Marshalls PLC (UK) Market Value
| MSLH Stock | 313.50 1.50 0.48% |
| Symbol | Marshalls |
Marshalls PLC '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 Marshalls PLC'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 Marshalls PLC.
| 12/18/2023 |
| 12/12/2024 |
If you would invest 0.00 in Marshalls PLC on December 18, 2023 and sell it all today you would earn a total of 0.00 from holding Marshalls PLC or generate 0.0% return on investment in Marshalls PLC over 360 days. Marshalls PLC is related to or competes with STMicroelectronics, Martin Marietta, Target Healthcare, HCA Healthcare, Naked Wines, and Worldwide Healthcare. Marshalls PLC is entity of United Kingdom More
Marshalls PLC 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 Marshalls PLC'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 Marshalls PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.03 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 17.97 | |||
| Value At Risk | (3.07) | |||
| Potential Upside | 3.54 |
Marshalls PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marshalls PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marshalls PLC's standard deviation. In reality, there are many statistical measures that can use Marshalls PLC historical prices to predict the future Marshalls PLC's volatility.| Risk Adjusted Performance | 0.0108 | |||
| Jensen Alpha | 0.0275 | |||
| Total Risk Alpha | (0.40) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.01) |
Marshalls PLC Backtested Returns
Marshalls PLC has Sharpe Ratio of -0.0129, which conveys that the firm had a -0.0129% return per unit of risk over the last 3 months. Marshalls PLC exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Marshalls PLC's Downside Deviation of 2.03, mean deviation of 1.72, and Risk Adjusted Performance of 0.0108 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.21, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Marshalls PLC are expected to decrease at a much lower rate. During the bear market, Marshalls PLC is likely to outperform the market. At this point, Marshalls PLC has a negative expected return of -0.0329%. Please make sure to verify Marshalls PLC's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Marshalls PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Marshalls PLC has no correlation between past and present. Overlapping area represents the amount of predictability between Marshalls PLC time series from 18th of December 2023 to 15th of June 2024 and 15th of June 2024 to 12th 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 Marshalls PLC price movement. The serial correlation of 0.0 indicates that just 0.0% of current Marshalls PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 262.8 |
Marshalls PLC lagged returns against current returns
Autocorrelation, which is Marshalls PLC 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 Marshalls PLC's stock expected returns. We can calculate the autocorrelation of Marshalls PLC returns to help us make a trade decision. For example, suppose you find that Marshalls PLC 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 |
Marshalls PLC 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 Marshalls PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marshalls PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marshalls PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Marshalls PLC Lagged Returns
When evaluating Marshalls PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marshalls PLC stock have on its future price. Marshalls PLC 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, Marshalls PLC autocorrelation shows the relationship between Marshalls PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Marshalls PLC.
Regressed Prices |
| Timeline |
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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.Additional Tools for Marshalls Stock Analysis
When running Marshalls PLC's price analysis, check to measure Marshalls PLC's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Marshalls PLC is operating at the current time. Most of Marshalls PLC's value examination focuses on studying past and present price action to predict the probability of Marshalls PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marshalls PLC's price. Additionally, you may evaluate how the addition of Marshalls PLC to your portfolios can decrease your overall portfolio volatility.