MTY Food (Germany) Market Value
| 9MF Stock | EUR 33.05 0.45 1.38% |
| Symbol | MTY |
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 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 MTY Food.
| 12/23/2024 |
| 01/22/2025 |
If you would invest 0.00 in MTY Food on December 23, 2024 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 30 days. MTY Food is related to or competes with McDonalds, Starbucks, Chipotle Mexican, Compass Group, Restaurant Brands, Yum China, and Darden Restaurants. MTY Food Group Inc. operates as a franchisor in the quick service and casual dining food industry in Canada, the United ... 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 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 MTY Food Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.5 | |||
| Information Ratio | 0.047 | |||
| Maximum Drawdown | 8.68 | |||
| Value At Risk | (2.25) | |||
| Potential Upside | 2.84 |
MTY Food Market Risk Indicators
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.| Risk Adjusted Performance | 0.0627 | |||
| Jensen Alpha | 0.0955 | |||
| Total Risk Alpha | 0.0531 | |||
| Sortino Ratio | 0.0512 | |||
| Treynor Ratio | 0.3885 |
MTY Food Group Backtested Returns
At this point, MTY Food is very steady. MTY Food Group has Sharpe Ratio of 0.0955, which conveys that the firm had a 0.0955 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for MTY Food, which you can use to evaluate the volatility of the firm. Please verify MTY Food's Mean Deviation of 1.25, risk adjusted performance of 0.0627, and Market Risk Adjusted Performance of 0.3985 to check out if the risk estimate we provide is consistent with the expected return of 0.16%. MTY Food has a performance score of 7 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.26, which conveys not very significant fluctuations relative to the market. 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. MTY Food Group presently secures a risk of 1.65%. Please verify MTY Food Group sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if MTY Food Group will be following its current price movements.
Auto-correlation | -0.46 |
Modest reverse predictability
MTY Food Group has modest reverse predictability. Overlapping area represents the amount of predictability between MTY Food time series from 23rd of December 2024 to 7th of January 2025 and 7th of January 2025 to 22nd of January 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 -0.46 indicates that about 46.0% of current MTY Food price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
MTY Food Group lagged returns against current returns
Autocorrelation, which is MTY Food 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 MTY Food's stock 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 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 |
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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MTY Food stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MTY Food stock 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 stock 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 stock current value and its past values and can show if there is a momentum factor associated with investing in MTY Food Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in MTY Stock
MTY Food financial ratios help investors to determine whether MTY 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 MTY with respect to the benefits of owning MTY Food security.