Mcga Stock Market Value
| MCGA Stock | 10.10 0.01 0.1% |
| Symbol | MCGA |
Is Diversified Capital Markets 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 MCGA. If investors know MCGA 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 MCGA listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of MCGA is measured differently than its book value, which is the value of MCGA that is recorded on the company's balance sheet. Investors also form their own opinion of MCGA's value that differs from its market value or its book value, called intrinsic value, which is MCGA's 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 MCGA's market value can be influenced by many factors that don't directly affect MCGA's 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 MCGA's value and its price as these two are different measures arrived at by different means. Investors typically determine if MCGA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MCGA's 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.
MCGA '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 MCGA'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 MCGA.
| 01/01/2025 |
| 12/27/2025 |
If you would invest 0.00 in MCGA on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding MCGA or generate 0.0% return on investment in MCGA over 360 days. MCGA is related to or competes with Columbus Circle, Trailblazer Acquisition, Diamond Hill, Inflection Point, Axiom Intelligence, Stellus Capital, and Sound Point. MCGA is entity of United States. It is traded as Stock on NASDAQ exchange. More
MCGA 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 MCGA'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 MCGA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.42) | |||
| Maximum Drawdown | 2.14 | |||
| Value At Risk | (0.84) | |||
| Potential Upside | 0.5613 |
MCGA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MCGA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MCGA's standard deviation. In reality, there are many statistical measures that can use MCGA historical prices to predict the future MCGA's volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | 4.49 |
MCGA Backtested Returns
MCGA has Sharpe Ratio of -0.24, which conveys that the company had a -0.24 % return per unit of risk over the last 3 months. MCGA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MCGA's Standard Deviation of 0.3869, mean deviation of 0.2669, and Coefficient Of Variation of (469.55) to check out the risk estimate we provide. The firm secures a Beta (Market Risk) of -0.0206, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MCGA are expected to decrease at a much lower rate. During the bear market, MCGA is likely to outperform the market. At this point, MCGA has a negative expected return of -0.085%. Please make sure to verify MCGA's value at risk, accumulation distribution, and the relationship between the treynor ratio and skewness , to decide if MCGA performance from the past will be repeated in the future.
Auto-correlation | 0.00 |
No correlation between past and present
MCGA has no correlation between past and present. Overlapping area represents the amount of predictability between MCGA time series from 1st of January 2025 to 30th of June 2025 and 30th of June 2025 to 27th 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 MCGA price movement. The serial correlation of 0.0 indicates that just 0.0% of current MCGA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
MCGA lagged returns against current returns
Autocorrelation, which is MCGA 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 MCGA's stock expected returns. We can calculate the autocorrelation of MCGA returns to help us make a trade decision. For example, suppose you find that MCGA 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 |
MCGA 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 MCGA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MCGA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MCGA stock over time.
Current vs Lagged Prices |
| Timeline |
MCGA Lagged Returns
When evaluating MCGA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MCGA stock have on its future price. MCGA 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, MCGA autocorrelation shows the relationship between MCGA stock current value and its past values and can show if there is a momentum factor associated with investing in MCGA.
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.When determining whether MCGA offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of MCGA's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Mcga Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Mcga Stock:Check out MCGA Correlation, MCGA Volatility and MCGA Alpha and Beta module to complement your research on MCGA. For information on how to trade MCGA Stock refer to our How to Trade MCGA Stock guide.You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
MCGA technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.