Moncler Spa Stock Beta
| MONRF Stock | USD 68.64 5.09 8.01% |
As of the 20th of February, Moncler SpA secures the Risk Adjusted Performance of (0.02), mean deviation of 1.0, and Standard Deviation of 2.37. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Moncler SpA, as well as the relationship between them. Please verify Moncler SpA information ratio and skewness to decide if Moncler SpA is priced some-what accurately, providing market reflects its recent price of 68.64 per share. Given that Moncler SpA has information ratio of (0.06), we recommend you to check Moncler SpA's last-minute market performance to make sure the company can sustain itself at a future point.
Moncler SpA's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Moncler SpA's valuation are provided below:Moncler SpA does not presently have any fundamental ratios for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Moncler |
Moncler SpA '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 Moncler SpA'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 Moncler SpA.
| 11/22/2025 |
| 02/20/2026 |
If you would invest 0.00 in Moncler SpA on November 22, 2025 and sell it all today you would earn a total of 0.00 from holding Moncler SpA or generate 0.0% return on investment in Moncler SpA over 90 days. Moncler SpA is related to or competes with Great Wall, ASICS, Shenzhou International, NIO, Subaru Corp, Prada SpA, and Subaru Corp. Moncler S.p.A., together with its subsidiaries, designs, produces, and distributes clothing and related accessories for ... More
Moncler SpA 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 Moncler SpA'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 Moncler SpA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 14.3 | |||
| Value At Risk | (3.14) | |||
| Potential Upside | 3.51 |
Moncler SpA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moncler SpA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moncler SpA's standard deviation. In reality, there are many statistical measures that can use Moncler SpA historical prices to predict the future Moncler SpA's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | (0.15) |
Moncler SpA February 20, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.02) | |||
| Market Risk Adjusted Performance | (0.14) | |||
| Mean Deviation | 1.0 | |||
| Coefficient Of Variation | (2,967) | |||
| Standard Deviation | 2.37 | |||
| Variance | 5.62 | |||
| Information Ratio | (0.06) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | (0.15) | |||
| Maximum Drawdown | 14.3 | |||
| Value At Risk | (3.14) | |||
| Potential Upside | 3.51 | |||
| Skewness | 0.8678 | |||
| Kurtosis | 11.53 |
Moncler SpA Backtested Returns
At this point, Moncler SpA is very steady. Moncler SpA has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Moncler SpA, which you can use to evaluate the volatility of the firm. Please verify Moncler SpA's Mean Deviation of 1.0, risk adjusted performance of (0.02), and Standard Deviation of 2.37 to check out if the risk estimate we provide is consistent with the expected return of 3.0E-4%. The company secures a Beta (Market Risk) of 0.62, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Moncler SpA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Moncler SpA is expected to be smaller as well. Moncler SpA right now secures a risk of 2.45%. Please verify Moncler SpA jensen alpha, skewness, as well as the relationship between the Skewness and day typical price , to decide if Moncler SpA will be following its current price movements.
Auto-correlation | -0.51 |
Good reverse predictability
Moncler SpA has good reverse predictability. Overlapping area represents the amount of predictability between Moncler SpA time series from 22nd of November 2025 to 6th of January 2026 and 6th of January 2026 to 20th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Moncler SpA price movement. The serial correlation of -0.51 indicates that about 51.0% of current Moncler SpA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 7.52 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Moncler SpA has a Beta of 1.0436. This is 24.24% higher than that of the Consumer Cyclical sector and 2.47% lower than that of the Apparel Manufacturing industry. The beta for all United States stocks is notably lower than that of the firm.
Moncler Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Moncler SpA's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the pink sheets which would be a good addition to a portfolio. Peer analysis of Moncler SpA could also be used in its relative valuation, which is a method of valuing Moncler SpA by comparing valuation metrics of similar companies.Moncler SpA is currently under evaluation in beta category among its peers.
Moncler SpA returns are very sensitive to returns on the market. As the market goes up or down, Moncler SpA is expected to follow.
Moncler Fundamentals
| Return On Equity | 0.24 | |||
| Return On Asset | 0.11 | |||
| Profit Margin | 0.24 % | |||
| Operating Margin | 0.29 % | |||
| Current Valuation | 14.42 B | |||
| Shares Outstanding | 269.77 M | |||
| Shares Owned By Insiders | 27.68 % | |||
| Shares Owned By Institutions | 51.70 % | |||
| Price To Earning | 35.98 X | |||
| Price To Book | 5.14 X | |||
| Price To Sales | 6.51 X | |||
| Revenue | 2.05 B | |||
| Gross Profit | 1.57 B | |||
| EBITDA | 827.47 M | |||
| Net Income | 393.53 M | |||
| Cash And Equivalents | 453.38 M | |||
| Cash Per Share | 1.69 X | |||
| Total Debt | 40.05 M | |||
| Debt To Equity | 0.34 % | |||
| Current Ratio | 1.45 X | |||
| Book Value Per Share | 9.26 X | |||
| Cash Flow From Operations | 865.31 M | |||
| Earnings Per Share | 2.13 X | |||
| Price To Earnings To Growth | 1.62 X | |||
| Number Of Employees | 5.03 K | |||
| Beta | 1.04 | |||
| Market Capitalization | 16.67 B | |||
| Total Asset | 4.27 B | |||
| Retained Earnings | 359 M | |||
| Working Capital | 92 M | |||
| Current Asset | 391 M | |||
| Current Liabilities | 299 M | |||
| Annual Yield | 0.01 % | |||
| Net Asset | 4.27 B | |||
| Last Dividend Paid | 0.6 |
About Moncler SpA Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Moncler SpA's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Moncler SpA using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Moncler SpA based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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Other Information on Investing in Moncler Pink Sheet
Moncler SpA financial ratios help investors to determine whether Moncler 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 Moncler with respect to the benefits of owning Moncler SpA security.