Montfort Capital Corp Stock Market Value
| MONTF Stock | USD 0.08 0.00 0.00% |
| Symbol | Montfort |
Montfort Capital '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 Montfort Capital'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 Montfort Capital.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in Montfort Capital on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding Montfort Capital Corp or generate 0.0% return on investment in Montfort Capital over 90 days. Montfort Capital is related to or competes with Mount Logan, Urbana, Elysee Development, Guardian Capital, and Flow Capital. Montfort Capital Corp. acquires, manages, and builds companies that delivers private credit to diversified markets in No... More
Montfort Capital 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 Montfort Capital'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 Montfort Capital Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1351 | |||
| Maximum Drawdown | 1049.2 |
Montfort Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Montfort Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Montfort Capital's standard deviation. In reality, there are many statistical measures that can use Montfort Capital historical prices to predict the future Montfort Capital's volatility.| Risk Adjusted Performance | 0.116 | |||
| Jensen Alpha | 14.44 | |||
| Total Risk Alpha | (15.64) | |||
| Treynor Ratio | 1.07 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Montfort Capital'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.
Montfort Capital Corp Backtested Returns
Montfort Capital is out of control given 3 months investment horizon. Montfort Capital Corp has Sharpe Ratio of 0.14, which conveys that the firm had a 0.14 % return per unit of risk over the last 3 months. We were able to interpolate and analyze data for sixteen different technical indicators, which can help you to evaluate if expected returns of 17.76% are justified by taking the suggested risk. Use Montfort Capital Corp Standard Deviation of 129.88, risk adjusted performance of 0.116, and Mean Deviation of 38.84 to evaluate company specific risk that cannot be diversified away. Montfort Capital holds a performance score of 10 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 16.61, 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, Montfort Capital will likely underperform. Use Montfort Capital Corp information ratio and rate of daily change , to analyze future returns on Montfort Capital Corp.
Auto-correlation | 0.52 |
Modest predictability
Montfort Capital Corp has modest predictability. Overlapping area represents the amount of predictability between Montfort Capital time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th of July 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 Montfort Capital Corp price movement. The serial correlation of 0.52 indicates that about 52.0% of current Montfort Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Montfort Capital Corp lagged returns against current returns
Autocorrelation, which is Montfort Capital 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 Montfort Capital's pink sheet expected returns. We can calculate the autocorrelation of Montfort Capital returns to help us make a trade decision. For example, suppose you find that Montfort Capital 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 |
Montfort Capital 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 Montfort Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Montfort Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Montfort Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Montfort Capital Lagged Returns
When evaluating Montfort Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Montfort Capital pink sheet have on its future price. Montfort Capital 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, Montfort Capital autocorrelation shows the relationship between Montfort Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Montfort Capital Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| USOI | Credit Suisse X Links | |
| ULTY | Tidal Trust II | |
| CONY | YieldMax N Option | |
| BCAT | BlackRock Capital Allocation | |
| PDI | Pimco Dynamic Income |
Other Information on Investing in Montfort Pink Sheet
Montfort Capital financial ratios help investors to determine whether Montfort 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 Montfort with respect to the benefits of owning Montfort Capital security.