 0.00 from holding MA Financial Group or generate 0.0% return on investment in MA Financial over 180 days. MA Financial is related to or competes with Pengana Private, PM Capital, Macquarie Group, Wam Leaders, and Staude Capital. MA Financial is entity of Australia. It is traded as Stock on AU exchange. More
MA Financial 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 MA Financial'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 MA Financial Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.77 | |||
| Information Ratio | 0.0698 | |||
| Maximum Drawdown | 8.92 | |||
| Value At Risk | (2.80) | |||
| Potential Upside | 3.19 |
MA Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MA Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MA Financial's standard deviation. In reality, there are many statistical measures that can use MA Financial historical prices to predict the future MA Financial's volatility.| Risk Adjusted Performance | 0.1151 | |||
| Jensen Alpha | 0.1641 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0742 | |||
| Treynor Ratio | 0.3475 |
MA Financial Group Backtested Returns
MA Financial appears to be somewhat reliable, given 3 months investment horizon. MA Financial Group retains Efficiency (Sharpe Ratio) of 0.15, which conveys that the company had a 0.15% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for MA Financial, which you can use to evaluate the volatility of the entity. Please exercise MA Financial's Market Risk Adjusted Performance of 0.3575, standard deviation of 1.89, and Mean Deviation of 1.53 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MA Financial holds a performance score of 11. The firm owns a Beta (Systematic Risk) of 0.75, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MA Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding MA Financial is expected to be smaller as well. Please check MA Financial's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether MA Financial's current price history will revert.
Auto-correlation | 0.09 |
Virtually no predictability
MA Financial Group has virtually no predictability. Overlapping area represents the amount of predictability between MA Financial time series from 4th of June 2024 to 2nd of September 2024 and 2nd of September 2024 to 1st 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 MA Financial Group price movement. The serial correlation of 0.09 indicates that less than 9.0% of current MA Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
MA Financial Group lagged returns against current returns
Autocorrelation, which is MA Financial 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 MA Financial's stock expected returns. We can calculate the autocorrelation of MA Financial returns to help us make a trade decision. For example, suppose you find that MA Financial 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 |
MA Financial 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 MA Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MA Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MA Financial stock over time.
Current vs Lagged Prices |
| Timeline |
MA Financial Lagged Returns
When evaluating MA Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MA Financial stock have on its future price. MA Financial 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, MA Financial autocorrelation shows the relationship between MA Financial stock current value and its past values and can show if there is a momentum factor associated with investing in MA Financial Group.
Regressed Prices |
| Timeline |
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Additional Tools for MAF Stock Analysis
When running MA Financial's price analysis, check to measure MA Financial'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 MA Financial is operating at the current time. Most of MA Financial's value examination focuses on studying past and present price action to predict the probability of MA Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MA Financial's price. Additionally, you may evaluate how the addition of MA Financial to your portfolios can decrease your overall portfolio volatility.