Maven Brands Stock Market Value
Maven Brands' market value is the price at which a share of Maven Brands trades on a public exchange. It measures the collective expectations of Maven Brands investors about its performance. With this module, you can estimate the performance of a buy and hold strategy of Maven Brands and determine expected loss or profit from investing in Maven Brands over a given investment horizon. Check out Maven Brands Correlation, Maven Brands Volatility and Maven Brands Alpha and Beta module to complement your research on Maven Brands.
| Symbol | Maven |
Maven Brands '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 Maven Brands' 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 Maven Brands.
| 12/26/2022 |
| 12/15/2024 |
If you would invest 0.00 in Maven Brands on December 26, 2022 and sell it all today you would earn a total of 0.00 from holding Maven Brands or generate 0.0% return on investment in Maven Brands over 720 days. Maven Brands Inc. cultivates, processes, and sells medical cannabis More
Maven Brands 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 Maven Brands' 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 Maven Brands upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1092 | |||
| Maximum Drawdown | 990.0 |
Maven Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maven Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Maven Brands' standard deviation. In reality, there are many statistical measures that can use Maven Brands historical prices to predict the future Maven Brands' volatility.| Risk Adjusted Performance | 0.0897 | |||
| Jensen Alpha | 14.94 | |||
| Total Risk Alpha | (1.59) | |||
| Treynor Ratio | (0.41) |
Maven Brands Backtested Returns
Maven Brands is out of control given 3 months investment horizon. Maven Brands has Sharpe Ratio of 0.0972, which conveys that the firm had a 0.0972% return per unit of risk over the last 3 months. We were able to analyze and collect data for thirteen different technical indicators, which can help you to evaluate if expected returns of 11.09% are justified by taking the suggested risk. Use Maven Brands Risk Adjusted Performance of 0.0897, standard deviation of 111.5, and Mean Deviation of 26.9 to evaluate company specific risk that cannot be diversified away. Maven Brands holds a performance score of 7 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -29.7, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Maven Brands are expected to decrease by larger amounts. On the other hand, during market turmoil, Maven Brands is expected to outperform it. Use Maven Brands risk adjusted performance, standard deviation, as well as the relationship between the Standard Deviation and maximum drawdown , to analyze future returns on Maven Brands.
Auto-correlation | 0.17 |
Very weak predictability
Maven Brands has very weak predictability. Overlapping area represents the amount of predictability between Maven Brands time series from 26th of December 2022 to 21st of December 2023 and 21st of December 2023 to 15th 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 Maven Brands price movement. The serial correlation of 0.17 indicates that over 17.0% of current Maven Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Maven Brands lagged returns against current returns
Autocorrelation, which is Maven Brands 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 Maven Brands' pink sheet expected returns. We can calculate the autocorrelation of Maven Brands returns to help us make a trade decision. For example, suppose you find that Maven Brands 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 |
Maven Brands 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 Maven Brands pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Maven Brands pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Maven Brands pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Maven Brands Lagged Returns
When evaluating Maven Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Maven Brands pink sheet have on its future price. Maven Brands 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, Maven Brands autocorrelation shows the relationship between Maven Brands pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Maven Brands.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Maven Pink Sheet
Maven Brands financial ratios help investors to determine whether Maven 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 Maven with respect to the benefits of owning Maven Brands security.