Mobilum Technologies Stock Market Value
| MBLMF Stock | USD 0.01 0.0001 0.80% |
| Symbol | Mobilum |
Mobilum Technologies '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 Mobilum Technologies' 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 Mobilum Technologies.
| 09/13/2024 |
| 12/12/2024 |
If you would invest 0.00 in Mobilum Technologies on September 13, 2024 and sell it all today you would earn a total of 0.00 from holding Mobilum Technologies or generate 0.0% return on investment in Mobilum Technologies over 90 days. Mobilum Technologies is related to or competes with WixCom, Marqeta, Paymentus Holdings, Kaltura, DigitalOcean Holdings, Bandwidth, and Adyen NV. Mobilum Technologies Inc., a fintech company, provides payment processing solutions in Europe and North America More
Mobilum Technologies 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 Mobilum Technologies' 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 Mobilum Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 38.57 | |||
| Information Ratio | 0.1469 | |||
| Maximum Drawdown | 194.4 | |||
| Value At Risk | (48.00) | |||
| Potential Upside | 106.9 |
Mobilum Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mobilum Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mobilum Technologies' standard deviation. In reality, there are many statistical measures that can use Mobilum Technologies historical prices to predict the future Mobilum Technologies' volatility.| Risk Adjusted Performance | 0.1182 | |||
| Jensen Alpha | 5.37 | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | 0.1503 | |||
| Treynor Ratio | 1.26 |
Mobilum Technologies Backtested Returns
Mobilum Technologies is out of control given 3 months investment horizon. Mobilum Technologies has Sharpe Ratio of 0.18, which conveys that the firm had a 0.18% return per unit of risk over the last 3 months. We have collected data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 7.25% are justified by taking the suggested risk. Use Mobilum Technologies Risk Adjusted Performance of 0.1182, downside deviation of 38.57, and Mean Deviation of 24.73 to evaluate company specific risk that cannot be diversified away. Mobilum Technologies holds a performance score of 14 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 4.71, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Mobilum Technologies will likely underperform. Use Mobilum Technologies potential upside, day median price, and the relationship between the sortino ratio and skewness , to analyze future returns on Mobilum Technologies.
Auto-correlation | 0.11 |
Insignificant predictability
Mobilum Technologies has insignificant predictability. Overlapping area represents the amount of predictability between Mobilum Technologies time series from 13th of September 2024 to 28th of October 2024 and 28th of October 2024 to 12th 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 Mobilum Technologies price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Mobilum Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mobilum Technologies lagged returns against current returns
Autocorrelation, which is Mobilum Technologies 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 Mobilum Technologies' pink sheet expected returns. We can calculate the autocorrelation of Mobilum Technologies returns to help us make a trade decision. For example, suppose you find that Mobilum Technologies 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 |
Mobilum Technologies 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 Mobilum Technologies pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mobilum Technologies pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mobilum Technologies pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mobilum Technologies Lagged Returns
When evaluating Mobilum Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mobilum Technologies pink sheet have on its future price. Mobilum Technologies 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, Mobilum Technologies autocorrelation shows the relationship between Mobilum Technologies pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mobilum Technologies.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Mobilum Pink Sheet
Mobilum Technologies financial ratios help investors to determine whether Mobilum 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 Mobilum with respect to the benefits of owning Mobilum Technologies security.