Melco International Development Stock Market Value
| MDEVY Stock | USD 3.00 0.00 0.00% |
| Symbol | Melco |
Melco International '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 Melco International'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 Melco International.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Melco International on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Melco International Development or generate 0.0% return on investment in Melco International over 30 days. Melco International is related to or competes with Genting Malaysia, Nagacorp, Yamaha, Yamaha Corp, Sime Darby, Breville Group, and Nagacorp. More
Melco International 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 Melco International'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 Melco International Development upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 14.73 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 1.78 |
Melco International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Melco International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Melco International's standard deviation. In reality, there are many statistical measures that can use Melco International historical prices to predict the future Melco International's volatility.| Risk Adjusted Performance | 7.0E-4 | |||
| Jensen Alpha | 0.0189 | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | 0.0471 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Melco International's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Melco International Backtested Returns
Melco International has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. Melco International exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Melco International's Mean Deviation of 0.7373, risk adjusted performance of 7.0E-4, and Standard Deviation of 2.39 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.67, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Melco International are expected to decrease at a much lower rate. During the bear market, Melco International is likely to outperform the market. At this point, Melco International has a negative expected return of -0.0221%. Please make sure to verify Melco International's variance and skewness , to decide if Melco International performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Melco International Development has no correlation between past and present. Overlapping area represents the amount of predictability between Melco International time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th 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 Melco International price movement. The serial correlation of 0.0 indicates that just 0.0% of current Melco International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Melco International lagged returns against current returns
Autocorrelation, which is Melco International 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 Melco International's pink sheet expected returns. We can calculate the autocorrelation of Melco International returns to help us make a trade decision. For example, suppose you find that Melco International 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 |
Melco International 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 Melco International pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Melco International pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Melco International pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Melco International Lagged Returns
When evaluating Melco International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Melco International pink sheet have on its future price. Melco International 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, Melco International autocorrelation shows the relationship between Melco International pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Melco International Development.
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 Melco Pink Sheet Analysis
When running Melco International's price analysis, check to measure Melco International'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 Melco International is operating at the current time. Most of Melco International's value examination focuses on studying past and present price action to predict the probability of Melco International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Melco International's price. Additionally, you may evaluate how the addition of Melco International to your portfolios can decrease your overall portfolio volatility.