Mobly SA (Brazil) Market Value
| MBLY3 Stock | BRL 1.61 0.05 3.01% |
| Symbol | Mobly |
Mobly 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 Mobly SA's stock 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 Mobly SA.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Mobly SA on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Mobly SA or generate 0.0% return on investment in Mobly SA over 30 days. Mobly SA is related to or competes with Enjoei SA, Westwing Comrcio, Intelbras, Bemobi Mobile, and MPM Corpreos. It retails various articles in the furniture and decoration sector More
Mobly 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 Mobly SA's stock 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 Mobly SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 18.21 | |||
| Value At Risk | (6.15) | |||
| Potential Upside | 4.52 |
Mobly SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mobly SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mobly SA's standard deviation. In reality, there are many statistical measures that can use Mobly SA historical prices to predict the future Mobly SA's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.83) | |||
| Total Risk Alpha | (1.33) | |||
| Treynor Ratio | (3.14) |
Mobly SA Backtested Returns
Mobly SA has Sharpe Ratio of -0.21, which conveys that the firm had a -0.21% return per unit of risk over the last 3 months. Mobly SA exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mobly SA's Standard Deviation of 3.77, risk adjusted performance of (0.14), and Mean Deviation of 2.77 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.26, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mobly SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mobly SA is expected to be smaller as well. At this point, Mobly SA has a negative expected return of -0.79%. Please make sure to verify Mobly SA's coefficient of variation, total risk alpha, skewness, as well as the relationship between the information ratio and maximum drawdown , to decide if Mobly SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.62 |
Very good reverse predictability
Mobly SA has very good reverse predictability. Overlapping area represents the amount of predictability between Mobly SA time series from 12th of November 2024 to 27th of November 2024 and 27th of November 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 Mobly SA price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Mobly SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Mobly SA lagged returns against current returns
Autocorrelation, which is Mobly SA stock'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 Mobly SA's stock expected returns. We can calculate the autocorrelation of Mobly SA returns to help us make a trade decision. For example, suppose you find that Mobly SA has exhibited high autocorrelation historically, and you observe that the stock 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 |
Mobly 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 Mobly SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mobly SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mobly SA stock over time.
Current vs Lagged Prices |
| Timeline |
Mobly SA Lagged Returns
When evaluating Mobly SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mobly SA stock have on its future price. Mobly 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, Mobly SA autocorrelation shows the relationship between Mobly SA stock current value and its past values and can show if there is a momentum factor associated with investing in Mobly SA.
Regressed Prices |
| Timeline |
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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.Additional Tools for Mobly Stock Analysis
When running Mobly SA's price analysis, check to measure Mobly SA'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 Mobly SA is operating at the current time. Most of Mobly SA's value examination focuses on studying past and present price action to predict the probability of Mobly SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mobly SA's price. Additionally, you may evaluate how the addition of Mobly SA to your portfolios can decrease your overall portfolio volatility.