Mcphy Energy Sa Stock Market Value
| MPHYF Stock | USD 0.0001 0.00 0.00% |
| Symbol | McPhy |
McPhy 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 McPhy Energy'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 McPhy Energy.
| 05/11/2025 |
| 08/09/2025 |
If you would invest 0.00 in McPhy Energy on May 11, 2025 and sell it all today you would earn a total of 0.00 from holding McPhy Energy SA or generate 0.0% return on investment in McPhy Energy over 90 days. McPhy Energy is related to or competes with Nel ASA, Ballard Power, PowerCell Sweden, Ceres Power, ITM Power, and AFC Energy. McPhy Energy S.A. designs, develops, and supplies hydrogen production, storage, and distribution equipment for hydrogen ... More
McPhy 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 McPhy Energy'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 McPhy Energy SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0441 | |||
| Maximum Drawdown | 283.21 |
McPhy Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for McPhy Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as McPhy Energy's standard deviation. In reality, there are many statistical measures that can use McPhy Energy historical prices to predict the future McPhy Energy's volatility.| Risk Adjusted Performance | 0.0473 | |||
| Jensen Alpha | 0.7102 | |||
| Total Risk Alpha | (2.89) | |||
| Treynor Ratio | 0.2225 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of McPhy Energy'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.
McPhy Energy SA Backtested Returns
McPhy Energy appears to be out of control, given 3 months investment horizon. McPhy Energy SA has Sharpe Ratio of 0.0118, which conveys that the firm had a 0.0118 % return per unit of volatility over the last 3 months. We have found sixteen technical indicators for McPhy Energy, which you can use to evaluate the volatility of the firm. Please exercise McPhy Energy's risk adjusted performance of 0.0473, and Mean Deviation of 8.6 to check out if our risk estimates are consistent with your expectations. The company secures a Beta (Market Risk) of 6.45, 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, McPhy Energy will likely underperform. Please check McPhy Energy's treynor ratio and day median price , to make a quick decision on whether McPhy Energy's current price movements will revert.
Auto-correlation | 0.34 |
Below average predictability
McPhy Energy SA has below average predictability. Overlapping area represents the amount of predictability between McPhy Energy 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 McPhy Energy SA price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current McPhy Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
McPhy Energy SA lagged returns against current returns
Autocorrelation, which is McPhy Energy 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 McPhy Energy's pink sheet expected returns. We can calculate the autocorrelation of McPhy Energy returns to help us make a trade decision. For example, suppose you find that McPhy Energy 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 |
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McPhy 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 McPhy Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if McPhy Energy pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in McPhy Energy pink sheet over time.
Current vs Lagged Prices |
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McPhy Energy Lagged Returns
When evaluating McPhy Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of McPhy Energy pink sheet have on its future price. McPhy 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, McPhy Energy autocorrelation shows the relationship between McPhy Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in McPhy Energy SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in McPhy Pink Sheet
McPhy Energy financial ratios help investors to determine whether McPhy 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 McPhy with respect to the benefits of owning McPhy Energy security.