MPLX LP 52 Market Value
| 55336VAL4 | 87.76 0.15 0.17% |
| Symbol | 55336VAL4 |
55336VAL4 '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 55336VAL4's bond 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 55336VAL4.
| 05/09/2025 |
| 08/07/2025 |
If you would invest 0.00 in 55336VAL4 on May 9, 2025 and sell it all today you would earn a total of 0.00 from holding MPLX LP 52 or generate 0.0% return on investment in 55336VAL4 over 90 days. 55336VAL4 is related to or competes with Huize Holding, NI Holdings, Western Copper, EastGroup Properties, and Essent. More
55336VAL4 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 55336VAL4's bond 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 MPLX LP 52 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.4 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 10.05 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.21 |
55336VAL4 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 55336VAL4's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 55336VAL4's standard deviation. In reality, there are many statistical measures that can use 55336VAL4 historical prices to predict the future 55336VAL4's volatility.| Risk Adjusted Performance | 0.0362 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0917 |
MPLX LP 52 Backtested Returns
At this point, 55336VAL4 is very steady. MPLX LP 52 secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the bond had a close to zero % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for MPLX LP 52, which you can use to evaluate the volatility of the entity. Please confirm 55336VAL4's mean deviation of 0.7604, and Standard Deviation of 1.32 to double-check if the risk estimate we provide is consistent with the expected return of 0.0032%. The bond shows a Beta (market volatility) of 0.48, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 55336VAL4's returns are expected to increase less than the market. However, during the bear market, the loss of holding 55336VAL4 is expected to be smaller as well.
Auto-correlation | -0.31 |
Poor reverse predictability
MPLX LP 52 has poor reverse predictability. Overlapping area represents the amount of predictability between 55336VAL4 time series from 9th of May 2025 to 23rd of June 2025 and 23rd of June 2025 to 7th 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 MPLX LP 52 price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current 55336VAL4 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.46 |
MPLX LP 52 lagged returns against current returns
Autocorrelation, which is 55336VAL4 bond'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 55336VAL4's bond expected returns. We can calculate the autocorrelation of 55336VAL4 returns to help us make a trade decision. For example, suppose you find that 55336VAL4 has exhibited high autocorrelation historically, and you observe that the bond 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 |
55336VAL4 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 55336VAL4 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 55336VAL4 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 55336VAL4 bond over time.
Current vs Lagged Prices |
| Timeline |
55336VAL4 Lagged Returns
When evaluating 55336VAL4's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 55336VAL4 bond have on its future price. 55336VAL4 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, 55336VAL4 autocorrelation shows the relationship between 55336VAL4 bond current value and its past values and can show if there is a momentum factor associated with investing in MPLX LP 52.
Regressed Prices |
| Timeline |
Also Currently Popular
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 55336VAL4 Bond
55336VAL4 financial ratios help investors to determine whether 55336VAL4 Bond 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 55336VAL4 with respect to the benefits of owning 55336VAL4 security.