Mandarin Oriental International Stock Market Value
| MAORF Stock | USD 3.00 0.00 0.00% |
| Symbol | Mandarin |
Mandarin Oriental '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 Mandarin Oriental'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 Mandarin Oriental.
| 07/25/2025 |
| 01/21/2026 |
If you would invest 0.00 in Mandarin Oriental on July 25, 2025 and sell it all today you would earn a total of 0.00 from holding Mandarin Oriental International or generate 0.0% return on investment in Mandarin Oriental over 180 days. Mandarin Oriental is related to or competes with Pandox AB, Jet2 Plc, Woolworths Holdings, Frasers Group, Jollibee Foods, Jollibee Foods, and SIG Combibloc. Mandarin Oriental International Limited, together with its subsidiaries, owns and operates hotels, resorts, and residenc... More
Mandarin Oriental 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 Mandarin Oriental'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 Mandarin Oriental International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 14.53 | |||
| Information Ratio | 0.0775 | |||
| Maximum Drawdown | 47.21 | |||
| Value At Risk | (13.94) | |||
| Potential Upside | 22.07 |
Mandarin Oriental Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mandarin Oriental's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mandarin Oriental's standard deviation. In reality, there are many statistical measures that can use Mandarin Oriental historical prices to predict the future Mandarin Oriental's volatility.| Risk Adjusted Performance | 0.0721 | |||
| Jensen Alpha | 0.7721 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0447 | |||
| Treynor Ratio | (0.79) |
Mandarin Oriental Backtested Returns
Mandarin Oriental appears to be dangerous, given 3 months investment horizon. Mandarin Oriental has Sharpe Ratio of 0.0501, which conveys that the firm had a 0.0501 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Mandarin Oriental, which you can use to evaluate the volatility of the firm. Please exercise Mandarin Oriental's Mean Deviation of 4.23, downside deviation of 14.53, and Risk Adjusted Performance of 0.0721 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mandarin Oriental holds a performance score of 3. The company secures a Beta (Market Risk) of -0.91, which conveys possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Mandarin Oriental are expected to decrease slowly. On the other hand, during market turmoil, Mandarin Oriental is expected to outperform it slightly. Please check Mandarin Oriental's treynor ratio, as well as the relationship between the downside variance and kurtosis , to make a quick decision on whether Mandarin Oriental's current price movements will revert.
Auto-correlation | -0.07 |
Very weak reverse predictability
Mandarin Oriental International has very weak reverse predictability. Overlapping area represents the amount of predictability between Mandarin Oriental time series from 25th of July 2025 to 23rd of October 2025 and 23rd of October 2025 to 21st 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 Mandarin Oriental price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Mandarin Oriental price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Mandarin Oriental lagged returns against current returns
Autocorrelation, which is Mandarin Oriental 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 Mandarin Oriental's pink sheet expected returns. We can calculate the autocorrelation of Mandarin Oriental returns to help us make a trade decision. For example, suppose you find that Mandarin Oriental 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 |
Mandarin Oriental 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 Mandarin Oriental pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mandarin Oriental pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mandarin Oriental pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mandarin Oriental Lagged Returns
When evaluating Mandarin Oriental's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mandarin Oriental pink sheet have on its future price. Mandarin Oriental 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, Mandarin Oriental autocorrelation shows the relationship between Mandarin Oriental pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mandarin Oriental International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Mandarin Pink Sheet
Mandarin Oriental financial ratios help investors to determine whether Mandarin 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 Mandarin with respect to the benefits of owning Mandarin Oriental security.