Magnitude International Ltd Stock Market Value
| MAGH Stock | 6.76 0.00 0.00% |
| Symbol | Magnitude |
Magnitude International Price To Book Ratio
Is Engineering & Construction space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Magnitude International. If investors know Magnitude will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Magnitude International listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Magnitude International is measured differently than its book value, which is the value of Magnitude that is recorded on the company's balance sheet. Investors also form their own opinion of Magnitude International's value that differs from its market value or its book value, called intrinsic value, which is Magnitude International's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Magnitude International's market value can be influenced by many factors that don't directly affect Magnitude International's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Magnitude International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Magnitude International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Magnitude International'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.
Magnitude International '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 Magnitude International'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 Magnitude International.
| 12/01/2025 |
| 12/31/2025 |
If you would invest 0.00 in Magnitude International on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding Magnitude International Ltd or generate 0.0% return on investment in Magnitude International over 30 days. Magnitude International is related to or competes with Alpha Pro, RYojbaba Co,, Ads Tec, Draganfly, Supercom, Pioneer Power, and BrilliA. Magnitude International is entity of United States More
Magnitude International 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 Magnitude International'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 Magnitude International Ltd upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.3 | |||
| Information Ratio | 0.294 | |||
| Maximum Drawdown | 44.43 | |||
| Value At Risk | (5.59) | |||
| Potential Upside | 25.78 |
Magnitude International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Magnitude International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Magnitude International's standard deviation. In reality, there are many statistical measures that can use Magnitude International historical prices to predict the future Magnitude International's volatility.| Risk Adjusted Performance | 0.2203 | |||
| Jensen Alpha | 2.93 | |||
| Total Risk Alpha | 2.03 | |||
| Sortino Ratio | 0.5255 | |||
| Treynor Ratio | (2.02) |
Magnitude International Backtested Returns
Magnitude International is very risky given 3 months investment horizon. Magnitude International has Sharpe Ratio of 0.31, which conveys that the firm had a 0.31 % return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-five different technical indicators, which can help you to evaluate if expected returns of 2.96% are justified by taking the suggested risk. Use Magnitude International Mean Deviation of 5.95, risk adjusted performance of 0.2203, and Downside Deviation of 5.3 to evaluate company specific risk that cannot be diversified away. Magnitude International holds a performance score of 24 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -1.41, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Magnitude International are expected to decrease by larger amounts. On the other hand, during market turmoil, Magnitude International is expected to outperform it. Use Magnitude International value at risk, kurtosis, and the relationship between the sortino ratio and semi variance , to analyze future returns on Magnitude International.
Auto-correlation | 0.00 |
No correlation between past and present
Magnitude International Ltd has no correlation between past and present. Overlapping area represents the amount of predictability between Magnitude International time series from 1st of December 2025 to 16th of December 2025 and 16th of December 2025 to 31st 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 Magnitude International price movement. The serial correlation of 0.0 indicates that just 0.0% of current Magnitude International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Magnitude International lagged returns against current returns
Autocorrelation, which is Magnitude International 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 Magnitude International's stock expected returns. We can calculate the autocorrelation of Magnitude International returns to help us make a trade decision. For example, suppose you find that Magnitude International 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 |
Magnitude International 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 Magnitude International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Magnitude International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Magnitude International stock over time.
Current vs Lagged Prices |
| Timeline |
Magnitude International Lagged Returns
When evaluating Magnitude International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Magnitude International stock have on its future price. Magnitude International 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, Magnitude International autocorrelation shows the relationship between Magnitude International stock current value and its past values and can show if there is a momentum factor associated with investing in Magnitude International Ltd.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| DD | Dupont De Nemours | |
| CRDO | Credo Technology Group | |
| GOOG | Alphabet Inc Class C | |
| BAC | Bank of America | |
| CRM | Salesforce |
Check out Magnitude International Correlation, Magnitude International Volatility and Magnitude International Alpha and Beta module to complement your research on Magnitude International. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Magnitude International technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.