The Monarch Cement Stock Market Value
| MCEM Stock | USD 230.10 0.10 0.04% |
| Symbol | Monarch |
Monarch Cement '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 Monarch Cement'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 Monarch Cement.
| 05/11/2025 |
| 08/09/2025 |
If you would invest 0.00 in Monarch Cement on May 11, 2025 and sell it all today you would earn a total of 0.00 from holding The Monarch Cement or generate 0.0% return on investment in Monarch Cement over 90 days. Monarch Cement is related to or competes with United States, Smith Midland, Holcim, Lafargeholcim, Cementos Pacasmayo, Keweenaw Land, and Otc Markets. The Monarch Cement Company manufactures and sells portland cement in the United States More
Monarch Cement 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 Monarch Cement'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 The Monarch Cement upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 7.47 | |||
| Value At Risk | (2.72) | |||
| Potential Upside | 3.03 |
Monarch Cement Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Monarch Cement's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Monarch Cement's standard deviation. In reality, there are many statistical measures that can use Monarch Cement historical prices to predict the future Monarch Cement's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | (0.44) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Monarch Cement'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.
Monarch Cement Backtested Returns
Monarch Cement has Sharpe Ratio of -0.0509, which conveys that the firm had a -0.0509 % return per unit of risk over the last 3 months. Monarch Cement exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Monarch Cement's Standard Deviation of 1.76, risk adjusted performance of (0.03), and Market Risk Adjusted Performance of (0.43) 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, Monarch Cement's returns are expected to increase less than the market. However, during the bear market, the loss of holding Monarch Cement is expected to be smaller as well. At this point, Monarch Cement has a negative expected return of -0.0917%. Please make sure to verify Monarch Cement's skewness, and the relationship between the treynor ratio and rate of daily change , to decide if Monarch Cement performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.11 |
Insignificant predictability
The Monarch Cement has insignificant predictability. Overlapping area represents the amount of predictability between Monarch Cement time series from 11th of May 2025 to 25th of June 2025 and 25th of June 2025 to 9th of August 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Monarch Cement price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Monarch Cement price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 21.46 |
Monarch Cement lagged returns against current returns
Autocorrelation, which is Monarch Cement 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 Monarch Cement's otc stock expected returns. We can calculate the autocorrelation of Monarch Cement returns to help us make a trade decision. For example, suppose you find that Monarch Cement 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 |
Monarch Cement 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 Monarch Cement otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Monarch Cement otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Monarch Cement otc stock over time.
Current vs Lagged Prices |
| Timeline |
Monarch Cement Lagged Returns
When evaluating Monarch Cement's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Monarch Cement otc stock have on its future price. Monarch Cement 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, Monarch Cement autocorrelation shows the relationship between Monarch Cement otc stock current value and its past values and can show if there is a momentum factor associated with investing in The Monarch Cement.
Regressed Prices |
| Timeline |
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Monarch Cement financial ratios help investors to determine whether Monarch 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 Monarch with respect to the benefits of owning Monarch Cement security.