Mobilezone Holding (UK) Market Value
| 0R6V Stock | 14.12 0.14 1.00% |
| Symbol | Mobilezone |
Mobilezone Holding '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 Mobilezone Holding'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 Mobilezone Holding.
| 05/27/2024 |
| 11/23/2024 |
If you would invest 0.00 in Mobilezone Holding on May 27, 2024 and sell it all today you would earn a total of 0.00 from holding mobilezone holding AG or generate 0.0% return on investment in Mobilezone Holding over 180 days. Mobilezone Holding is related to or competes with Samsung Electronics, Samsung Electronics, Hyundai, Toyota, MOL Hungarian, Reliance Industries, and SoftBank Group. Mobilezone Holding is entity of United Kingdom More
Mobilezone Holding 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 Mobilezone Holding'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 mobilezone holding AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7521 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 4.46 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 1.3 |
Mobilezone Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mobilezone Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mobilezone Holding's standard deviation. In reality, there are many statistical measures that can use Mobilezone Holding historical prices to predict the future Mobilezone Holding's volatility.| Risk Adjusted Performance | 0.0626 | |||
| Jensen Alpha | 0.037 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.3777 |
mobilezone holding Backtested Returns
Currently, mobilezone holding AG is very steady. mobilezone holding has Sharpe Ratio of 0.0967, which conveys that the firm had a 0.0967% return per unit of risk over the last 3 months. We have found thirty technical indicators for Mobilezone Holding, which you can use to evaluate the volatility of the firm. Please verify Mobilezone Holding's Downside Deviation of 0.7521, risk adjusted performance of 0.0626, and Market Risk Adjusted Performance of 0.3877 to check out if the risk estimate we provide is consistent with the expected return of 0.0768%. Mobilezone Holding has a performance score of 7 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.14, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mobilezone Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mobilezone Holding is expected to be smaller as well. mobilezone holding right now secures a risk of 0.79%. Please verify mobilezone holding AG market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if mobilezone holding AG will be following its current price movements.
Auto-correlation | -0.03 |
Very weak reverse predictability
mobilezone holding AG has very weak reverse predictability. Overlapping area represents the amount of predictability between Mobilezone Holding time series from 27th of May 2024 to 25th of August 2024 and 25th of August 2024 to 23rd 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 mobilezone holding price movement. The serial correlation of -0.03 indicates that only 3.0% of current Mobilezone Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
mobilezone holding lagged returns against current returns
Autocorrelation, which is Mobilezone Holding 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 Mobilezone Holding's stock expected returns. We can calculate the autocorrelation of Mobilezone Holding returns to help us make a trade decision. For example, suppose you find that Mobilezone Holding 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 |
Mobilezone Holding 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 Mobilezone Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mobilezone Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mobilezone Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Mobilezone Holding Lagged Returns
When evaluating Mobilezone Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mobilezone Holding stock have on its future price. Mobilezone Holding 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, Mobilezone Holding autocorrelation shows the relationship between Mobilezone Holding stock current value and its past values and can show if there is a momentum factor associated with investing in mobilezone holding AG.
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.Additional Tools for Mobilezone Stock Analysis
When running Mobilezone Holding's price analysis, check to measure Mobilezone Holding's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Mobilezone Holding is operating at the current time. Most of Mobilezone Holding's value examination focuses on studying past and present price action to predict the probability of Mobilezone Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mobilezone Holding's price. Additionally, you may evaluate how the addition of Mobilezone Holding to your portfolios can decrease your overall portfolio volatility.