MFC Strategic (Thailand) Market Value
| M-STOR Stock | THB 7.45 0.00 0.00% |
| Symbol | MFC |
MFC Strategic '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 MFC Strategic'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 MFC Strategic.
| 01/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in MFC Strategic on January 9, 2023 and sell it all today you would earn a total of 0.00 from holding MFC Strategic Storage or generate 0.0% return on investment in MFC Strategic over 690 days. MFC Strategic is related to or competes with LH Shopping, HEMARAJ INDUSTRIAL, and Land. MFC-Strategic Storage Fund specializes in real estate investments More
MFC Strategic 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 MFC Strategic'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 MFC Strategic Storage upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 7.96 | |||
| Value At Risk | (1.41) | |||
| Potential Upside | 0.6803 |
MFC Strategic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MFC Strategic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MFC Strategic's standard deviation. In reality, there are many statistical measures that can use MFC Strategic historical prices to predict the future MFC Strategic's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | 1.5 |
MFC Strategic Storage Backtested Returns
MFC Strategic is out of control given 3 months investment horizon. MFC Strategic Storage retains Efficiency (Sharpe Ratio) of 0.47, which conveys that the firm had a 0.47% return per unit of risk over the last 3 months. We are able to interpolate and collect eighteen different technical indicators, which can help you to evaluate if expected returns of 203.63% are justified by taking the suggested risk. Use MFC Strategic Storage Coefficient Of Variation of (763.46), mean deviation of 0.4502, and Market Risk Adjusted Performance of 1.51 to evaluate company specific risk that cannot be diversified away. MFC Strategic holds a performance score of 36 on a scale of zero to a hundred. The company owns a Beta (Systematic Risk) of -0.0927, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MFC Strategic are expected to decrease at a much lower rate. During the bear market, MFC Strategic is likely to outperform the market. Use MFC Strategic Storage mean deviation, jensen alpha, as well as the relationship between the Jensen Alpha and kurtosis , to analyze future returns on MFC Strategic Storage.
Auto-correlation | 0.00 |
No correlation between past and present
MFC Strategic Storage has no correlation between past and present. Overlapping area represents the amount of predictability between MFC Strategic time series from 9th of January 2023 to 20th of December 2023 and 20th of December 2023 to 29th 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 MFC Strategic Storage price movement. The serial correlation of 0.0 indicates that just 0.0% of current MFC Strategic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 12.79 |
MFC Strategic Storage lagged returns against current returns
Autocorrelation, which is MFC Strategic 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 MFC Strategic's stock expected returns. We can calculate the autocorrelation of MFC Strategic returns to help us make a trade decision. For example, suppose you find that MFC Strategic 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 |
MFC Strategic 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 MFC Strategic stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MFC Strategic stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MFC Strategic stock over time.
Current vs Lagged Prices |
| Timeline |
MFC Strategic Lagged Returns
When evaluating MFC Strategic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MFC Strategic stock have on its future price. MFC Strategic 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, MFC Strategic autocorrelation shows the relationship between MFC Strategic stock current value and its past values and can show if there is a momentum factor associated with investing in MFC Strategic Storage.
Regressed Prices |
| Timeline |
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MFC Strategic financial ratios help investors to determine whether MFC 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 MFC with respect to the benefits of owning MFC Strategic security.