Mediobanca Banca Di Stock Market Value
| MDIBY Stock | USD 16.54 0.02 0.12% |
| Symbol | Mediobanca |
Mediobanca Banca '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 Mediobanca Banca'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 Mediobanca Banca.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in Mediobanca Banca on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Mediobanca Banca di or generate 0.0% return on investment in Mediobanca Banca over 30 days. Mediobanca Banca is related to or competes with Absa Group, Societe Generale, BNP Paribas, Intesa Sanpaolo, Commerzbank, and Swedbank. Mediobanca Banca di Credito Finanziario S.p.A., together with its subsidiaries, provides various banking products and se... More
Mediobanca Banca 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 Mediobanca Banca'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 Mediobanca Banca di upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.14 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 13.2 | |||
| Value At Risk | (3.07) | |||
| Potential Upside | 2.83 |
Mediobanca Banca Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mediobanca Banca's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mediobanca Banca's standard deviation. In reality, there are many statistical measures that can use Mediobanca Banca historical prices to predict the future Mediobanca Banca's volatility.| Risk Adjusted Performance | 0.0371 | |||
| Jensen Alpha | 0.0626 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 1.73 |
Mediobanca Banca Backtested Returns
At this stage we consider Mediobanca Pink Sheet to be not too volatile. Mediobanca Banca has Sharpe Ratio of 0.0307, which conveys that the firm had a 0.0307 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Mediobanca Banca, which you can use to evaluate the volatility of the firm. Please verify Mediobanca Banca's Risk Adjusted Performance of 0.0371, mean deviation of 1.28, and Downside Deviation of 2.14 to check out if the risk estimate we provide is consistent with the expected return of 0.0664%. Mediobanca Banca has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0378, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mediobanca Banca's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mediobanca Banca is expected to be smaller as well. Mediobanca Banca right now secures a risk of 2.16%. Please verify Mediobanca Banca di value at risk, and the relationship between the jensen alpha and skewness , to decide if Mediobanca Banca di will be following its current price movements.
Auto-correlation | 0.27 |
Poor predictability
Mediobanca Banca di has poor predictability. Overlapping area represents the amount of predictability between Mediobanca Banca time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 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 Mediobanca Banca price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Mediobanca Banca price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Mediobanca Banca lagged returns against current returns
Autocorrelation, which is Mediobanca Banca 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 Mediobanca Banca's pink sheet expected returns. We can calculate the autocorrelation of Mediobanca Banca returns to help us make a trade decision. For example, suppose you find that Mediobanca Banca 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 |
Mediobanca Banca 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 Mediobanca Banca pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mediobanca Banca pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mediobanca Banca pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mediobanca Banca Lagged Returns
When evaluating Mediobanca Banca's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mediobanca Banca pink sheet have on its future price. Mediobanca Banca 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, Mediobanca Banca autocorrelation shows the relationship between Mediobanca Banca pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mediobanca Banca di.
Regressed Prices |
| Timeline |
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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 Mediobanca Pink Sheet Analysis
When running Mediobanca Banca's price analysis, check to measure Mediobanca Banca'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 Mediobanca Banca is operating at the current time. Most of Mediobanca Banca's value examination focuses on studying past and present price action to predict the probability of Mediobanca Banca's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mediobanca Banca's price. Additionally, you may evaluate how the addition of Mediobanca Banca to your portfolios can decrease your overall portfolio volatility.