Media Investment (Spain) Market Value

MIO Stock   3.04  0.14  4.40%   
Media Investment's market value is the price at which a share of Media Investment trades on a public exchange. It measures the collective expectations of Media Investment Optimization investors about its performance. Media Investment is trading at 3.04 as of the 13th of December 2024, a 4.4 percent decrease since the beginning of the trading day. The stock's open price was 3.18.
With this module, you can estimate the performance of a buy and hold strategy of Media Investment Optimization and determine expected loss or profit from investing in Media Investment over a given investment horizon. Check out Media Investment Correlation, Media Investment Volatility and Media Investment Alpha and Beta module to complement your research on Media Investment.
Symbol

Please note, there is a significant difference between Media Investment's value and its price as these two are different measures arrived at by different means. Investors typically determine if Media Investment is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Media Investment's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Media Investment '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 Investment'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 Media Investment.
0.00
11/13/2024
No Change 0.00  0.0 
In 30 days
12/13/2024
0.00
If you would invest  0.00  in Media Investment on November 13, 2024 and sell it all today you would earn a total of 0.00 from holding Media Investment Optimization or generate 0.0% return on investment in Media Investment over 30 days. Media Investment is related to or competes with Metrovacesa, Elecnor SA, Mapfre, Amper SA, Altia Consultores, and Coca Cola. More

Media Investment 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 Investment'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 Media Investment Optimization upside and downside potential and time the market with a certain degree of confidence.

Media Investment Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Media Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Media Investment's standard deviation. In reality, there are many statistical measures that can use Media Investment historical prices to predict the future Media Investment's volatility.
Hype
Prediction
LowEstimatedHigh
0.153.048.85
Details
Intrinsic
Valuation
LowRealHigh
0.193.839.64
Details

Media Investment Opt Backtested Returns

Media Investment Opt has Sharpe Ratio of -0.15, which conveys that the firm had a -0.15% return per unit of risk over the last 3 months. Media Investment exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Media Investment's Standard Deviation of 5.72, risk adjusted performance of (0.1), and Mean Deviation of 1.85 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.78, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Media Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Media Investment is expected to be smaller as well. At this point, Media Investment Opt has a negative expected return of -0.87%. Please make sure to verify Media Investment's variance, skewness, price action indicator, as well as the relationship between the total risk alpha and rate of daily change , to decide if Media Investment Opt performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.55  

Modest predictability

Media Investment Optimization has modest predictability. Overlapping area represents the amount of predictability between Media Investment time series from 13th of November 2024 to 28th of November 2024 and 28th of November 2024 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 Investment Opt price movement. The serial correlation of 0.55 indicates that about 55.0% of current Media Investment price fluctuation can be explain by its past prices.
Correlation Coefficient0.55
Spearman Rank Test0.86
Residual Average0.0
Price Variance0.0

Media Investment Opt lagged returns against current returns

Autocorrelation, which is Media Investment 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 Media Investment's stock expected returns. We can calculate the autocorrelation of Media Investment returns to help us make a trade decision. For example, suppose you find that Media Investment 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  

Media Investment 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 Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Media Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Media Investment stock over time.
   Current vs Lagged Prices   
       Timeline  

Media Investment Lagged Returns

When evaluating Media Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Media Investment stock have on its future price. Media Investment 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 Investment autocorrelation shows the relationship between Media Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Media Investment Optimization.
   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 Stock

Media Investment financial ratios help investors to determine whether Media Stock 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 Investment security.