Man Group (Germany) Market Value
| M3N Stock | EUR 3.02 0.06 1.95% |
| Symbol | Man |
Man Group '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 Man Group'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 Man Group.
| 12/21/2025 |
| 01/20/2026 |
If you would invest 0.00 in Man Group on December 21, 2025 and sell it all today you would earn a total of 0.00 from holding Man Group plc or generate 0.0% return on investment in Man Group over 30 days. Man Group is related to or competes with Apple, Apple, Apple, Apple, Apple, Apple, and Microsoft. The firm provides long-only and alternative investment management services worldwide More
Man Group 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 Man Group'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 Man Group plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.53 | |||
| Information Ratio | 0.2377 | |||
| Maximum Drawdown | 8.16 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 3.36 |
Man Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Man Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Man Group's standard deviation. In reality, there are many statistical measures that can use Man Group historical prices to predict the future Man Group's volatility.| Risk Adjusted Performance | 0.2084 | |||
| Jensen Alpha | 0.5291 | |||
| Total Risk Alpha | 0.2897 | |||
| Sortino Ratio | 0.2883 | |||
| Treynor Ratio | 18.09 |
Man Group plc Backtested Returns
Man Group appears to be slightly risky, given 3 months investment horizon. Man Group plc has Sharpe Ratio of 0.26, which conveys that the firm had a 0.26 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Man Group, which you can use to evaluate the volatility of the firm. Please exercise Man Group's Risk Adjusted Performance of 0.2084, downside deviation of 1.53, and Mean Deviation of 1.44 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Man Group holds a performance score of 20. The company secures a Beta (Market Risk) of 0.0294, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Man Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Man Group is expected to be smaller as well. Please check Man Group's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Man Group's current price movements will revert.
Auto-correlation | 0.66 |
Good predictability
Man Group plc has good predictability. Overlapping area represents the amount of predictability between Man Group time series from 21st of December 2025 to 5th of January 2026 and 5th of January 2026 to 20th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Man Group plc price movement. The serial correlation of 0.66 indicates that around 66.0% of current Man Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Man Group plc lagged returns against current returns
Autocorrelation, which is Man Group 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 Man Group's stock expected returns. We can calculate the autocorrelation of Man Group returns to help us make a trade decision. For example, suppose you find that Man Group 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 |
Man Group 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 Man Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Man Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Man Group stock over time.
Current vs Lagged Prices |
| Timeline |
Man Group Lagged Returns
When evaluating Man Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Man Group stock have on its future price. Man Group 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, Man Group autocorrelation shows the relationship between Man Group stock current value and its past values and can show if there is a momentum factor associated with investing in Man Group plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Man Stock
Man Group financial ratios help investors to determine whether Man 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 Man with respect to the benefits of owning Man Group security.