Masterflex (Germany) Market Value
| MZX Stock | EUR 14.50 0.05 0.34% |
| Symbol | Masterflex |
Please note, there is a significant difference between Masterflex's value and its price as these two are different measures arrived at by different means. Investors typically determine if Masterflex is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Masterflex'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.
Masterflex '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 Masterflex'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 Masterflex.
| 05/27/2025 |
| 08/25/2025 |
If you would invest 0.00 in Masterflex on May 27, 2025 and sell it all today you would earn a total of 0.00 from holding Masterflex SE or generate 0.0% return on investment in Masterflex over 90 days. Masterflex is related to or competes with MAROC TELECOM, Chunghwa Telecom, Singapore Telecommunicatio, FRACTAL GAMING, and Boyd Gaming. More
Masterflex 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 Masterflex'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 Masterflex SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.05 | |||
| Information Ratio | 0.1265 | |||
| Maximum Drawdown | 16.48 | |||
| Value At Risk | (4.20) | |||
| Potential Upside | 5.86 |
Masterflex Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Masterflex's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Masterflex's standard deviation. In reality, there are many statistical measures that can use Masterflex historical prices to predict the future Masterflex's volatility.| Risk Adjusted Performance | 0.1258 | |||
| Jensen Alpha | 0.3665 | |||
| Total Risk Alpha | 0.091 | |||
| Sortino Ratio | 0.1289 | |||
| Treynor Ratio | 0.3806 |
Masterflex SE Backtested Returns
Masterflex appears to be not too volatile, given 3 months investment horizon. Masterflex SE has Sharpe Ratio of 0.17, which conveys that the firm had a 0.17 % return per unit of risk over the last 3 months. By analyzing Masterflex's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please exercise Masterflex's Mean Deviation of 2.15, risk adjusted performance of 0.1258, and Downside Deviation of 3.05 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Masterflex holds a performance score of 13. The company secures a Beta (Market Risk) of 1.28, 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, Masterflex will likely underperform. Please check Masterflex's downside variance, kurtosis, and the relationship between the value at risk and expected short fall , to make a quick decision on whether Masterflex's current price movements will revert.
Auto-correlation | 0.84 |
Very good predictability
Masterflex SE has very good predictability. Overlapping area represents the amount of predictability between Masterflex time series from 27th of May 2025 to 11th of July 2025 and 11th of July 2025 to 25th 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 Masterflex SE price movement. The serial correlation of 0.84 indicates that around 84.0% of current Masterflex price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.82 |
Masterflex SE lagged returns against current returns
Autocorrelation, which is Masterflex 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 Masterflex's stock expected returns. We can calculate the autocorrelation of Masterflex returns to help us make a trade decision. For example, suppose you find that Masterflex 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 |
Masterflex 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 Masterflex stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Masterflex stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Masterflex stock over time.
Current vs Lagged Prices |
| Timeline |
Masterflex Lagged Returns
When evaluating Masterflex's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Masterflex stock have on its future price. Masterflex 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, Masterflex autocorrelation shows the relationship between Masterflex stock current value and its past values and can show if there is a momentum factor associated with investing in Masterflex SE.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Masterflex Stock
Masterflex financial ratios help investors to determine whether Masterflex 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 Masterflex with respect to the benefits of owning Masterflex security.