Mcbc Holdings Stock Market Value
| MCFT Stock | USD 21.35 0.35 1.67% |
| Symbol | MCBC |
MCBC Holdings Price To Book Ratio
Is Leisure Products space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of MCBC Holdings. If investors know MCBC will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about MCBC Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.82) | Earnings Share 0.07 | Revenue Per Share 20.125 | Quarterly Revenue Growth (0.31) | Return On Assets 0.0187 |
The market value of MCBC Holdings is measured differently than its book value, which is the value of MCBC that is recorded on the company's balance sheet. Investors also form their own opinion of MCBC Holdings' value that differs from its market value or its book value, called intrinsic value, which is MCBC Holdings' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because MCBC Holdings' market value can be influenced by many factors that don't directly affect MCBC Holdings' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between MCBC Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if MCBC Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MCBC Holdings' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
MCBC Holdings '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 MCBC Holdings' 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 MCBC Holdings.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in MCBC Holdings on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding MCBC Holdings or generate 0.0% return on investment in MCBC Holdings over 720 days. MCBC Holdings is related to or competes with Malibu Boats, Onewater Marine, Heidrick Struggles, Johnson Outdoors, and Motorcar Parts. MasterCraft Boat Holdings, Inc., through its subsidiaries, designs, manufactures, and markets recreational powerboats More
MCBC Holdings 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 MCBC Holdings' 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 MCBC Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.29 | |||
| Information Ratio | 0.0097 | |||
| Maximum Drawdown | 28.49 | |||
| Value At Risk | (3.53) | |||
| Potential Upside | 4.13 |
MCBC Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MCBC Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MCBC Holdings' standard deviation. In reality, there are many statistical measures that can use MCBC Holdings historical prices to predict the future MCBC Holdings' volatility.| Risk Adjusted Performance | 0.0376 | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.35) | |||
| Sortino Ratio | 0.0159 | |||
| Treynor Ratio | 0.0418 |
MCBC Holdings Backtested Returns
Currently, MCBC Holdings is not too volatile. MCBC Holdings retains Efficiency (Sharpe Ratio) of 0.0349, which conveys that the company had a 0.0349% return per unit of return volatility over the last 3 months. We have found twenty-eight technical indicators for MCBC Holdings, which you can use to evaluate the volatility of the entity. Please verify MCBC Holdings' Downside Deviation of 2.29, mean deviation of 1.91, and Market Risk Adjusted Performance of 0.0518 to check out if the risk estimate we provide is consistent with the expected return of 0.13%. MCBC Holdings has a performance score of 2 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 3.25, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, MCBC Holdings will likely underperform. MCBC Holdings at this time owns a risk of 3.73%. Please verify MCBC Holdings maximum drawdown, and the relationship between the information ratio and expected short fall , to decide if MCBC Holdings will be following its current price history.
Auto-correlation | 0.58 |
Modest predictability
MCBC Holdings has modest predictability. Overlapping area represents the amount of predictability between MCBC Holdings time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 MCBC Holdings price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current MCBC Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 3.08 |
MCBC Holdings lagged returns against current returns
Autocorrelation, which is MCBC Holdings 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 MCBC Holdings' stock expected returns. We can calculate the autocorrelation of MCBC Holdings returns to help us make a trade decision. For example, suppose you find that MCBC Holdings 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 |
MCBC Holdings 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 MCBC Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MCBC Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MCBC Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
MCBC Holdings Lagged Returns
When evaluating MCBC Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MCBC Holdings stock have on its future price. MCBC Holdings 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, MCBC Holdings autocorrelation shows the relationship between MCBC Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in MCBC Holdings.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for MCBC Stock Analysis
When running MCBC Holdings' price analysis, check to measure MCBC Holdings' 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 MCBC Holdings is operating at the current time. Most of MCBC Holdings' value examination focuses on studying past and present price action to predict the probability of MCBC Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MCBC Holdings' price. Additionally, you may evaluate how the addition of MCBC Holdings to your portfolios can decrease your overall portfolio volatility.