Mercialys Stock Market Value
| MEIYF Stock | USD 11.71 0.00 0.00% |
| Symbol | Mercialys |
Mercialys '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 Mercialys' 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 Mercialys.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Mercialys on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Mercialys or generate 0.0% return on investment in Mercialys over 180 days. Mercialys is related to or competes with Primaris Real, Champion Real, Reit 1, InterRent Real, Shopping Centres, FIBRA Macquarie, and Great Eagle. Mercialys is one of Frances leading real estate companies, focused exclusively on shopping centers and high-street retai... More
Mercialys 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 Mercialys' 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 Mercialys upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 5.62 |
Mercialys Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mercialys' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mercialys' standard deviation. In reality, there are many statistical measures that can use Mercialys historical prices to predict the future Mercialys' volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | 10.93 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mercialys' 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.
Mercialys Backtested Returns
Mercialys has Sharpe Ratio of -0.15, which conveys that the firm had a -0.15 % return per unit of risk over the last 3 months. Mercialys exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mercialys' Standard Deviation of 0.822, risk adjusted performance of (0.14), and Mean Deviation of 0.3318 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.0155, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mercialys are expected to decrease at a much lower rate. During the bear market, Mercialys is likely to outperform the market. At this point, Mercialys has a negative expected return of -0.11%. Please make sure to verify Mercialys' treynor ratio and day median price , to decide if Mercialys performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.34 |
Poor reverse predictability
Mercialys has poor reverse predictability. Overlapping area represents the amount of predictability between Mercialys time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Mercialys price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Mercialys price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Mercialys lagged returns against current returns
Autocorrelation, which is Mercialys 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 Mercialys' pink sheet expected returns. We can calculate the autocorrelation of Mercialys returns to help us make a trade decision. For example, suppose you find that Mercialys 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 |
Mercialys 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 Mercialys pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mercialys pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mercialys pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mercialys Lagged Returns
When evaluating Mercialys' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mercialys pink sheet have on its future price. Mercialys 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, Mercialys autocorrelation shows the relationship between Mercialys pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mercialys.
Regressed Prices |
| Timeline |
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Other Information on Investing in Mercialys Pink Sheet
Mercialys financial ratios help investors to determine whether Mercialys Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Mercialys with respect to the benefits of owning Mercialys security.