Mbank Sa Stock Market Value
| MBAKF Stock | 39.88 0.00 0.00% |
| Symbol | MBank |
MBank SA '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 MBank SA'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 MBank SA.
| 09/12/2024 |
| 12/11/2024 |
If you would invest 0.00 in MBank SA on September 12, 2024 and sell it all today you would earn a total of 0.00 from holding mBank SA or generate 0.0% return on investment in MBank SA over 90 days. MBank SA is related to or competes with Zions Bancorporation, Huntington Bancshares, Comerica, Western Alliance, US Bancorp, KeyCorp, and First Horizon. More
MBank SA 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 MBank SA'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 mBank SA upside and downside potential and time the market with a certain degree of confidence.
MBank SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MBank SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MBank SA's standard deviation. In reality, there are many statistical measures that can use MBank SA historical prices to predict the future MBank SA's volatility.mBank SA Backtested Returns
We have found three technical indicators for MBank SA, which you can use to evaluate the volatility of the entity. The firm secures a Beta (Market Risk) of 0.0, which conveys not very significant fluctuations relative to the market. the returns on MARKET and MBank SA are completely uncorrelated.
Auto-correlation | 0.00 |
No correlation between past and present
mBank SA has no correlation between past and present. Overlapping area represents the amount of predictability between MBank SA time series from 12th of September 2024 to 27th of October 2024 and 27th of October 2024 to 11th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of mBank SA price movement. The serial correlation of 0.0 indicates that just 0.0% of current MBank SA 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 |
mBank SA lagged returns against current returns
Autocorrelation, which is MBank SA 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 MBank SA's pink sheet expected returns. We can calculate the autocorrelation of MBank SA returns to help us make a trade decision. For example, suppose you find that MBank SA 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 |
MBank SA 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 MBank SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MBank SA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MBank SA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
MBank SA Lagged Returns
When evaluating MBank SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MBank SA pink sheet have on its future price. MBank SA 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, MBank SA autocorrelation shows the relationship between MBank SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in mBank SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in MBank Pink Sheet
MBank SA financial ratios help investors to determine whether MBank 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 MBank with respect to the benefits of owning MBank SA security.