Mdb Capital Holdings, Stock Market Value
| MDBH Stock | 7.25 0.39 5.10% |
| Symbol | MDB |
MDB Capital Holdings, Price To Book Ratio
Is Investment Banking & Brokerage 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 MDB Capital. If investors know MDB 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 MDB Capital listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (2.69) | Revenue Per Share 0.74 | Quarterly Revenue Growth (0.60) | Return On Assets (0.69) | Return On Equity (0.79) |
The market value of MDB Capital Holdings, is measured differently than its book value, which is the value of MDB that is recorded on the company's balance sheet. Investors also form their own opinion of MDB Capital's value that differs from its market value or its book value, called intrinsic value, which is MDB Capital'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 MDB Capital's market value can be influenced by many factors that don't directly affect MDB Capital'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 MDB Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if MDB Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MDB Capital'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.
MDB 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 MDB 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 MDB Capital.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in MDB Capital on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding MDB Capital Holdings, or generate 0.0% return on investment in MDB Capital over 720 days. MDB Capital is related to or competes with Catalyst Pharmaceuticals, Ardelyx, Mesa Air, Sellas Life, Tscan Therapeutics, Coty, and Old Dominion. MDB Capital is entity of United States. It is traded as Stock on NASDAQ exchange. More
MDB 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 MDB 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 MDB Capital Holdings, upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 28.29 | |||
| Value At Risk | (6.10) | |||
| Potential Upside | 6.22 |
MDB Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MDB Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MDB Capital's standard deviation. In reality, there are many statistical measures that can use MDB Capital historical prices to predict the future MDB Capital's volatility.| Risk Adjusted Performance | (0.0002) | |||
| Jensen Alpha | 0.0604 | |||
| Total Risk Alpha | (0.82) | |||
| Treynor Ratio | 0.064 |
MDB Capital Holdings, Backtested Returns
MDB Capital Holdings, retains Efficiency (Sharpe Ratio) of -0.0109, which conveys that the firm had a -0.0109% return per unit of return volatility over the last 3 months. MDB Capital exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MDB Capital's Market Risk Adjusted Performance of 0.074, standard deviation of 4.55, and Mean Deviation of 2.96 to check out the risk estimate we provide. The company owns a Beta (Systematic Risk) of -0.95, which conveys possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning MDB Capital are expected to decrease slowly. On the other hand, during market turmoil, MDB Capital is expected to outperform it slightly. At this point, MDB Capital Holdings, has a negative expected return of -0.0499%. Please make sure to verify MDB Capital's potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if MDB Capital Holdings, performance from the past will be repeated in the future.
Auto-correlation | -0.59 |
Good reverse predictability
MDB Capital Holdings, has good reverse predictability. Overlapping area represents the amount of predictability between MDB Capital time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd of December 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 MDB Capital Holdings, price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current MDB Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 1.34 |
MDB Capital Holdings, lagged returns against current returns
Autocorrelation, which is MDB 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 MDB Capital's stock expected returns. We can calculate the autocorrelation of MDB Capital returns to help us make a trade decision. For example, suppose you find that MDB 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 |
MDB 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 MDB Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MDB Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MDB Capital stock over time.
Current vs Lagged Prices |
| Timeline |
MDB Capital Lagged Returns
When evaluating MDB Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MDB Capital stock have on its future price. MDB 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, MDB Capital autocorrelation shows the relationship between MDB Capital stock current value and its past values and can show if there is a momentum factor associated with investing in MDB Capital Holdings,.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether MDB Capital Holdings, offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of MDB Capital'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 Mdb Capital Holdings, Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Mdb Capital Holdings, Stock:Check out MDB Capital Correlation, MDB Capital Volatility and MDB Capital Alpha and Beta module to complement your research on MDB Capital. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
MDB Capital 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.