Misr Financial (Egypt) Market Value
| MFIN Stock | 1.00 0.00 0.00% |
| Symbol | Misr |
Misr 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 Misr Financial'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 Misr Financial.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Misr Financial on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Misr Financial Investments or generate 0.0% return on investment in Misr Financial over 30 days.
Misr 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 Misr Financial'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 Misr Financial Investments upside and downside potential and time the market with a certain degree of confidence.
Misr Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Misr Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Misr Financial's standard deviation. In reality, there are many statistical measures that can use Misr Financial historical prices to predict the future Misr Financial's volatility.Misr Financial Inves Backtested Returns
We have found three technical indicators for Misr Financial, which you can use to evaluate the volatility of the firm. The company secures a Beta (Market Risk) of 0.0, which conveys not very significant fluctuations relative to the market. the returns on MARKET and Misr Financial are completely uncorrelated.
Auto-correlation | 0.00 |
No correlation between past and present
Misr Financial Investments has no correlation between past and present. Overlapping area represents the amount of predictability between Misr Financial time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 Misr Financial Inves price movement. The serial correlation of 0.0 indicates that just 0.0% of current Misr Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Misr Financial Inves lagged returns against current returns
Autocorrelation, which is Misr Financial 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 Misr Financial's stock expected returns. We can calculate the autocorrelation of Misr Financial returns to help us make a trade decision. For example, suppose you find that Misr Financial 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 |
Misr 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 Misr Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Misr Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Misr Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Misr Financial Lagged Returns
When evaluating Misr Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Misr Financial stock have on its future price. Misr 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, Misr Financial autocorrelation shows the relationship between Misr Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Misr Financial Investments.
Regressed Prices |
| Timeline |