Mastermind Stock Market Value
| MMND Stock | USD 0.05 0.01 25.00% |
| Symbol | Mastermind |
Mastermind '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 Mastermind'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 Mastermind.
| 10/23/2024 |
| 12/22/2024 |
If you would invest 0.00 in Mastermind on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Mastermind or generate 0.0% return on investment in Mastermind over 60 days. Mastermind is related to or competes with Marchex, and Emerald Expositions. Mastermind, Inc., an involvement marketing service agency, designs, creates, and develops branding and marketing campaig... More
Mastermind 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 Mastermind'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 Mastermind upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 29.34 | |||
| Information Ratio | 0.0518 | |||
| Maximum Drawdown | 124.44 | |||
| Value At Risk | (25.00) | |||
| Potential Upside | 25.0 |
Mastermind Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mastermind's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mastermind's standard deviation. In reality, there are many statistical measures that can use Mastermind historical prices to predict the future Mastermind's volatility.| Risk Adjusted Performance | 0.052 | |||
| Jensen Alpha | 0.987 | |||
| Total Risk Alpha | 0.4476 | |||
| Sortino Ratio | 0.0316 | |||
| Treynor Ratio | (0.55) |
Mastermind Backtested Returns
Mastermind appears to be out of control, given 3 months investment horizon. Mastermind has Sharpe Ratio of 0.054, which conveys that the firm had a 0.054% return per unit of risk over the last 3 months. By analyzing Mastermind's technical indicators, you can evaluate if the expected return of 0.97% is justified by implied risk. Please exercise Mastermind's Mean Deviation of 8.66, downside deviation of 29.34, and Risk Adjusted Performance of 0.052 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mastermind holds a performance score of 4. The company secures a Beta (Market Risk) of -1.71, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Mastermind are expected to decrease by larger amounts. On the other hand, during market turmoil, Mastermind is expected to outperform it. Please check Mastermind's value at risk and the relationship between the expected short fall and market facilitation index , to make a quick decision on whether Mastermind's current price movements will revert.
Auto-correlation | 0.19 |
Very weak predictability
Mastermind has very weak predictability. Overlapping area represents the amount of predictability between Mastermind time series from 23rd of October 2024 to 22nd of November 2024 and 22nd of November 2024 to 22nd 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 Mastermind price movement. The serial correlation of 0.19 indicates that over 19.0% of current Mastermind price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mastermind lagged returns against current returns
Autocorrelation, which is Mastermind 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 Mastermind's otc stock expected returns. We can calculate the autocorrelation of Mastermind returns to help us make a trade decision. For example, suppose you find that Mastermind 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 |
Mastermind 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 Mastermind otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mastermind otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mastermind otc stock over time.
Current vs Lagged Prices |
| Timeline |
Mastermind Lagged Returns
When evaluating Mastermind's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mastermind otc stock have on its future price. Mastermind 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, Mastermind autocorrelation shows the relationship between Mastermind otc stock current value and its past values and can show if there is a momentum factor associated with investing in Mastermind.
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 Mastermind OTC Stock
Mastermind financial ratios help investors to determine whether Mastermind OTC 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 Mastermind with respect to the benefits of owning Mastermind security.