Mgc Ventures Stock Market Value
| MGCV Stock | USD 0.04 0.00 0.00% |
| Symbol | MGC |
MGC Ventures '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 MGC Ventures' 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 MGC Ventures.
| 01/02/2025 |
| 12/28/2025 |
If you would invest 0.00 in MGC Ventures on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding MGC Ventures or generate 0.0% return on investment in MGC Ventures over 360 days. MGC Ventures is related to or competes with American Helium, Auryn Mining, and Golcap Resources. It intends to acquire mining properties and explore for commercial ore deposits More
MGC Ventures 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 MGC Ventures' 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 MGC Ventures upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 10.0 |
MGC Ventures Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MGC Ventures' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MGC Ventures' standard deviation. In reality, there are many statistical measures that can use MGC Ventures historical prices to predict the future MGC Ventures' volatility.| Risk Adjusted Performance | 0.0106 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | 0.0041 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MGC Ventures' 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.
MGC Ventures Backtested Returns
At this stage we consider MGC Pink Sheet to be out of control. MGC Ventures retains Efficiency (Sharpe Ratio) of 0.21, which conveys that the firm had a 0.21 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for MGC Ventures, which you can use to evaluate the volatility of the firm. Please verify MGC Ventures' Mean Deviation of 0.3245, coefficient of variation of 13150.95, and Market Risk Adjusted Performance of 0.0141 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. MGC Ventures has a performance score of 16 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.31, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MGC Ventures' returns are expected to increase less than the market. However, during the bear market, the loss of holding MGC Ventures is expected to be smaller as well. MGC Ventures at this time owns a risk of 0.81%. Please verify MGC Ventures mean deviation, treynor ratio, as well as the relationship between the Treynor Ratio and day median price , to decide if MGC Ventures will be following its current price history.
Auto-correlation | 0.57 |
Modest predictability
MGC Ventures has modest predictability. Overlapping area represents the amount of predictability between MGC Ventures time series from 2nd of January 2025 to 1st of July 2025 and 1st of July 2025 to 28th 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 MGC Ventures price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current MGC Ventures price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
MGC Ventures lagged returns against current returns
Autocorrelation, which is MGC Ventures 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 MGC Ventures' pink sheet expected returns. We can calculate the autocorrelation of MGC Ventures returns to help us make a trade decision. For example, suppose you find that MGC Ventures 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 |
MGC Ventures 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 MGC Ventures pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MGC Ventures pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MGC Ventures pink sheet over time.
Current vs Lagged Prices |
| Timeline |
MGC Ventures Lagged Returns
When evaluating MGC Ventures' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MGC Ventures pink sheet have on its future price. MGC Ventures 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, MGC Ventures autocorrelation shows the relationship between MGC Ventures pink sheet current value and its past values and can show if there is a momentum factor associated with investing in MGC Ventures.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for MGC Pink Sheet Analysis
When running MGC Ventures' price analysis, check to measure MGC Ventures' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy MGC Ventures is operating at the current time. Most of MGC Ventures' value examination focuses on studying past and present price action to predict the probability of MGC Ventures' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MGC Ventures' price. Additionally, you may evaluate how the addition of MGC Ventures to your portfolios can decrease your overall portfolio volatility.