Minco Capital Corp Stock Market Value
| MGHCF Stock | USD 0.05 0.00 0.00% |
| Symbol | Minco |
Minco Capital '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 Minco Capital's otc 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 Minco Capital.
| 05/28/2025 |
| 12/24/2025 |
If you would invest 0.00 in Minco Capital on May 28, 2025 and sell it all today you would earn a total of 0.00 from holding Minco Capital Corp or generate 0.0% return on investment in Minco Capital over 210 days. It invests in public and private companies and assets, as well as indirect and direct ownership stakes in resource proje... More
Minco Capital 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 Minco Capital's otc 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 Minco Capital Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 18.27 | |||
| Information Ratio | 0.0807 | |||
| Maximum Drawdown | 45.0 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 25.0 |
Minco Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Minco Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Minco Capital's standard deviation. In reality, there are many statistical measures that can use Minco Capital historical prices to predict the future Minco Capital's volatility.| Risk Adjusted Performance | 0.0704 | |||
| Jensen Alpha | 0.9575 | |||
| Total Risk Alpha | 0.0315 | |||
| Sortino Ratio | 0.0476 | |||
| Treynor Ratio | (1.87) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Minco Capital'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.
Minco Capital Corp Backtested Returns
Minco Capital appears to be out of control, given 3 months investment horizon. Minco Capital Corp has Sharpe Ratio of 0.087, which conveys that the firm had a 0.087 % return per unit of risk over the last 3 months. By analyzing Minco Capital's technical indicators, you can evaluate if the expected return of 0.94% is justified by implied risk. Please exercise Minco Capital's Risk Adjusted Performance of 0.0704, downside deviation of 18.27, and Mean Deviation of 6.05 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Minco Capital holds a performance score of 6. The company secures a Beta (Market Risk) of -0.5, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Minco Capital are expected to decrease at a much lower rate. During the bear market, Minco Capital is likely to outperform the market. Please check Minco Capital's sortino ratio, semi variance, day typical price, as well as the relationship between the value at risk and kurtosis , to make a quick decision on whether Minco Capital's current price movements will revert.
Auto-correlation | 0.10 |
Insignificant predictability
Minco Capital Corp has insignificant predictability. Overlapping area represents the amount of predictability between Minco Capital time series from 28th of May 2025 to 10th of September 2025 and 10th of September 2025 to 24th 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 Minco Capital Corp price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Minco Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Minco Capital Corp lagged returns against current returns
Autocorrelation, which is Minco Capital otc 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 Minco Capital's otc stock expected returns. We can calculate the autocorrelation of Minco Capital returns to help us make a trade decision. For example, suppose you find that Minco Capital has exhibited high autocorrelation historically, and you observe that the otc 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 |
Minco Capital 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 Minco Capital otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Minco Capital otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Minco Capital otc stock over time.
Current vs Lagged Prices |
| Timeline |
Minco Capital Lagged Returns
When evaluating Minco Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Minco Capital otc stock have on its future price. Minco Capital 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, Minco Capital autocorrelation shows the relationship between Minco Capital otc stock current value and its past values and can show if there is a momentum factor associated with investing in Minco Capital Corp.
Regressed Prices |
| Timeline |
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Other Information on Investing in Minco OTC Stock
Minco Capital financial ratios help investors to determine whether Minco OTC Stock 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 Minco with respect to the benefits of owning Minco Capital security.