Media Technologies Stock Market Value
| MDTC Stock | USD 0.06 0.02 46.34% |
| Symbol | Media |
Media Technologies '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 Media Technologies' 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 Media Technologies.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in Media Technologies on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding Media Technologies or generate 0.0% return on investment in Media Technologies over 720 days. Media Technologies is related to or competes with Blackbaud, Alight, Infobird, HeartCore Enterprises, LYFT, Unity Software, and Uber Technologies. Media Technologies, Inc., a full service paper converting company, manufactures and sells custom folding cartons primari... More
Media Technologies 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 Media Technologies' 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 Media Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 14.44 | |||
| Information Ratio | 0.0938 | |||
| Maximum Drawdown | 58.56 | |||
| Value At Risk | (13.54) | |||
| Potential Upside | 18.47 |
Media Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Media Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Media Technologies' standard deviation. In reality, there are many statistical measures that can use Media Technologies historical prices to predict the future Media Technologies' volatility.| Risk Adjusted Performance | 0.0854 | |||
| Jensen Alpha | 1.03 | |||
| Total Risk Alpha | (0.37) | |||
| Sortino Ratio | 0.0662 | |||
| Treynor Ratio | 3.57 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Media Technologies' 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.
Media Technologies Backtested Returns
Media Technologies is out of control given 3 months investment horizon. Media Technologies 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 were able to interpolate and analyze data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.1% are justified by taking the suggested risk. Use Media Technologies Downside Deviation of 14.44, mean deviation of 4.68, and Risk Adjusted Performance of 0.0854 to evaluate company specific risk that cannot be diversified away. Media Technologies holds a performance score of 8 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 0.3, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Media Technologies' returns are expected to increase less than the market. However, during the bear market, the loss of holding Media Technologies is expected to be smaller as well. Use Media Technologies information ratio, downside variance, day typical price, as well as the relationship between the treynor ratio and kurtosis , to analyze future returns on Media Technologies.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Media Technologies has insignificant reverse predictability. Overlapping area represents the amount of predictability between Media Technologies time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th 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 Media Technologies price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Media Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Media Technologies lagged returns against current returns
Autocorrelation, which is Media Technologies 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 Media Technologies' pink sheet expected returns. We can calculate the autocorrelation of Media Technologies returns to help us make a trade decision. For example, suppose you find that Media Technologies 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 |
Media Technologies 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 Media Technologies pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Media Technologies pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Media Technologies pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Media Technologies Lagged Returns
When evaluating Media Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Media Technologies pink sheet have on its future price. Media Technologies 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, Media Technologies autocorrelation shows the relationship between Media Technologies pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Media Technologies.
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 Media Pink Sheet
Media Technologies financial ratios help investors to determine whether Media Pink Sheet 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 Media with respect to the benefits of owning Media Technologies security.