Mobilezone Holding (UK) Market Value
| 0R6V Stock | 12.00 2.40 16.67% |
| Symbol | Mobilezone |
Mobilezone Holding '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 Mobilezone Holding's 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 Mobilezone Holding.
| 09/15/2024 |
| 12/14/2024 |
If you would invest 0.00 in Mobilezone Holding on September 15, 2024 and sell it all today you would earn a total of 0.00 from holding mobilezone holding AG or generate 0.0% return on investment in Mobilezone Holding over 90 days. Mobilezone Holding is related to or competes with Wizz Air, United Internet, Alaska Air, Sabre Insurance, Fair Oaks, Games Workshop, and Systemair. Mobilezone Holding is entity of United Kingdom More
Mobilezone Holding 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 Mobilezone Holding's 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 mobilezone holding AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 4.46 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.3 |
Mobilezone Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mobilezone Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mobilezone Holding's standard deviation. In reality, there are many statistical measures that can use Mobilezone Holding historical prices to predict the future Mobilezone Holding's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | (0.58) |
mobilezone holding Backtested Returns
mobilezone holding has Sharpe Ratio of -0.0615, which conveys that the firm had a -0.0615% return per unit of risk over the last 3 months. Mobilezone Holding exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mobilezone Holding's Risk Adjusted Performance of (0.03), standard deviation of 2.2, and Market Risk Adjusted Performance of (0.57) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.23, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mobilezone Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mobilezone Holding is expected to be smaller as well. At this point, mobilezone holding has a negative expected return of -0.14%. Please make sure to verify Mobilezone Holding's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if mobilezone holding performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.19 |
Very weak predictability
mobilezone holding AG has very weak predictability. Overlapping area represents the amount of predictability between Mobilezone Holding time series from 15th of September 2024 to 30th of October 2024 and 30th of October 2024 to 14th 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 mobilezone holding price movement. The serial correlation of 0.19 indicates that over 19.0% of current Mobilezone Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
mobilezone holding lagged returns against current returns
Autocorrelation, which is Mobilezone Holding 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 Mobilezone Holding's stock expected returns. We can calculate the autocorrelation of Mobilezone Holding returns to help us make a trade decision. For example, suppose you find that Mobilezone Holding has exhibited high autocorrelation historically, and you observe that the 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 |
Mobilezone Holding 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 Mobilezone Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mobilezone Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mobilezone Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Mobilezone Holding Lagged Returns
When evaluating Mobilezone Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mobilezone Holding stock have on its future price. Mobilezone Holding 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, Mobilezone Holding autocorrelation shows the relationship between Mobilezone Holding stock current value and its past values and can show if there is a momentum factor associated with investing in mobilezone holding AG.
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 Mobilezone Stock Analysis
When running Mobilezone Holding's price analysis, check to measure Mobilezone Holding'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 Mobilezone Holding is operating at the current time. Most of Mobilezone Holding's value examination focuses on studying past and present price action to predict the probability of Mobilezone Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mobilezone Holding's price. Additionally, you may evaluate how the addition of Mobilezone Holding to your portfolios can decrease your overall portfolio volatility.