MATSA RESOURCES (Germany) Market Value
| KB2 Stock | 0.06 0 4.45% |
| Symbol | MATSA |
MATSA RESOURCES '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 MATSA RESOURCES'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 MATSA RESOURCES.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in MATSA RESOURCES on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding MATSA RESOURCES or generate 0.0% return on investment in MATSA RESOURCES over 30 days. MATSA RESOURCES is related to or competes with Lamar Advertising, MUTUIONLINE, Evolution Mining, CarsalesCom, GungHo Online, and ARDAGH METAL. More
MATSA RESOURCES 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 MATSA RESOURCES'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 MATSA RESOURCES upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.91 | |||
| Information Ratio | 0.0298 | |||
| Maximum Drawdown | 32.06 | |||
| Value At Risk | (8.57) | |||
| Potential Upside | 9.51 |
MATSA RESOURCES Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MATSA RESOURCES's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MATSA RESOURCES's standard deviation. In reality, there are many statistical measures that can use MATSA RESOURCES historical prices to predict the future MATSA RESOURCES's volatility.| Risk Adjusted Performance | 0.0381 | |||
| Jensen Alpha | 0.1899 | |||
| Total Risk Alpha | (0.24) | |||
| Sortino Ratio | 0.0284 | |||
| Treynor Ratio | 0.367 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MATSA RESOURCES's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
MATSA RESOURCES Backtested Returns
MATSA RESOURCES appears to be out of control, given 3 months investment horizon. MATSA RESOURCES has Sharpe Ratio of 0.0413, which conveys that the company had a 0.0413 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for MATSA RESOURCES, which you can use to evaluate the volatility of the entity. Please exercise MATSA RESOURCES's mean deviation of 3.9, and Downside Deviation of 5.91 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MATSA RESOURCES holds a performance score of 3. The firm secures a Beta (Market Risk) of 0.61, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MATSA RESOURCES's returns are expected to increase less than the market. However, during the bear market, the loss of holding MATSA RESOURCES is expected to be smaller as well. Please check MATSA RESOURCES's downside variance, kurtosis, and the relationship between the value at risk and expected short fall , to make a quick decision on whether MATSA RESOURCES's current price movements will revert.
Auto-correlation | -0.35 |
Poor reverse predictability
MATSA RESOURCES has poor reverse predictability. Overlapping area represents the amount of predictability between MATSA RESOURCES time series from 24th of November 2025 to 9th of December 2025 and 9th of December 2025 to 24th of December 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 MATSA RESOURCES price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current MATSA RESOURCES price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
MATSA RESOURCES lagged returns against current returns
Autocorrelation, which is MATSA RESOURCES 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 MATSA RESOURCES's stock expected returns. We can calculate the autocorrelation of MATSA RESOURCES returns to help us make a trade decision. For example, suppose you find that MATSA RESOURCES 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 |
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MATSA RESOURCES 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 MATSA RESOURCES stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MATSA RESOURCES stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MATSA RESOURCES stock over time.
Current vs Lagged Prices |
| Timeline |
MATSA RESOURCES Lagged Returns
When evaluating MATSA RESOURCES's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MATSA RESOURCES stock have on its future price. MATSA RESOURCES 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, MATSA RESOURCES autocorrelation shows the relationship between MATSA RESOURCES stock current value and its past values and can show if there is a momentum factor associated with investing in MATSA RESOURCES.
Regressed Prices |
| Timeline |
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Additional Tools for MATSA Stock Analysis
When running MATSA RESOURCES's price analysis, check to measure MATSA RESOURCES'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 MATSA RESOURCES is operating at the current time. Most of MATSA RESOURCES's value examination focuses on studying past and present price action to predict the probability of MATSA RESOURCES's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MATSA RESOURCES's price. Additionally, you may evaluate how the addition of MATSA RESOURCES to your portfolios can decrease your overall portfolio volatility.