Mitchells Butlers Plc Stock Market Value
| MBPFF Stock | USD 3.70 0.45 13.85% |
| Symbol | Mitchells |
Mitchells Butlers '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 Mitchells Butlers' 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 Mitchells Butlers.
| 01/21/2025 |
| 01/16/2026 |
If you would invest 0.00 in Mitchells Butlers on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding Mitchells Butlers plc or generate 0.0% return on investment in Mitchells Butlers over 360 days. Mitchells Butlers is related to or competes with Alsea SAB, Yamada Holdings, Luk Fook, Topsports International, Nifco, Cyrela Brazil, and Coats Group. Mitchells Butlers plc manages pubs, bars, and restaurants in the United Kingdom and Germany More
Mitchells Butlers 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 Mitchells Butlers' 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 Mitchells Butlers plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0067 | |||
| Maximum Drawdown | 13.85 |
Mitchells Butlers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mitchells Butlers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mitchells Butlers' standard deviation. In reality, there are many statistical measures that can use Mitchells Butlers historical prices to predict the future Mitchells Butlers' volatility.| Risk Adjusted Performance | 0.0518 | |||
| Jensen Alpha | 0.1811 | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | (0.16) |
Mitchells Butlers plc Backtested Returns
At this point, Mitchells Butlers is slightly risky. Mitchells Butlers plc has Sharpe Ratio of 0.0677, which conveys that the firm had a 0.0677 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for Mitchells Butlers, which you can use to evaluate the volatility of the firm. Please verify Mitchells Butlers' Standard Deviation of 1.86, mean deviation of 0.4159, and Risk Adjusted Performance of 0.0518 to check out if the risk estimate we provide is consistent with the expected return of 0.13%. Mitchells Butlers has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.7, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Mitchells Butlers are expected to decrease at a much lower rate. During the bear market, Mitchells Butlers is likely to outperform the market. Mitchells Butlers plc right now secures a risk of 1.92%. Please verify Mitchells Butlers plc total risk alpha, daily balance of power, as well as the relationship between the Daily Balance Of Power and day typical price , to decide if Mitchells Butlers plc will be following its current price movements.
Auto-correlation | -0.39 |
Poor reverse predictability
Mitchells Butlers plc has poor reverse predictability. Overlapping area represents the amount of predictability between Mitchells Butlers time series from 21st of January 2025 to 20th of July 2025 and 20th of July 2025 to 16th 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 Mitchells Butlers plc price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Mitchells Butlers price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Mitchells Butlers plc lagged returns against current returns
Autocorrelation, which is Mitchells Butlers 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 Mitchells Butlers' pink sheet expected returns. We can calculate the autocorrelation of Mitchells Butlers returns to help us make a trade decision. For example, suppose you find that Mitchells Butlers 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 |
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Mitchells Butlers 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 Mitchells Butlers pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mitchells Butlers pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mitchells Butlers pink sheet over time.
Current vs Lagged Prices |
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Mitchells Butlers Lagged Returns
When evaluating Mitchells Butlers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mitchells Butlers pink sheet have on its future price. Mitchells Butlers 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, Mitchells Butlers autocorrelation shows the relationship between Mitchells Butlers pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mitchells Butlers plc.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in Mitchells Pink Sheet
Mitchells Butlers financial ratios help investors to determine whether Mitchells 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 Mitchells with respect to the benefits of owning Mitchells Butlers security.