Morgan Group Holding Stock Market Value
| MGHL Stock | USD 1.95 0.00 0.00% |
| Symbol | Morgan |
Morgan Group '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 Morgan Group'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 Morgan Group.
| 12/02/2025 |
| 01/01/2026 |
If you would invest 0.00 in Morgan Group on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding Morgan Group Holding or generate 0.0% return on investment in Morgan Group over 30 days. Morgan Group is related to or competes with Plural Industry, and Nuvonyx. Morgan Group Holding Co., through its subsidiary G.research, LLC provides institutional research and securities brokerag... More
Morgan Group 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 Morgan Group'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 Morgan Group Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.099 | |||
| Maximum Drawdown | 34.48 |
Morgan Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Morgan Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Morgan Group's standard deviation. In reality, there are many statistical measures that can use Morgan Group historical prices to predict the future Morgan Group's volatility.| Risk Adjusted Performance | 0.0893 | |||
| Jensen Alpha | 0.443 | |||
| Total Risk Alpha | 0.115 | |||
| Treynor Ratio | 0.7511 |
Morgan Group Holding Backtested Returns
Morgan Group appears to be very risky, given 3 months investment horizon. Morgan Group Holding has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13 % return per unit of risk over the last 3 months. By analyzing Morgan Group's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please exercise Morgan Group's Standard Deviation of 4.26, risk adjusted performance of 0.0893, and Mean Deviation of 1.03 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Morgan Group holds a performance score of 10. The company secures a Beta (Market Risk) of 0.64, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Morgan Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Morgan Group is expected to be smaller as well. Please check Morgan Group's jensen alpha and rate of daily change , to make a quick decision on whether Morgan Group's current price movements will revert.
Auto-correlation | 1.00 |
Perfect predictability
Morgan Group Holding has perfect predictability. Overlapping area represents the amount of predictability between Morgan Group time series from 2nd of December 2025 to 17th of December 2025 and 17th of December 2025 to 1st 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 Morgan Group Holding price movement. The serial correlation of 1.0 indicates that 100.0% of current Morgan Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Morgan Group Holding lagged returns against current returns
Autocorrelation, which is Morgan Group 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 Morgan Group's pink sheet expected returns. We can calculate the autocorrelation of Morgan Group returns to help us make a trade decision. For example, suppose you find that Morgan Group 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 |
Morgan Group 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 Morgan Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Morgan Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Morgan Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Morgan Group Lagged Returns
When evaluating Morgan Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Morgan Group pink sheet have on its future price. Morgan Group 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, Morgan Group autocorrelation shows the relationship between Morgan Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Morgan Group Holding.
Regressed Prices |
| Timeline |
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Morgan Group financial ratios help investors to determine whether Morgan 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 Morgan with respect to the benefits of owning Morgan Group security.