Mango Capital Stock Market Value
| MCAP Stock | USD 4.72 0.00 0.00% |
| Symbol | Mango |
Mango Capital '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 Mango Capital's 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 Mango Capital.
| 01/03/2025 |
| 02/02/2025 |
If you would invest 0.00 in Mango Capital on January 3, 2025 and sell it all today you would earn a total of 0.00 from holding Mango Capital or generate 0.0% return on investment in Mango Capital over 30 days. Mango Capital is related to or competes with Shopify, Docebo, Unity Software, Fastly, Asana, Datadog, and Trade Desk. MCAP Inc. operates as a real estate holding company specializes in acquiring undervalued land and real estate properties... More
Mango Capital 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 Mango Capital's 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 Mango Capital upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 12.9 |
Mango Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mango Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mango Capital's standard deviation. In reality, there are many statistical measures that can use Mango Capital historical prices to predict the future Mango Capital's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | 0.8233 |
Mango Capital Backtested Returns
Mango Capital has Sharpe Ratio of -0.13, which conveys that the firm had a -0.13 % return per unit of risk over the last 3 months. Mango Capital exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mango Capital's Mean Deviation of 0.4328, standard deviation of 1.41, and Risk Adjusted Performance of (0.10) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.23, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mango Capital are expected to decrease at a much lower rate. During the bear market, Mango Capital is likely to outperform the market. At this point, Mango Capital has a negative expected return of -0.19%. Please make sure to verify Mango Capital's information ratio and kurtosis , to decide if Mango Capital performance from the past will be repeated at some point in the near future.
Auto-correlation | 1.00 |
Perfect predictability
Mango Capital has perfect predictability. Overlapping area represents the amount of predictability between Mango Capital time series from 3rd of January 2025 to 18th of January 2025 and 18th of January 2025 to 2nd of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Mango Capital price movement. The serial correlation of 1.0 indicates that 100.0% of current Mango Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mango Capital lagged returns against current returns
Autocorrelation, which is Mango Capital 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 Mango Capital's pink sheet expected returns. We can calculate the autocorrelation of Mango Capital returns to help us make a trade decision. For example, suppose you find that Mango Capital 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 |
Mango Capital 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 Mango Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mango Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mango Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mango Capital Lagged Returns
When evaluating Mango Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mango Capital pink sheet have on its future price. Mango Capital 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, Mango Capital autocorrelation shows the relationship between Mango Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mango Capital.
Regressed Prices |
| Timeline |
Pair Trading with Mango Capital
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 Mango Capital 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 Mango Capital will appreciate offsetting losses from the drop in the long position's value.Moving against Mango Pink Sheet
| 0.62 | GILT | Gilat Satellite Networks | PairCorr |
| 0.62 | LPTH | LightPath Technologies Earnings Call This Week | PairCorr |
| 0.47 | MBFJF | Mitsubishi UFJ Financial Earnings Call Tomorrow | PairCorr |
| 0.47 | V | Visa Class A | PairCorr |
| 0.46 | TD | Toronto Dominion Bank Earnings Call This Week | PairCorr |
The ability to find closely correlated positions to Mango Capital could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Mango Capital 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 Mango Capital - 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 Mango Capital to buy it.
The correlation of Mango Capital 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 Mango Capital moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Mango Capital 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 Mango Capital 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 Mango Pink Sheet Analysis
When running Mango Capital's price analysis, check to measure Mango Capital'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 Mango Capital is operating at the current time. Most of Mango Capital's value examination focuses on studying past and present price action to predict the probability of Mango Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mango Capital's price. Additionally, you may evaluate how the addition of Mango Capital to your portfolios can decrease your overall portfolio volatility.