Montfort Capital Corp Stock Market Value
| MONTF Stock | USD 0.10 0.03 23.08% |
| Symbol | Montfort |
Montfort Capital '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 Montfort Capital'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 Montfort Capital.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in Montfort Capital on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Montfort Capital Corp or generate 0.0% return on investment in Montfort Capital over 30 days. Montfort Capital is related to or competes with Urbana, Elysee Development, Guardian Capital, Flow Capital, and Princeton Capital. Montfort Capital Corp. acquires, manages, and builds companies that delivers private credit to diversified markets in No... More
Montfort Capital 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 Montfort Capital'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 Montfort Capital Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 23.08 |
Montfort Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Montfort Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Montfort Capital's standard deviation. In reality, there are many statistical measures that can use Montfort Capital historical prices to predict the future Montfort Capital's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.41) | |||
| Total Risk Alpha | (0.81) | |||
| Treynor Ratio | (0.78) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Montfort Capital's 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.
Montfort Capital Corp Backtested Returns
Montfort Capital Corp has Sharpe Ratio of -0.13, which conveys that the firm had a -0.13% return per unit of risk over the last 3 months. Montfort Capital exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Montfort Capital's Mean Deviation of 0.6887, standard deviation of 2.84, and Risk Adjusted Performance of (0.08) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.46, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Montfort Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Montfort Capital is expected to be smaller as well. At this point, Montfort Capital Corp has a negative expected return of -0.37%. Please make sure to verify Montfort Capital's information ratio, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if Montfort Capital Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Montfort Capital Corp has no correlation between past and present. Overlapping area represents the amount of predictability between Montfort Capital time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th 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 Montfort Capital Corp price movement. The serial correlation of 0.0 indicates that just 0.0% of current Montfort Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Montfort Capital Corp lagged returns against current returns
Autocorrelation, which is Montfort Capital 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 Montfort Capital's pink sheet expected returns. We can calculate the autocorrelation of Montfort Capital returns to help us make a trade decision. For example, suppose you find that Montfort Capital 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 |
Montfort Capital 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 Montfort Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Montfort Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Montfort Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Montfort Capital Lagged Returns
When evaluating Montfort Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Montfort Capital pink sheet have on its future price. Montfort Capital 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, Montfort Capital autocorrelation shows the relationship between Montfort Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Montfort Capital Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Montfort Pink Sheet
Montfort Capital financial ratios help investors to determine whether Montfort 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 Montfort with respect to the benefits of owning Montfort Capital security.