Microwave Filter Stock Market Value
| MFCO Stock | USD 0.41 0.09 18.00% |
| Symbol | Microwave |
Microwave Filter '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 Microwave Filter'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 Microwave Filter.
| 07/11/2025 |
| 01/07/2026 |
If you would invest 0.00 in Microwave Filter on July 11, 2025 and sell it all today you would earn a total of 0.00 from holding Microwave Filter or generate 0.0% return on investment in Microwave Filter over 180 days. Microwave Filter is related to or competes with Optiva. Microwave Filter Company, Inc. designs, develops, manufactures, and sells electronic filters for radio and microwave fre... More
Microwave Filter 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 Microwave Filter'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 Microwave Filter upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 14.66 | |||
| Information Ratio | 0.0401 | |||
| Maximum Drawdown | 46.06 | |||
| Value At Risk | (14.58) | |||
| Potential Upside | 18.42 |
Microwave Filter Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Microwave Filter's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Microwave Filter's standard deviation. In reality, there are many statistical measures that can use Microwave Filter historical prices to predict the future Microwave Filter's volatility.| Risk Adjusted Performance | 0.0468 | |||
| Jensen Alpha | 0.5038 | |||
| Total Risk Alpha | (0.56) | |||
| Sortino Ratio | 0.0228 | |||
| Treynor Ratio | (0.43) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Microwave Filter'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.
Microwave Filter Backtested Returns
Microwave Filter appears to be out of control, given 3 months investment horizon. Microwave Filter has Sharpe Ratio of 0.0536, which conveys that the firm had a 0.0536 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Microwave Filter, which you can use to evaluate the volatility of the firm. Please exercise Microwave Filter's Mean Deviation of 3.45, downside deviation of 14.66, and Risk Adjusted Performance of 0.0468 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Microwave Filter holds a performance score of 4. The company secures a Beta (Market Risk) of -0.98, which conveys possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Microwave Filter are expected to decrease slowly. On the other hand, during market turmoil, Microwave Filter is expected to outperform it slightly. Please check Microwave Filter's information ratio, downside variance, day typical price, as well as the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Microwave Filter's current price movements will revert.
Auto-correlation | -0.01 |
Very weak reverse predictability
Microwave Filter has very weak reverse predictability. Overlapping area represents the amount of predictability between Microwave Filter time series from 11th of July 2025 to 9th of October 2025 and 9th of October 2025 to 7th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Microwave Filter price movement. The serial correlation of -0.01 indicates that just 1.0% of current Microwave Filter price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Microwave Filter lagged returns against current returns
Autocorrelation, which is Microwave Filter 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 Microwave Filter's pink sheet expected returns. We can calculate the autocorrelation of Microwave Filter returns to help us make a trade decision. For example, suppose you find that Microwave Filter 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 |
Microwave Filter 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 Microwave Filter pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Microwave Filter pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Microwave Filter pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Microwave Filter Lagged Returns
When evaluating Microwave Filter's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Microwave Filter pink sheet have on its future price. Microwave Filter 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, Microwave Filter autocorrelation shows the relationship between Microwave Filter pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Microwave Filter.
Regressed Prices |
| Timeline |
Pair Trading with Microwave Filter
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Microwave Filter position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Microwave Filter will appreciate offsetting losses from the drop in the long position's value.Moving against Microwave Pink Sheet
| 0.47 | PRZO | ParaZero Technologies | PairCorr |
| 0.46 | T | ATT Inc | PairCorr |
| 0.33 | PDYN | Palladyne AI Corp Trending | PairCorr |
| 0.32 | HPQ | HP Inc | PairCorr |
The ability to find closely correlated positions to Microwave Filter could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Microwave Filter when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Microwave Filter - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Microwave Filter to buy it.
The correlation of Microwave Filter is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Microwave Filter moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Microwave Filter moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Microwave Filter can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Microwave Pink Sheet
Microwave Filter financial ratios help investors to determine whether Microwave 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 Microwave with respect to the benefits of owning Microwave Filter security.