Mcf Energy Stock Market Value
| MCFNF Stock | 0.04 0 2.76% |
| Symbol | MCF |
MCF Energy '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 MCF Energy'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 MCF Energy.
| 05/15/2025 |
| 08/13/2025 |
If you would invest 0.00 in MCF Energy on May 15, 2025 and sell it all today you would earn a total of 0.00 from holding MCF Energy or generate 0.0% return on investment in MCF Energy over 90 days. MCF Energy is related to or competes with Iridium Communications, Sea, Nextplat Corp, Pinterest, Dave Busters, Cheche Group, and Sphere Entertainment. More
MCF Energy 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 MCF Energy'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 MCF Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.58 | |||
| Information Ratio | 0.064 | |||
| Maximum Drawdown | 51.91 | |||
| Value At Risk | (15.50) | |||
| Potential Upside | 21.21 |
MCF Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MCF Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MCF Energy's standard deviation. In reality, there are many statistical measures that can use MCF Energy historical prices to predict the future MCF Energy's volatility.| Risk Adjusted Performance | 0.0685 | |||
| Jensen Alpha | 0.9736 | |||
| Total Risk Alpha | (0.54) | |||
| Sortino Ratio | 0.0728 | |||
| Treynor Ratio | (0.30) |
MCF Energy Backtested Returns
MCF Energy appears to be out of control, given 3 months investment horizon. MCF Energy has Sharpe Ratio of 0.0364, which conveys that the company had a 0.0364 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for MCF Energy, which you can use to evaluate the volatility of the entity. Please exercise MCF Energy's Mean Deviation of 6.86, semi deviation of 7.7, and Downside Deviation of 8.58 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MCF Energy holds a performance score of 2. The firm secures a Beta (Market Risk) of -2.42, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning MCF Energy are expected to decrease by larger amounts. On the other hand, during market turmoil, MCF Energy is expected to outperform it. Please check MCF Energy's jensen alpha, semi variance, price action indicator, as well as the relationship between the maximum drawdown and daily balance of power , to make a quick decision on whether MCF Energy's current price movements will revert.
Auto-correlation | 0.04 |
Virtually no predictability
MCF Energy has virtually no predictability. Overlapping area represents the amount of predictability between MCF Energy time series from 15th of May 2025 to 29th of June 2025 and 29th of June 2025 to 13th 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 MCF Energy price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current MCF Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
MCF Energy lagged returns against current returns
Autocorrelation, which is MCF Energy 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 MCF Energy's otc stock expected returns. We can calculate the autocorrelation of MCF Energy returns to help us make a trade decision. For example, suppose you find that MCF Energy 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 |
MCF Energy 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 MCF Energy otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MCF Energy otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MCF Energy otc stock over time.
Current vs Lagged Prices |
| Timeline |
MCF Energy Lagged Returns
When evaluating MCF Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MCF Energy otc stock have on its future price. MCF Energy 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, MCF Energy autocorrelation shows the relationship between MCF Energy otc stock current value and its past values and can show if there is a momentum factor associated with investing in MCF Energy.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in MCF OTC Stock
MCF Energy financial ratios help investors to determine whether MCF 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 MCF with respect to the benefits of owning MCF Energy security.