Mauch Chunk Trust Stock Market Value
| MCHT Stock | USD 6.60 0.00 0.00% |
| Symbol | Mauch |
Mauch Chunk '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 Mauch Chunk's pink sheet 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 Mauch Chunk.
| 10/04/2024 |
| 12/03/2024 |
If you would invest 0.00 in Mauch Chunk on October 4, 2024 and sell it all today you would earn a total of 0.00 from holding Mauch Chunk Trust or generate 0.0% return on investment in Mauch Chunk over 60 days. Mauch Chunk is related to or competes with Western Alliance, Zions Bancorporation, KeyCorp, and First Horizon. Mauch Chunk Trust Financial Corp. operates as the bank holding company for Mauch Chunk Trust Company that provides vario... More
Mauch Chunk 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 Mauch Chunk's pink sheet 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 Mauch Chunk Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 12.04 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 1.45 |
Mauch Chunk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mauch Chunk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mauch Chunk's standard deviation. In reality, there are many statistical measures that can use Mauch Chunk historical prices to predict the future Mauch Chunk's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | 0.4684 |
Mauch Chunk Trust Backtested Returns
Mauch Chunk Trust has Sharpe Ratio of -0.0161, which conveys that the firm had a -0.0161% return per unit of risk over the last 3 months. Mauch Chunk exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mauch Chunk's Mean Deviation of 0.432, risk adjusted performance of (0.01), and Standard Deviation of 1.48 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.071, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mauch Chunk are expected to decrease at a much lower rate. During the bear market, Mauch Chunk is likely to outperform the market. At this point, Mauch Chunk Trust has a negative expected return of -0.0244%. Please make sure to verify Mauch Chunk's information ratio, as well as the relationship between the skewness and relative strength index , to decide if Mauch Chunk Trust performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.55 |
Modest predictability
Mauch Chunk Trust has modest predictability. Overlapping area represents the amount of predictability between Mauch Chunk time series from 4th of October 2024 to 3rd of November 2024 and 3rd of November 2024 to 3rd 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 Mauch Chunk Trust price movement. The serial correlation of 0.55 indicates that about 55.0% of current Mauch Chunk price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Mauch Chunk Trust lagged returns against current returns
Autocorrelation, which is Mauch Chunk pink sheet'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 Mauch Chunk's pink sheet expected returns. We can calculate the autocorrelation of Mauch Chunk returns to help us make a trade decision. For example, suppose you find that Mauch Chunk has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Mauch Chunk 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 Mauch Chunk pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mauch Chunk pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mauch Chunk pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mauch Chunk Lagged Returns
When evaluating Mauch Chunk's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mauch Chunk pink sheet have on its future price. Mauch Chunk 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, Mauch Chunk autocorrelation shows the relationship between Mauch Chunk pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mauch Chunk Trust.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Mauch Pink Sheet Analysis
When running Mauch Chunk's price analysis, check to measure Mauch Chunk'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 Mauch Chunk is operating at the current time. Most of Mauch Chunk's value examination focuses on studying past and present price action to predict the probability of Mauch Chunk's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mauch Chunk's price. Additionally, you may evaluate how the addition of Mauch Chunk to your portfolios can decrease your overall portfolio volatility.