Msad Insurance Group Stock Market Value
| MSADF Stock | USD 17.22 1.18 6.41% |
| Symbol | MSAD |
MSAD Insurance '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 MSAD Insurance'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 MSAD Insurance.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in MSAD Insurance on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding MSAD Insurance Group or generate 0.0% return on investment in MSAD Insurance over 30 days. MSAD Insurance is related to or competes with Progressive Corp, White Mountains, Chubb, W R, and Kinsale Capital. MSAD Insurance Group Holdings, Inc., an insurance holding company, provides insurance and financial services worldwide More
MSAD Insurance 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 MSAD Insurance'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 MSAD Insurance Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 52.45 | |||
| Information Ratio | 0.1995 | |||
| Maximum Drawdown | 272.94 | |||
| Value At Risk | (67.14) | |||
| Potential Upside | 204.56 |
MSAD Insurance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MSAD Insurance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MSAD Insurance's standard deviation. In reality, there are many statistical measures that can use MSAD Insurance historical prices to predict the future MSAD Insurance's volatility.| Risk Adjusted Performance | 0.1338 | |||
| Jensen Alpha | 12.88 | |||
| Total Risk Alpha | 7.36 | |||
| Sortino Ratio | 0.2653 | |||
| Treynor Ratio | 0.7477 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MSAD Insurance'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.
MSAD Insurance Group Backtested Returns
MSAD Insurance is out of control given 3 months investment horizon. MSAD Insurance Group retains Efficiency (Sharpe Ratio) of 0.21, which conveys that the firm had a 0.21% return per unit of return volatility over the last 3 months. We were able to break down twenty-eight different technical indicators, which can help you to evaluate if expected returns of 14.88% are justified by taking the suggested risk. Use MSAD Insurance Group Mean Deviation of 40.43, market risk adjusted performance of 0.7577, and Downside Deviation of 52.45 to evaluate company specific risk that cannot be diversified away. MSAD Insurance holds a performance score of 16 on a scale of zero to a hundred. The company owns a Beta (Systematic Risk) of 18.69, 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, MSAD Insurance will likely underperform. Use MSAD Insurance Group treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to analyze future returns on MSAD Insurance Group.
Auto-correlation | 0.21 |
Weak predictability
MSAD Insurance Group has weak predictability. Overlapping area represents the amount of predictability between MSAD Insurance time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th of April 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 MSAD Insurance Group price movement. The serial correlation of 0.21 indicates that over 21.0% of current MSAD Insurance price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
MSAD Insurance Group lagged returns against current returns
Autocorrelation, which is MSAD Insurance 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 MSAD Insurance's pink sheet expected returns. We can calculate the autocorrelation of MSAD Insurance returns to help us make a trade decision. For example, suppose you find that MSAD Insurance 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 |
MSAD Insurance 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 MSAD Insurance pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MSAD Insurance pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MSAD Insurance pink sheet over time.
Current vs Lagged Prices |
| Timeline |
MSAD Insurance Lagged Returns
When evaluating MSAD Insurance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MSAD Insurance pink sheet have on its future price. MSAD Insurance 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, MSAD Insurance autocorrelation shows the relationship between MSAD Insurance pink sheet current value and its past values and can show if there is a momentum factor associated with investing in MSAD Insurance Group.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards MSAD Insurance in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, MSAD Insurance's short interest history, or implied volatility extrapolated from MSAD Insurance options trading.
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Complementary Tools for MSAD Pink Sheet analysis
When running MSAD Insurance's price analysis, check to measure MSAD Insurance'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 MSAD Insurance is operating at the current time. Most of MSAD Insurance's value examination focuses on studying past and present price action to predict the probability of MSAD Insurance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MSAD Insurance's price. Additionally, you may evaluate how the addition of MSAD Insurance to your portfolios can decrease your overall portfolio volatility.
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MSAD Insurance technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.