Merchants Financial Group Stock Market Value
| MFGI Stock | USD 31.98 0.23 0.72% |
| Symbol | Merchants |
Merchants Financial '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 Merchants Financial'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 Merchants Financial.
| 12/17/2025 |
| 01/16/2026 |
If you would invest 0.00 in Merchants Financial on December 17, 2025 and sell it all today you would earn a total of 0.00 from holding Merchants Financial Group or generate 0.0% return on investment in Merchants Financial over 30 days. Merchants Financial is related to or competes with TISCO Financial, Malaga Financial, First Northern, Truxton, Morris State, Exchange Bank, and First Farmers. Merchants Financial Group, Inc. operates as the bank holding company for Merchants Bank, National Association that provi... More
Merchants Financial 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 Merchants Financial'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 Merchants Financial Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.37 | |||
| Information Ratio | 0.2116 | |||
| Maximum Drawdown | 4.97 | |||
| Value At Risk | (1.60) | |||
| Potential Upside | 1.57 |
Merchants Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Merchants Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Merchants Financial's standard deviation. In reality, there are many statistical measures that can use Merchants Financial historical prices to predict the future Merchants Financial's volatility.| Risk Adjusted Performance | 0.2252 | |||
| Jensen Alpha | 0.3144 | |||
| Total Risk Alpha | 0.168 | |||
| Sortino Ratio | 0.1559 | |||
| Treynor Ratio | (18.18) |
Merchants Financial Backtested Returns
Merchants Financial appears to be very steady, given 3 months investment horizon. Merchants Financial has Sharpe Ratio of 0.28, which conveys that the firm had a 0.28 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Merchants Financial, which you can use to evaluate the volatility of the firm. Please exercise Merchants Financial's Downside Deviation of 1.37, risk adjusted performance of 0.2252, and Mean Deviation of 0.7076 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Merchants Financial holds a performance score of 22. The company secures a Beta (Market Risk) of -0.0172, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Merchants Financial are expected to decrease at a much lower rate. During the bear market, Merchants Financial is likely to outperform the market. Please check Merchants Financial's semi variance, and the relationship between the maximum drawdown and daily balance of power , to make a quick decision on whether Merchants Financial's current price movements will revert.
Auto-correlation | 0.77 |
Good predictability
Merchants Financial Group has good predictability. Overlapping area represents the amount of predictability between Merchants Financial time series from 17th of December 2025 to 1st of January 2026 and 1st of January 2026 to 16th 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 Merchants Financial price movement. The serial correlation of 0.77 indicates that around 77.0% of current Merchants Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Merchants Financial lagged returns against current returns
Autocorrelation, which is Merchants Financial 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 Merchants Financial's pink sheet expected returns. We can calculate the autocorrelation of Merchants Financial returns to help us make a trade decision. For example, suppose you find that Merchants Financial 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 |
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Merchants Financial 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 Merchants Financial pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Merchants Financial pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Merchants Financial pink sheet over time.
Current vs Lagged Prices |
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Merchants Financial Lagged Returns
When evaluating Merchants Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Merchants Financial pink sheet have on its future price. Merchants Financial 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, Merchants Financial autocorrelation shows the relationship between Merchants Financial pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Merchants Financial Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Merchants Pink Sheet
Merchants Financial financial ratios help investors to determine whether Merchants 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 Merchants with respect to the benefits of owning Merchants Financial security.