Mountain Crest Acquisition Market Value
| MCAGDelisted Stock | USD 10.90 0.42 3.71% |
| Symbol | Mountain |
Mountain Crest '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 Mountain Crest'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 Mountain Crest.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in Mountain Crest on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding Mountain Crest Acquisition or generate 0.0% return on investment in Mountain Crest over 720 days. Mountain Crest is related to or competes with Bellevue Life, Metal Sky, and Investcorp Europe. It intends to effect a merger, share exchange, asset acquisition, share purchase, reorganization, or similar business co... More
Mountain Crest 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 Mountain Crest'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 Mountain Crest Acquisition upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.39 | |||
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 3.61 | |||
| Value At Risk | (0.54) | |||
| Potential Upside | 1.17 |
Mountain Crest Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mountain Crest's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mountain Crest's standard deviation. In reality, there are many statistical measures that can use Mountain Crest historical prices to predict the future Mountain Crest's volatility.| Risk Adjusted Performance | 0.0155 | |||
| Jensen Alpha | 0.0338 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | (0.02) |
Mountain Crest Acqui Backtested Returns
At this point, Mountain Crest is very steady. Mountain Crest Acqui has Sharpe Ratio of 0.0218, which conveys that the firm had a 0.0218% return per unit of risk over the last 3 months. We have found thirty technical indicators for Mountain Crest, which you can use to evaluate the volatility of the firm. Please verify Mountain Crest's Mean Deviation of 0.2975, risk adjusted performance of 0.0155, and Downside Deviation of 1.39 to check out if the risk estimate we provide is consistent with the expected return of 0.0157%. Mountain Crest has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.24, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mountain Crest are expected to decrease at a much lower rate. During the bear market, Mountain Crest is likely to outperform the market. Mountain Crest Acqui right now secures a risk of 0.72%. Please verify Mountain Crest Acquisition kurtosis, market facilitation index, and the relationship between the semi variance and rate of daily change , to decide if Mountain Crest Acquisition will be following its current price movements.
Auto-correlation | 0.66 |
Good predictability
Mountain Crest Acquisition has good predictability. Overlapping area represents the amount of predictability between Mountain Crest time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th 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 Mountain Crest Acqui price movement. The serial correlation of 0.66 indicates that around 66.0% of current Mountain Crest price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Mountain Crest Acqui lagged returns against current returns
Autocorrelation, which is Mountain Crest 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 Mountain Crest's stock expected returns. We can calculate the autocorrelation of Mountain Crest returns to help us make a trade decision. For example, suppose you find that Mountain Crest 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 |
Mountain Crest 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 Mountain Crest stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mountain Crest stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mountain Crest stock over time.
Current vs Lagged Prices |
| Timeline |
Mountain Crest Lagged Returns
When evaluating Mountain Crest's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mountain Crest stock have on its future price. Mountain Crest 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, Mountain Crest autocorrelation shows the relationship between Mountain Crest stock current value and its past values and can show if there is a momentum factor associated with investing in Mountain Crest Acquisition.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out Mountain Crest Correlation, Mountain Crest Volatility and Mountain Crest Alpha and Beta module to complement your research on Mountain Crest. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Other Consideration for investing in Mountain Stock
If you are still planning to invest in Mountain Crest Acqui check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Mountain Crest's history and understand the potential risks before investing.
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