Mc Endvrs Stock Market Value
| MSMY Stock | USD 0.0007 0.0001 12.50% |
| Symbol | MSMY |
Mc Endvrs '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 Mc Endvrs' 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 Mc Endvrs.
| 09/12/2024 |
| 12/11/2024 |
If you would invest 0.00 in Mc Endvrs on September 12, 2024 and sell it all today you would earn a total of 0.00 from holding Mc Endvrs or generate 0.0% return on investment in Mc Endvrs over 90 days. Mc Endvrs is related to or competes with Merck KGaA. MC Endeavors, Inc. develops single core platform to produce, distribute, and monetize online communities for individuals... More
Mc Endvrs 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 Mc Endvrs' 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 Mc Endvrs upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 15.55 | |||
| Information Ratio | 0.0191 | |||
| Maximum Drawdown | 53.57 | |||
| Value At Risk | (14.29) | |||
| Potential Upside | 16.67 |
Mc Endvrs Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mc Endvrs' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mc Endvrs' standard deviation. In reality, there are many statistical measures that can use Mc Endvrs historical prices to predict the future Mc Endvrs' volatility.| Risk Adjusted Performance | 0.0317 | |||
| Jensen Alpha | 0.3262 | |||
| Total Risk Alpha | (1.35) | |||
| Sortino Ratio | 0.0129 | |||
| Treynor Ratio | (3.39) |
Mc Endvrs Backtested Returns
Mc Endvrs appears to be out of control, given 3 months investment horizon. Mc Endvrs retains Efficiency (Sharpe Ratio) of 0.031, which conveys that the firm had a 0.031% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Mc Endvrs, which you can use to evaluate the volatility of the firm. Please exercise Mc Endvrs' Market Risk Adjusted Performance of (3.38), mean deviation of 6.37, and Standard Deviation of 10.51 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mc Endvrs holds a performance score of 2. The company owns a Beta (Systematic Risk) of -0.0931, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mc Endvrs are expected to decrease at a much lower rate. During the bear market, Mc Endvrs is likely to outperform the market. Please check Mc Endvrs' jensen alpha and the relationship between the potential upside and relative strength index , to make a quick decision on whether Mc Endvrs' current price history will revert.
Auto-correlation | -0.41 |
Modest reverse predictability
Mc Endvrs has modest reverse predictability. Overlapping area represents the amount of predictability between Mc Endvrs time series from 12th of September 2024 to 27th of October 2024 and 27th of October 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 Mc Endvrs price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Mc Endvrs price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mc Endvrs lagged returns against current returns
Autocorrelation, which is Mc Endvrs 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 Mc Endvrs' pink sheet expected returns. We can calculate the autocorrelation of Mc Endvrs returns to help us make a trade decision. For example, suppose you find that Mc Endvrs 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 |
Mc Endvrs 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 Mc Endvrs pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mc Endvrs pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mc Endvrs pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mc Endvrs Lagged Returns
When evaluating Mc Endvrs' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mc Endvrs pink sheet have on its future price. Mc Endvrs 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, Mc Endvrs autocorrelation shows the relationship between Mc Endvrs pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mc Endvrs.
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 MSMY Pink Sheet Analysis
When running Mc Endvrs' price analysis, check to measure Mc Endvrs' 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 Mc Endvrs is operating at the current time. Most of Mc Endvrs' value examination focuses on studying past and present price action to predict the probability of Mc Endvrs' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mc Endvrs' price. Additionally, you may evaluate how the addition of Mc Endvrs to your portfolios can decrease your overall portfolio volatility.