Maple Leaf (Germany) Market Value
| M1L Stock | 14.10 0.20 1.40% |
| Symbol | Maple |
Maple Leaf '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 Maple Leaf'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 Maple Leaf.
| 01/03/2025 |
| 02/02/2025 |
If you would invest 0.00 in Maple Leaf on January 3, 2025 and sell it all today you would earn a total of 0.00 from holding Maple Leaf Foods or generate 0.0% return on investment in Maple Leaf over 30 days. Maple Leaf is related to or competes with Australian Agricultural, Sumitomo Mitsui, NTG Nordic, China Railway, Fukuyama Transporting, JD SPORTS, and DICKS Sporting. More
Maple Leaf 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 Maple Leaf'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 Maple Leaf Foods upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.73 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 8.61 | |||
| Value At Risk | (2.08) | |||
| Potential Upside | 2.86 |
Maple Leaf Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maple Leaf's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Maple Leaf's standard deviation. In reality, there are many statistical measures that can use Maple Leaf historical prices to predict the future Maple Leaf's volatility.| Risk Adjusted Performance | 0.0124 | |||
| Jensen Alpha | 0.0065 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.25) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Maple Leaf'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.
Maple Leaf Foods Backtested Returns
Currently, Maple Leaf Foods is not too volatile. Maple Leaf Foods has Sharpe Ratio of 0.0152, which conveys that the firm had a 0.0152 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Maple Leaf, which you can use to evaluate the volatility of the firm. Please verify Maple Leaf's Mean Deviation of 1.25, risk adjusted performance of 0.0124, and Downside Deviation of 1.73 to check out if the risk estimate we provide is consistent with the expected return of 0.0273%. Maple Leaf has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0203, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Maple Leaf are expected to decrease at a much lower rate. During the bear market, Maple Leaf is likely to outperform the market. Maple Leaf Foods right now secures a risk of 1.79%. Please verify Maple Leaf Foods expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to decide if Maple Leaf Foods will be following its current price movements.
Auto-correlation | -0.03 |
Very weak reverse predictability
Maple Leaf Foods has very weak reverse predictability. Overlapping area represents the amount of predictability between Maple Leaf time series from 3rd of January 2025 to 18th of January 2025 and 18th of January 2025 to 2nd of February 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 Maple Leaf Foods price movement. The serial correlation of -0.03 indicates that only 3.0% of current Maple Leaf price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Maple Leaf Foods lagged returns against current returns
Autocorrelation, which is Maple Leaf 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 Maple Leaf's stock expected returns. We can calculate the autocorrelation of Maple Leaf returns to help us make a trade decision. For example, suppose you find that Maple Leaf 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 |
Maple Leaf 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 Maple Leaf stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Maple Leaf stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Maple Leaf stock over time.
Current vs Lagged Prices |
| Timeline |
Maple Leaf Lagged Returns
When evaluating Maple Leaf's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Maple Leaf stock have on its future price. Maple Leaf 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, Maple Leaf autocorrelation shows the relationship between Maple Leaf stock current value and its past values and can show if there is a momentum factor associated with investing in Maple Leaf Foods.
Regressed Prices |
| Timeline |
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Additional Tools for Maple Stock Analysis
When running Maple Leaf's price analysis, check to measure Maple Leaf'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 Maple Leaf is operating at the current time. Most of Maple Leaf's value examination focuses on studying past and present price action to predict the probability of Maple Leaf's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Maple Leaf's price. Additionally, you may evaluate how the addition of Maple Leaf to your portfolios can decrease your overall portfolio volatility.