Arab Moltaka's market value is the price at which a share of Arab Moltaka trades on a public exchange. It measures the collective expectations of Arab Moltaka Investments investors about its performance. Arab Moltaka is trading at 2.71 as of the 25th of November 2024. This is a 2.87% down since the beginning of the trading day. The stock's lowest day price was 2.69. With this module, you can estimate the performance of a buy and hold strategy of Arab Moltaka Investments and determine expected loss or profit from investing in Arab Moltaka over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Arab
Arab Moltaka '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 Arab Moltaka'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 Arab Moltaka.
0.00
10/26/2024
No Change 0.00
0.0
In 31 days
11/25/2024
0.00
If you would invest 0.00 in Arab Moltaka on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Arab Moltaka Investments or generate 0.0% return on investment in Arab Moltaka over 30 days.
Arab Moltaka 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 Arab Moltaka'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 Arab Moltaka Investments 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 Arab Moltaka's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arab Moltaka's standard deviation. In reality, there are many statistical measures that can use Arab Moltaka historical prices to predict the future Arab Moltaka's volatility.
Arab Moltaka appears to be very risky, given 3 months investment horizon. Arab Moltaka Investments secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Arab Moltaka Investments, which you can use to evaluate the volatility of the firm. Please makes use of Arab Moltaka's risk adjusted performance of 0.0773, and Mean Deviation of 2.73 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Arab Moltaka holds a performance score of 8. The firm shows a Beta (market volatility) of 0.0048, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Arab Moltaka's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arab Moltaka is expected to be smaller as well. Please check Arab Moltaka's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether Arab Moltaka's price patterns will revert.
Auto-correlation
-0.41
Modest reverse predictability
Arab Moltaka Investments has modest reverse predictability. Overlapping area represents the amount of predictability between Arab Moltaka time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Arab Moltaka Investments price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Arab Moltaka price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.41
Spearman Rank Test
-0.08
Residual Average
0.0
Price Variance
0.0
Arab Moltaka Investments lagged returns against current returns
Autocorrelation, which is Arab Moltaka 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 Arab Moltaka's stock expected returns. We can calculate the autocorrelation of Arab Moltaka returns to help us make a trade decision. For example, suppose you find that Arab Moltaka 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
Arab Moltaka 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 Arab Moltaka stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arab Moltaka stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arab Moltaka stock over time.
Current vs Lagged Prices
Timeline
Arab Moltaka Lagged Returns
When evaluating Arab Moltaka's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arab Moltaka stock have on its future price. Arab Moltaka 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, Arab Moltaka autocorrelation shows the relationship between Arab Moltaka stock current value and its past values and can show if there is a momentum factor associated with investing in Arab Moltaka Investments.
Regressed Prices
Timeline
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