Mercari Stock Market Value
| MCARY Stock | USD 9.55 0.61 6.82% |
| Symbol | Mercari |
Mercari '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 Mercari'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 Mercari.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Mercari on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Mercari or generate 0.0% return on investment in Mercari over 30 days. Mercari is related to or competes with Dunelm Group, Yamada Holdings, Dixons Carphone, Man Wah, Topsports International, and Yue Yuen. Mercari, Inc. engages in the planning, development, and operation of the Mercari marketplace applications in Japan and t... More
Mercari 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 Mercari'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 Mercari upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.89 | |||
| Information Ratio | 0.0878 | |||
| Maximum Drawdown | 20.46 | |||
| Value At Risk | (4.49) | |||
| Potential Upside | 6.94 |
Mercari Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mercari's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mercari's standard deviation. In reality, there are many statistical measures that can use Mercari historical prices to predict the future Mercari's volatility.| Risk Adjusted Performance | 0.086 | |||
| Jensen Alpha | 0.3382 | |||
| Total Risk Alpha | 0.0284 | |||
| Sortino Ratio | 0.0621 | |||
| Treynor Ratio | 0.7266 |
Mercari Backtested Returns
Mercari appears to be somewhat reliable, given 3 months investment horizon. Mercari has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Mercari, which you can use to evaluate the volatility of the firm. Please exercise Mercari's Risk Adjusted Performance of 0.086, mean deviation of 1.97, and Downside Deviation of 4.89 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mercari holds a performance score of 9. The company secures a Beta (Market Risk) of 0.52, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mercari's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mercari is expected to be smaller as well. Please check Mercari's jensen alpha, potential upside, as well as the relationship between the Potential Upside and daily balance of power , to make a quick decision on whether Mercari's current price movements will revert.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Mercari has insignificant reverse predictability. Overlapping area represents the amount of predictability between Mercari time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th of December 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 Mercari price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Mercari price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Mercari lagged returns against current returns
Autocorrelation, which is Mercari 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 Mercari's pink sheet expected returns. We can calculate the autocorrelation of Mercari returns to help us make a trade decision. For example, suppose you find that Mercari 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 |
Mercari 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 Mercari pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mercari pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mercari pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mercari Lagged Returns
When evaluating Mercari's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mercari pink sheet have on its future price. Mercari 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, Mercari autocorrelation shows the relationship between Mercari pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mercari.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Mercari Pink Sheet Analysis
When running Mercari's price analysis, check to measure Mercari'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 Mercari is operating at the current time. Most of Mercari's value examination focuses on studying past and present price action to predict the probability of Mercari's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mercari's price. Additionally, you may evaluate how the addition of Mercari to your portfolios can decrease your overall portfolio volatility.