Maple Leaf Green Stock Market Value
| MGWFF Stock | USD 0.03 0.01 15.63% |
| Symbol | Maple |
Maple Leaf '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 Maple Leaf'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 Maple Leaf.
| 06/07/2024 |
| 12/04/2024 |
If you would invest 0.00 in Maple Leaf on June 7, 2024 and sell it all today you would earn a total of 0.00 from holding Maple Leaf Green or generate 0.0% return on investment in Maple Leaf over 180 days. Maple Leaf Green World Inc. focuses on the health and wellness industry in North America and China More
Maple Leaf 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 Maple Leaf'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 Maple Leaf Green upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 24.92 | |||
| Information Ratio | 0.086 | |||
| Maximum Drawdown | 83.77 | |||
| Value At Risk | (31.43) | |||
| Potential Upside | 35.71 |
Maple Leaf Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maple Leaf's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Maple Leaf's standard deviation. In reality, there are many statistical measures that can use Maple Leaf historical prices to predict the future Maple Leaf's volatility.| Risk Adjusted Performance | 0.0803 | |||
| Jensen Alpha | 1.68 | |||
| Total Risk Alpha | (0.73) | |||
| Sortino Ratio | 0.0585 | |||
| Treynor Ratio | (1.37) |
Maple Leaf Green Backtested Returns
Maple Leaf is out of control given 3 months investment horizon. Maple Leaf Green 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 analyze and collect data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.86% are justified by taking the suggested risk. Use Maple Leaf Green Mean Deviation of 11.05, risk adjusted performance of 0.0803, and Downside Deviation of 24.92 to evaluate company specific risk that cannot be diversified away. Maple Leaf holds a performance score of 8 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -1.14, which conveys a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Maple Leaf are expected to decrease slowly. On the other hand, during market turmoil, Maple Leaf is expected to outperform it slightly. Use Maple Leaf Green maximum drawdown and the relationship between the semi variance and price action indicator , to analyze future returns on Maple Leaf Green.
Auto-correlation | 0.28 |
Poor predictability
Maple Leaf Green has poor predictability. Overlapping area represents the amount of predictability between Maple Leaf time series from 7th of June 2024 to 5th of September 2024 and 5th of September 2024 to 4th 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 Maple Leaf Green price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Maple Leaf price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Maple Leaf Green lagged returns against current returns
Autocorrelation, which is Maple Leaf 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 Maple Leaf's pink sheet expected returns. We can calculate the autocorrelation of Maple Leaf returns to help us make a trade decision. For example, suppose you find that Maple Leaf 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 |
Maple Leaf 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 Maple Leaf pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Maple Leaf pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Maple Leaf pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Maple Leaf Lagged Returns
When evaluating Maple Leaf's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Maple Leaf pink sheet have on its future price. Maple Leaf 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, Maple Leaf autocorrelation shows the relationship between Maple Leaf pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Maple Leaf Green.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Maple Pink Sheet
Maple Leaf financial ratios help investors to determine whether Maple 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 Maple with respect to the benefits of owning Maple Leaf security.