M Tron Industries Stock Market Value
| MPTI Stock | USD 53.74 0.66 1.21% |
| Symbol | MPTI |
M tron Industries Price To Book Ratio
Is Electronic Equipment, Instruments & Components space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of M Tron. If investors know MPTI will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about M Tron listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.34 | Earnings Share 1.76 | Revenue Per Share 16.453 | Quarterly Revenue Growth 0.164 | Return On Assets 0.1999 |
The market value of M tron Industries is measured differently than its book value, which is the value of MPTI that is recorded on the company's balance sheet. Investors also form their own opinion of M Tron's value that differs from its market value or its book value, called intrinsic value, which is M Tron's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because M Tron's market value can be influenced by many factors that don't directly affect M Tron's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between M Tron's value and its price as these two are different measures arrived at by different means. Investors typically determine if M Tron is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, M Tron's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
M Tron '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 M Tron'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 M Tron.
| 10/14/2024 |
| 11/13/2024 |
If you would invest 0.00 in M Tron on October 14, 2024 and sell it all today you would earn a total of 0.00 from holding M tron Industries or generate 0.0% return on investment in M Tron over 30 days. M Tron is related to or competes with Ieh Corp, Micropac Industries, Deswell Industries, Methode Electronics, Richardson Electronics, OSI Systems, and Bel Fuse. M-tron Industries, Inc. designs, manufactures, and markets frequency and spectrum control products More
M Tron 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 M Tron'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 M tron Industries upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.96 | |||
| Information Ratio | 0.2464 | |||
| Maximum Drawdown | 17.47 | |||
| Value At Risk | (4.83) | |||
| Potential Upside | 6.93 |
M Tron Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for M Tron's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as M Tron's standard deviation. In reality, there are many statistical measures that can use M Tron historical prices to predict the future M Tron's volatility.| Risk Adjusted Performance | 0.2371 | |||
| Jensen Alpha | 0.7547 | |||
| Total Risk Alpha | 0.2891 | |||
| Sortino Ratio | 0.272 | |||
| Treynor Ratio | 0.7341 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of M Tron'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.
M tron Industries Backtested Returns
M Tron appears to be very steady, given 3 months investment horizon. M tron Industries has Sharpe Ratio of 0.25, which conveys that the company had a 0.25% return per unit of risk over the last 3 months. By inspecting M Tron's technical indicators, you can evaluate if the expected return of 0.74% is justified by implied risk. Please exercise M Tron's Downside Deviation of 2.96, coefficient of variation of 335.35, and Mean Deviation of 2.39 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, M Tron holds a performance score of 19. The firm secures a Beta (Market Risk) of 1.31, 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, M Tron will likely underperform. Please check M Tron's potential upside, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether M Tron's current price movements will revert.
Auto-correlation | 0.33 |
Below average predictability
M tron Industries has below average predictability. Overlapping area represents the amount of predictability between M Tron time series from 14th of October 2024 to 29th of October 2024 and 29th of October 2024 to 13th of November 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 M tron Industries price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current M Tron price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 2.07 |
M tron Industries lagged returns against current returns
Autocorrelation, which is M Tron 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 M Tron's stock expected returns. We can calculate the autocorrelation of M Tron returns to help us make a trade decision. For example, suppose you find that M Tron 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 |
M Tron 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 M Tron stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if M Tron stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in M Tron stock over time.
Current vs Lagged Prices |
| Timeline |
M Tron Lagged Returns
When evaluating M Tron's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of M Tron stock have on its future price. M Tron 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, M Tron autocorrelation shows the relationship between M Tron stock current value and its past values and can show if there is a momentum factor associated with investing in M tron Industries.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether M tron Industries offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of M Tron's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of M Tron Industries Stock. Outlined below are crucial reports that will aid in making a well-informed decision on M Tron Industries Stock:Check out M Tron Correlation, M Tron Volatility and M Tron Alpha and Beta module to complement your research on M Tron. You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
M Tron technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.