MTY Food's market value is the price at which a share of MTY Food trades on a public exchange. It measures the collective expectations of MTY Food Group investors about its performance. MTY Food is trading at 27.85 as of the 4th of August 2025. This is a 1.59 percent decrease since the beginning of the trading day. The stock's lowest day price was 27.85. With this module, you can estimate the performance of a buy and hold strategy of MTY Food Group and determine expected loss or profit from investing in MTY Food over a given investment horizon. Check out MTY Food Correlation, MTY Food Volatility and MTY Food Alpha and Beta module to complement your research on MTY Food.
Please note, there is a significant difference between MTY Food's value and its price as these two are different measures arrived at by different means. Investors typically determine if MTY Food is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MTY Food'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.
MTY Food '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 MTY Food'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 MTY Food.
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05/06/2025
No Change 0.00
0.0
In 2 months and 31 days
08/04/2025
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If you would invest 0.00 in MTY Food on May 6, 2025 and sell it all today you would earn a total of 0.00 from holding MTY Food Group or generate 0.0% return on investment in MTY Food over 90 days. MTY Food is related to or competes with Jollibee Foods, Nathans Famous, Good Times, McDonalds Holdings, Compass Group, Cannae Holdings, and Brinker International. MTY Food Group Inc. franchises and operates quick-service, fast-casual, and casual dining restaurants in Canada, the Uni... More
MTY Food 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 MTY Food'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 MTY Food Group upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for MTY Food's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MTY Food's standard deviation. In reality, there are many statistical measures that can use MTY Food historical prices to predict the future MTY Food's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as MTY Food. Your research has to be compared to or analyzed against MTY Food's peers to derive any actionable benefits. When done correctly, MTY Food's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in MTY Food Group.
MTY Food Group Backtested Returns
MTY Food Group has Sharpe Ratio of -0.0669, which conveys that the firm had a -0.0669 % return per unit of standard deviation over the last 3 months. MTY Food exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MTY Food's Risk Adjusted Performance of (0.03), market risk adjusted performance of (0.19), and Mean Deviation of 1.15 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.65, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MTY Food's returns are expected to increase less than the market. However, during the bear market, the loss of holding MTY Food is expected to be smaller as well. At this point, MTY Food Group has a negative expected return of -0.17%. Please make sure to verify MTY Food's potential upside, daily balance of power, as well as the relationship between the Daily Balance Of Power and market facilitation index , to decide if MTY Food Group performance from the past will be repeated at some future point.
Auto-correlation
0.40
Average predictability
MTY Food Group has average predictability. Overlapping area represents the amount of predictability between MTY Food time series from 6th of May 2025 to 20th of June 2025 and 20th of June 2025 to 4th 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 MTY Food Group price movement. The serial correlation of 0.4 indicates that just about 40.0% of current MTY Food price fluctuation can be explain by its past prices.
Correlation Coefficient
0.4
Spearman Rank Test
0.54
Residual Average
0.0
Price Variance
1.84
MTY Food Group lagged returns against current returns
Autocorrelation, which is MTY Food 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 MTY Food's pink sheet expected returns. We can calculate the autocorrelation of MTY Food returns to help us make a trade decision. For example, suppose you find that MTY Food 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
MTY Food 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 MTY Food pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MTY Food pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MTY Food pink sheet over time.
Current vs Lagged Prices
Timeline
MTY Food Lagged Returns
When evaluating MTY Food's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MTY Food pink sheet have on its future price. MTY Food 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, MTY Food autocorrelation shows the relationship between MTY Food pink sheet current value and its past values and can show if there is a momentum factor associated with investing in MTY Food Group.
MTY Food financial ratios help investors to determine whether MTY 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 MTY with respect to the benefits of owning MTY Food security.