Mondelez International (Brazil) Market Value
| MDLZ34 Stock | BRL 192.29 4.04 2.15% |
| Symbol | Mondelez |
Mondelez 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 Mondelez International'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 Mondelez International.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Mondelez International on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Mondelez International or generate 0.0% return on investment in Mondelez International over 30 days. Mondelez International is related to or competes with CM Hospitalar, Cognizant Technology, CVS Health, Dell Technologies, Uber Technologies, and Apartment Investment. Mondelez International, Inc., through its subsidiaries, manufactures and markets snack food and beverage products worldw... More
Mondelez 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 Mondelez International'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 Mondelez International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 8.99 | |||
| Value At Risk | (2.48) | |||
| Potential Upside | 2.15 |
Mondelez International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mondelez International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mondelez International's standard deviation. In reality, there are many statistical measures that can use Mondelez International historical prices to predict the future Mondelez International's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | 0.0026 | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | 0.1075 |
Mondelez International Backtested Returns
Mondelez International has Sharpe Ratio of -0.0318, which conveys that the firm had a -0.0318% return per unit of risk over the last 3 months. Mondelez International exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mondelez International's Mean Deviation of 0.9061, risk adjusted performance of (0.01), and Standard Deviation of 1.42 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.33, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Mondelez International are expected to decrease at a much lower rate. During the bear market, Mondelez International is likely to outperform the market. At this point, Mondelez International has a negative expected return of -0.0466%. Please make sure to verify Mondelez International's maximum drawdown, kurtosis, day median price, as well as the relationship between the potential upside and daily balance of power , to decide if Mondelez International performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Mondelez International has insignificant reverse predictability. Overlapping area represents the amount of predictability between Mondelez International time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Mondelez International price movement. The serial correlation of -0.2 indicates that over 20.0% of current Mondelez International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 8.91 |
Mondelez International lagged returns against current returns
Autocorrelation, which is Mondelez International 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 Mondelez International's stock expected returns. We can calculate the autocorrelation of Mondelez International returns to help us make a trade decision. For example, suppose you find that Mondelez International 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 |
Mondelez 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 Mondelez International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mondelez International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mondelez International stock over time.
Current vs Lagged Prices |
| Timeline |
Mondelez International Lagged Returns
When evaluating Mondelez International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mondelez International stock have on its future price. Mondelez 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, Mondelez International autocorrelation shows the relationship between Mondelez International stock current value and its past values and can show if there is a momentum factor associated with investing in Mondelez International.
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 Information and Resources on Investing in Mondelez Stock
When determining whether Mondelez International offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Mondelez International'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 Mondelez International Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Mondelez International Stock:Check out Mondelez International Correlation, Mondelez International Volatility and Mondelez International Alpha and Beta module to complement your research on Mondelez International. For information on how to trade Mondelez Stock refer to our How to Trade Mondelez Stock guide.You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Mondelez International 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.