Massachusetts Business Development Stock Market Value
| MBDC Stock | USD 29.00 0.00 0.00% |
| Symbol | Massachusetts |
Massachusetts Business '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 Massachusetts Business' 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 Massachusetts Business.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Massachusetts Business on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding Massachusetts Business Development or generate 0.0% return on investment in Massachusetts Business over 30 days. Massachusetts Business is related to or competes with Arsenal Digital. Massachusetts Business Development Corp. provides supplemental financing and financial services to growing companies in ... More
Massachusetts Business 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 Massachusetts Business' 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 Massachusetts Business Development upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.61) | |||
| Maximum Drawdown | 1.04 |
Massachusetts Business Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Massachusetts Business' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Massachusetts Business' standard deviation. In reality, there are many statistical measures that can use Massachusetts Business historical prices to predict the future Massachusetts Business' volatility.| Risk Adjusted Performance | 9.0E-4 | |||
| Total Risk Alpha | (0.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Massachusetts Business' 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.
Massachusetts Business Backtested Returns
At this point, Massachusetts Business is very steady. Massachusetts Business has Sharpe Ratio of 0.0567, which conveys that the firm had a 0.0567 % return per unit of risk over the last 3 months. We have found thirteen technical indicators for Massachusetts Business, which you can use to evaluate the volatility of the firm. Please verify Massachusetts Business' Coefficient Of Variation of 1777.91, variance of 0.0213, and Risk Adjusted Performance of 9.0E-4 to check out if the risk estimate we provide is consistent with the expected return of 0.0083%. Massachusetts Business has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0, which conveys not very significant fluctuations relative to the market. the returns on MARKET and Massachusetts Business are completely uncorrelated. Massachusetts Business right now secures a risk of 0.15%. Please verify Massachusetts Business Development coefficient of variation, skewness, day typical price, as well as the relationship between the variance and rate of daily change , to decide if Massachusetts Business Development will be following its current price movements.
Auto-correlation | 0.17 |
Very weak predictability
Massachusetts Business Development has very weak predictability. Overlapping area represents the amount of predictability between Massachusetts Business time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th 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 Massachusetts Business price movement. The serial correlation of 0.17 indicates that over 17.0% of current Massachusetts Business price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.99 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Massachusetts Business lagged returns against current returns
Autocorrelation, which is Massachusetts Business 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 Massachusetts Business' pink sheet expected returns. We can calculate the autocorrelation of Massachusetts Business returns to help us make a trade decision. For example, suppose you find that Massachusetts Business 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 |
Massachusetts Business 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 Massachusetts Business pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Massachusetts Business pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Massachusetts Business pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Massachusetts Business Lagged Returns
When evaluating Massachusetts Business' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Massachusetts Business pink sheet have on its future price. Massachusetts Business 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, Massachusetts Business autocorrelation shows the relationship between Massachusetts Business pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Massachusetts Business Development.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Massachusetts Pink Sheet
Massachusetts Business financial ratios help investors to determine whether Massachusetts 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 Massachusetts with respect to the benefits of owning Massachusetts Business security.