Marks Spencer Group Stock Market Value
| MAKSY Stock | USD 9.88 0.28 2.92% |
| Symbol | Marks |
Marks Spencer '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 Marks Spencer's otc 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 Marks Spencer.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Marks Spencer on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Marks Spencer Group or generate 0.0% return on investment in Marks Spencer over 720 days. Marks Spencer is related to or competes with Kohls Corp, Nordstrom, Macys, Dillards, Marks, and Dillards Capital. It operates through five segments UK Clothing Home, UK Food, International, Ocado, and All Other More
Marks Spencer 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 Marks Spencer's otc 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 Marks Spencer Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.92 | |||
| Information Ratio | 0.0118 | |||
| Maximum Drawdown | 9.12 | |||
| Value At Risk | (2.66) | |||
| Potential Upside | 2.92 |
Marks Spencer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marks Spencer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marks Spencer's standard deviation. In reality, there are many statistical measures that can use Marks Spencer historical prices to predict the future Marks Spencer's volatility.| Risk Adjusted Performance | 0.0754 | |||
| Jensen Alpha | 0.12 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.01 | |||
| Treynor Ratio | 0.8529 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Marks Spencer's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Marks Spencer Group Backtested Returns
At this stage we consider Marks OTC Stock to be not too volatile. Marks Spencer Group has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11% return per unit of risk over the last 3 months. We have found thirty technical indicators for Marks Spencer, which you can use to evaluate the volatility of the firm. Please verify Marks Spencer's Risk Adjusted Performance of 0.0754, downside deviation of 1.92, and Mean Deviation of 1.21 to check out if the risk estimate we provide is consistent with the expected return of 0.19%. Marks Spencer has a performance score of 8 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.16, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Marks Spencer's returns are expected to increase less than the market. However, during the bear market, the loss of holding Marks Spencer is expected to be smaller as well. Marks Spencer Group right now secures a risk of 1.67%. Please verify Marks Spencer Group potential upside, as well as the relationship between the accumulation distribution and price action indicator , to decide if Marks Spencer Group will be following its current price movements.
Auto-correlation | 0.86 |
Very good predictability
Marks Spencer Group has very good predictability. Overlapping area represents the amount of predictability between Marks Spencer time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th of November 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 Marks Spencer Group price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Marks Spencer price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 2.05 |
Marks Spencer Group lagged returns against current returns
Autocorrelation, which is Marks Spencer otc 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 Marks Spencer's otc stock expected returns. We can calculate the autocorrelation of Marks Spencer returns to help us make a trade decision. For example, suppose you find that Marks Spencer has exhibited high autocorrelation historically, and you observe that the otc 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 |
Marks Spencer 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 Marks Spencer otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marks Spencer otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marks Spencer otc stock over time.
Current vs Lagged Prices |
| Timeline |
Marks Spencer Lagged Returns
When evaluating Marks Spencer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marks Spencer otc stock have on its future price. Marks Spencer 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, Marks Spencer autocorrelation shows the relationship between Marks Spencer otc stock current value and its past values and can show if there is a momentum factor associated with investing in Marks Spencer Group.
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 Marks OTC Stock Analysis
When running Marks Spencer's price analysis, check to measure Marks Spencer'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 Marks Spencer is operating at the current time. Most of Marks Spencer's value examination focuses on studying past and present price action to predict the probability of Marks Spencer's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marks Spencer's price. Additionally, you may evaluate how the addition of Marks Spencer to your portfolios can decrease your overall portfolio volatility.