Mediobanca Banca Di Stock Market Value
| MDIBY Stock | USD 14.55 0.06 0.41% |
| 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.
| 05/30/2024 |
| 11/26/2024 |
If you would invest 0.00 in Mediobanca Banca on May 30, 2024 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 180 days. Mediobanca Banca is related to or competes with PSB Holdings, and United Overseas. 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.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 10.36 | |||
| Value At Risk | (1.75) | |||
| Potential Upside | 1.72 |
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 | (0.07) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.39) | |||
| Treynor Ratio | (0.40) |
Mediobanca Banca Backtested Returns
Mediobanca Banca has Sharpe Ratio of -0.086, which conveys that the firm had a -0.086% return per unit of risk over the last 3 months. Mediobanca Banca exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mediobanca Banca's Mean Deviation of 1.01, risk adjusted performance of (0.07), and Standard Deviation of 1.51 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.38, which conveys possible diversification benefits within a given portfolio. 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. At this point, Mediobanca Banca has a negative expected return of -0.13%. Please make sure to verify Mediobanca Banca's treynor ratio, as well as the relationship between the kurtosis and day typical price , to decide if Mediobanca Banca performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.57 |
Good reverse predictability
Mediobanca Banca di has good reverse predictability. Overlapping area represents the amount of predictability between Mediobanca Banca time series from 30th of May 2024 to 28th of August 2024 and 28th of August 2024 to 26th of November 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 Mediobanca Banca price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Mediobanca Banca price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
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.