Majestic Capital Stock Market Value
| MAJCQ Stock | USD 0.0002 0.00 0.00% |
| Symbol | Majestic |
Majestic Capital '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 Majestic Capital'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 Majestic Capital.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Majestic Capital on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Majestic Capital or generate 0.0% return on investment in Majestic Capital over 30 days. Majestic Capital, Ltd., through its subsidiaries, provides workers compensation insurance products More
Majestic Capital 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 Majestic Capital'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 Majestic Capital upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1166 | |||
| Maximum Drawdown | 100.0 |
Majestic Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Majestic Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Majestic Capital's standard deviation. In reality, there are many statistical measures that can use Majestic Capital historical prices to predict the future Majestic Capital's volatility.| Risk Adjusted Performance | 0.096 | |||
| Jensen Alpha | 1.44 | |||
| Total Risk Alpha | 0.2763 | |||
| Treynor Ratio | 1.56 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Majestic Capital'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.
Majestic Capital Backtested Returns
Majestic Capital is out of control given 3 months investment horizon. Majestic Capital 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 were able to break down sixteen different technical indicators, which can help you to evaluate if expected returns of 1.56% are justified by taking the suggested risk. Use Majestic Capital Risk Adjusted Performance of 0.096, mean deviation of 2.98, and Standard Deviation of 12.31 to evaluate company specific risk that cannot be diversified away. Majestic Capital holds a performance score of 9 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 0.97, which conveys possible diversification benefits within a given portfolio. Majestic Capital returns are very sensitive to returns on the market. As the market goes up or down, Majestic Capital is expected to follow. Use Majestic Capital standard deviation and skewness , to analyze future returns on Majestic Capital.
Auto-correlation | 0.00 |
No correlation between past and present
Majestic Capital has no correlation between past and present. Overlapping area represents the amount of predictability between Majestic Capital time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Majestic Capital price movement. The serial correlation of 0.0 indicates that just 0.0% of current Majestic Capital 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 |
Majestic Capital lagged returns against current returns
Autocorrelation, which is Majestic Capital 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 Majestic Capital's pink sheet expected returns. We can calculate the autocorrelation of Majestic Capital returns to help us make a trade decision. For example, suppose you find that Majestic Capital 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 |
Majestic Capital 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 Majestic Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Majestic Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Majestic Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Majestic Capital Lagged Returns
When evaluating Majestic Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Majestic Capital pink sheet have on its future price. Majestic Capital 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, Majestic Capital autocorrelation shows the relationship between Majestic Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Majestic Capital.
Regressed Prices |
| Timeline |
Pair Trading with Majestic Capital
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Majestic Capital position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Majestic Capital will appreciate offsetting losses from the drop in the long position's value.Moving together with Majestic Pink Sheet
Moving against Majestic Pink Sheet
| 0.44 | RYSKF | Reysas Tasimacilik | PairCorr |
| 0.44 | CYPS | Cyclo3pss | PairCorr |
| 0.32 | BKRKY | Bank Rakyat | PairCorr |
| 0.31 | BKRKF | PT Bank Rakyat | PairCorr |
The ability to find closely correlated positions to Majestic Capital could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Majestic Capital when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Majestic Capital - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Majestic Capital to buy it.
The correlation of Majestic Capital is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Majestic Capital moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Majestic Capital moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Majestic Capital can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Majestic Pink Sheet Analysis
When running Majestic Capital's price analysis, check to measure Majestic Capital'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 Majestic Capital is operating at the current time. Most of Majestic Capital's value examination focuses on studying past and present price action to predict the probability of Majestic Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Majestic Capital's price. Additionally, you may evaluate how the addition of Majestic Capital to your portfolios can decrease your overall portfolio volatility.