Mountain Valley Md Stock Market Value
| MVMDF Stock | USD 0.02 0 6.91% |
| Symbol | Mountain |
Mountain Valley '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 Mountain Valley'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 Mountain Valley.
| 12/31/2022 |
| 12/20/2024 |
If you would invest 0.00 in Mountain Valley on December 31, 2022 and sell it all today you would earn a total of 0.00 from holding Mountain Valley MD or generate 0.0% return on investment in Mountain Valley over 720 days. Mountain Valley MD Holdings Inc., through its subsidiary, Mountain Valley MD Inc., operates as a health and wellness com... More
Mountain Valley 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 Mountain Valley'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 Mountain Valley MD upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 49.71 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 18.39 |
Mountain Valley Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mountain Valley's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mountain Valley's standard deviation. In reality, there are many statistical measures that can use Mountain Valley historical prices to predict the future Mountain Valley's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.38) | |||
| Total Risk Alpha | (0.62) | |||
| Treynor Ratio | (0.16) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mountain Valley'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.
Mountain Valley MD Backtested Returns
Mountain Valley MD has Sharpe Ratio of -0.0603, which conveys that the firm had a -0.0603% return per unit of risk over the last 3 months. Mountain Valley exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mountain Valley's Mean Deviation of 6.44, standard deviation of 9.73, and Risk Adjusted Performance of (0.02) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 2.08, 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, Mountain Valley will likely underperform. At this point, Mountain Valley MD has a negative expected return of -0.59%. Please make sure to verify Mountain Valley's kurtosis, as well as the relationship between the rate of daily change and market facilitation index , to decide if Mountain Valley MD performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.57 |
Modest predictability
Mountain Valley MD has modest predictability. Overlapping area represents the amount of predictability between Mountain Valley time series from 31st of December 2022 to 26th of December 2023 and 26th of December 2023 to 20th 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 Mountain Valley MD price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Mountain Valley price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mountain Valley MD lagged returns against current returns
Autocorrelation, which is Mountain Valley 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 Mountain Valley's otc stock expected returns. We can calculate the autocorrelation of Mountain Valley returns to help us make a trade decision. For example, suppose you find that Mountain Valley 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 |
Mountain Valley 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 Mountain Valley otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mountain Valley otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mountain Valley otc stock over time.
Current vs Lagged Prices |
| Timeline |
Mountain Valley Lagged Returns
When evaluating Mountain Valley's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mountain Valley otc stock have on its future price. Mountain Valley 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, Mountain Valley autocorrelation shows the relationship between Mountain Valley otc stock current value and its past values and can show if there is a momentum factor associated with investing in Mountain Valley MD.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Mountain OTC Stock
Mountain Valley financial ratios help investors to determine whether Mountain 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 Mountain with respect to the benefits of owning Mountain Valley security.