Media Capital (Portugal) Market Value
| MCP Stock | EUR 1.90 0.00 0.00% |
| Symbol | Media |
Media 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 Media Capital'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 Media Capital.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in Media Capital on December 22, 2025 and sell it all today you would earn a total of 0.00 from holding Media Capital or generate 0.0% return on investment in Media Capital over 30 days. Media Capital is related to or competes with Benfica, Sporting Clube, Futebol Clube, Sporting Clube, and Impresa Sociedade. More
Media 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 Media Capital'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 Media Capital upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 4.52 |
Media Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Media Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Media Capital's standard deviation. In reality, there are many statistical measures that can use Media Capital historical prices to predict the future Media Capital's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | (0.99) |
Media Capital Backtested Returns
Media 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. Media Capital exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Media Capital's Standard Deviation of 0.5567, mean deviation of 0.135, and Risk Adjusted Performance of (0.09) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0791, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Media Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Media Capital is expected to be smaller as well. At this point, Media Capital has a negative expected return of -0.0741%. Please make sure to verify Media Capital's standard deviation, maximum drawdown, day median price, as well as the relationship between the information ratio and kurtosis , to decide if Media Capital performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Media Capital has no correlation between past and present. Overlapping area represents the amount of predictability between Media Capital time series from 22nd of December 2025 to 6th of January 2026 and 6th of January 2026 to 21st of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Media Capital price movement. The serial correlation of 0.0 indicates that just 0.0% of current Media Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Media Capital lagged returns against current returns
Autocorrelation, which is Media Capital 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 Media Capital's stock expected returns. We can calculate the autocorrelation of Media Capital returns to help us make a trade decision. For example, suppose you find that Media Capital 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 |
Media 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 Media Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Media Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Media Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Media Capital Lagged Returns
When evaluating Media Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Media Capital stock have on its future price. Media 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, Media Capital autocorrelation shows the relationship between Media Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Media Capital.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Media Stock Analysis
When running Media Capital's price analysis, check to measure Media 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 Media Capital is operating at the current time. Most of Media Capital's value examination focuses on studying past and present price action to predict the probability of Media 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 Media Capital's price. Additionally, you may evaluate how the addition of Media Capital to your portfolios can decrease your overall portfolio volatility.