Mpc Container Ships Stock Market Value
| MPZZF Stock | USD 1.80 0.05 2.70% |
| Symbol | MPC |
MPC Container '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 MPC Container'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 MPC Container.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in MPC Container on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding MPC Container Ships or generate 0.0% return on investment in MPC Container over 720 days. MPC Container is related to or competes with Pacific Basin, Safe Bulkers, Hutchison Port, Orient Overseas, SITC International, Safe Bulkers, and Global Ship. MPC Container Ships ASA owns and operates a portfolio of container vessels More
MPC Container 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 MPC Container'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 MPC Container Ships upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.26 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 14.03 | |||
| Value At Risk | (5.05) | |||
| Potential Upside | 4.69 |
MPC Container Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MPC Container's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MPC Container's standard deviation. In reality, there are many statistical measures that can use MPC Container historical prices to predict the future MPC Container's volatility.| Risk Adjusted Performance | 0.0182 | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.38) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0278 |
MPC Container Ships Backtested Returns
MPC Container Ships retains Efficiency (Sharpe Ratio) of -0.0313, which conveys that the firm had a -0.0313% return per unit of risk over the last 3 months. MPC Container exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MPC Container's Semi Deviation of 2.96, market risk adjusted performance of 0.0378, and Mean Deviation of 2.31 to check out the risk estimate we provide. The company owns a Beta (Systematic Risk) of 1.2, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, MPC Container will likely underperform. At this point, MPC Container Ships has a negative expected return of -0.0921%. Please make sure to verify MPC Container's jensen alpha, skewness, relative strength index, as well as the relationship between the value at risk and day median price , to decide if MPC Container Ships performance from the past will be repeated in the future.
Auto-correlation | 0.10 |
Insignificant predictability
MPC Container Ships has insignificant predictability. Overlapping area represents the amount of predictability between MPC Container 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 MPC Container Ships price movement. The serial correlation of 0.1 indicates that less than 10.0% of current MPC Container price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
MPC Container Ships lagged returns against current returns
Autocorrelation, which is MPC Container 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 MPC Container's pink sheet expected returns. We can calculate the autocorrelation of MPC Container returns to help us make a trade decision. For example, suppose you find that MPC Container 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 |
MPC Container 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 MPC Container pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MPC Container pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MPC Container pink sheet over time.
Current vs Lagged Prices |
| Timeline |
MPC Container Lagged Returns
When evaluating MPC Container's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MPC Container pink sheet have on its future price. MPC Container 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, MPC Container autocorrelation shows the relationship between MPC Container pink sheet current value and its past values and can show if there is a momentum factor associated with investing in MPC Container Ships.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in MPC Pink Sheet
MPC Container financial ratios help investors to determine whether MPC 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 MPC with respect to the benefits of owning MPC Container security.