Marie Brizard (Poland) Market Value
| MBW Stock | 16.45 0.05 0.30% |
| Symbol | Marie |
Marie Brizard '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 Marie Brizard'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 Marie Brizard.
| 12/03/2023 |
| 11/27/2024 |
If you would invest 0.00 in Marie Brizard on December 3, 2023 and sell it all today you would earn a total of 0.00 from holding Marie Brizard Wine or generate 0.0% return on investment in Marie Brizard over 360 days.
Marie Brizard 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 Marie Brizard'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 Marie Brizard Wine upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.24 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 15.47 | |||
| Value At Risk | (3.34) | |||
| Potential Upside | 3.75 |
Marie Brizard Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marie Brizard's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marie Brizard's standard deviation. In reality, there are many statistical measures that can use Marie Brizard historical prices to predict the future Marie Brizard's volatility.| Risk Adjusted Performance | 0.0294 | |||
| Jensen Alpha | 0.0275 | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.2103 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Marie Brizard's 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.
Marie Brizard Wine Backtested Returns
Currently, Marie Brizard Wine is not too volatile. Marie Brizard Wine has Sharpe Ratio of 0.0378, which conveys that the firm had a 0.0378% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Marie Brizard, which you can use to evaluate the volatility of the firm. Please verify Marie Brizard's Risk Adjusted Performance of 0.0294, downside deviation of 6.24, and Mean Deviation of 1.02 to check out if the risk estimate we provide is consistent with the expected return of 0.0977%. Marie Brizard has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.31, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Marie Brizard's returns are expected to increase less than the market. However, during the bear market, the loss of holding Marie Brizard is expected to be smaller as well. Marie Brizard Wine right now secures a risk of 2.59%. Please verify Marie Brizard Wine semi variance, and the relationship between the maximum drawdown and daily balance of power , to decide if Marie Brizard Wine will be following its current price movements.
Auto-correlation | 0.42 |
Average predictability
Marie Brizard Wine has average predictability. Overlapping area represents the amount of predictability between Marie Brizard time series from 3rd of December 2023 to 31st of May 2024 and 31st of May 2024 to 27th of November 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 Marie Brizard Wine price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Marie Brizard price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.82 |
Marie Brizard Wine lagged returns against current returns
Autocorrelation, which is Marie Brizard 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 Marie Brizard's stock expected returns. We can calculate the autocorrelation of Marie Brizard returns to help us make a trade decision. For example, suppose you find that Marie Brizard 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 |
Marie Brizard 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 Marie Brizard stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marie Brizard stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marie Brizard stock over time.
Current vs Lagged Prices |
| Timeline |
Marie Brizard Lagged Returns
When evaluating Marie Brizard's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marie Brizard stock have on its future price. Marie Brizard 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, Marie Brizard autocorrelation shows the relationship between Marie Brizard stock current value and its past values and can show if there is a momentum factor associated with investing in Marie Brizard Wine.
Regressed Prices |
| Timeline |
Pair Trading with Marie Brizard
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Marie Brizard position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Marie Brizard will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Marie Brizard could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Marie Brizard when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Marie Brizard - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Marie Brizard Wine to buy it.
The correlation of Marie Brizard is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Marie Brizard moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Marie Brizard Wine moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Marie Brizard can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Marie Stock Analysis
When running Marie Brizard's price analysis, check to measure Marie Brizard'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 Marie Brizard is operating at the current time. Most of Marie Brizard's value examination focuses on studying past and present price action to predict the probability of Marie Brizard's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marie Brizard's price. Additionally, you may evaluate how the addition of Marie Brizard to your portfolios can decrease your overall portfolio volatility.