Mader Group's market value is the price at which a share of Mader Group trades on a public exchange. It measures the collective expectations of Mader Group Limited investors about its performance. Mader Group is trading at 4.00 as of the 31st of January 2025. This is a 12.04 percent increase since the beginning of the trading day. The stock's lowest day price was 4.0. With this module, you can estimate the performance of a buy and hold strategy of Mader Group Limited and determine expected loss or profit from investing in Mader Group over a given investment horizon. Check out Mader Group Correlation, Mader Group Volatility and Mader Group Alpha and Beta module to complement your research on Mader Group.
Please note, there is a significant difference between Mader Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mader Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mader Group's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Mader 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 Mader Group's pink sheet 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 Mader Group.
0.00
02/11/2023
No Change 0.00
0.0
In 1 year 11 months and 22 days
01/31/2025
0.00
If you would invest 0.00 in Mader Group on February 11, 2023 and sell it all today you would earn a total of 0.00 from holding Mader Group Limited or generate 0.0% return on investment in Mader Group over 720 days. Mader Group is related to or competes with Skillful Craftsman, Yuexiu Transport, Electrovaya Common, Saia, Toro, and FlyExclusive,. More
Mader 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 Mader Group's pink sheet 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 Mader Group Limited 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 Mader Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mader Group's standard deviation. In reality, there are many statistical measures that can use Mader Group historical prices to predict the future Mader Group's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Mader Group. Your research has to be compared to or analyzed against Mader Group's peers to derive any actionable benefits. When done correctly, Mader Group's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Mader Group Limited.
Mader Group Limited Backtested Returns
Mader Group appears to be slightly risky, given 3 months investment horizon. Mader Group Limited has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Mader Group, which you can use to evaluate the volatility of the firm. Please exercise Mader Group's Standard Deviation of 1.57, mean deviation of 0.4014, and Risk Adjusted Performance of 0.1134 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mader Group holds a performance score of 10. The company secures a Beta (Market Risk) of -0.5, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Mader Group are expected to decrease at a much lower rate. During the bear market, Mader Group is likely to outperform the market. Please check Mader Group's variance, daily balance of power, relative strength index, as well as the relationship between the total risk alpha and day typical price , to make a quick decision on whether Mader Group's current price movements will revert.
Auto-correlation
-0.46
Modest reverse predictability
Mader Group Limited has modest reverse predictability. Overlapping area represents the amount of predictability between Mader Group time series from 11th of February 2023 to 6th of February 2024 and 6th of February 2024 to 31st of January 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 Mader Group Limited price movement. The serial correlation of -0.46 indicates that about 46.0% of current Mader Group price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.46
Spearman Rank Test
-0.69
Residual Average
0.0
Price Variance
0.06
Mader Group Limited lagged returns against current returns
Autocorrelation, which is Mader Group pink sheet'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 Mader Group's pink sheet expected returns. We can calculate the autocorrelation of Mader Group returns to help us make a trade decision. For example, suppose you find that Mader Group has exhibited high autocorrelation historically, and you observe that the pink sheet 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
Mader 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 Mader Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mader Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mader Group pink sheet over time.
Current vs Lagged Prices
Timeline
Mader Group Lagged Returns
When evaluating Mader Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mader Group pink sheet have on its future price. Mader 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, Mader Group autocorrelation shows the relationship between Mader Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mader Group Limited.
Other Information on Investing in Mader Pink Sheet
Mader Group financial ratios help investors to determine whether Mader Pink Sheet 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 Mader with respect to the benefits of owning Mader Group security.