Mercury Nz Limited Stock Market Value
| MGHTF Stock | USD 4.03 0.00 0.00% |
| Symbol | Mercury |
Mercury NZ '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 Mercury NZ'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 Mercury NZ.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Mercury NZ on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding Mercury NZ Limited or generate 0.0% return on investment in Mercury NZ over 30 days. Mercury NZ is related to or competes with Infratil, Hera SpA, and Brookfield Renewable. Mercury NZ Limited, together with its subsidiaries, engages in the production, trading, and sale of electricity and rela... More
Mercury NZ 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 Mercury NZ'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 Mercury NZ Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.05 | |||
| Maximum Drawdown | 96.06 |
Mercury NZ Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mercury NZ's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mercury NZ's standard deviation. In reality, there are many statistical measures that can use Mercury NZ historical prices to predict the future Mercury NZ's volatility.| Risk Adjusted Performance | 0.052 | |||
| Jensen Alpha | 0.6264 | |||
| Total Risk Alpha | (0.74) | |||
| Treynor Ratio | 0.4734 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mercury NZ'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.
Mercury NZ Limited Backtested Returns
Mercury NZ appears to be dangerous, given 3 months investment horizon. Mercury NZ Limited has Sharpe Ratio of 0.0564, which conveys that the firm had a 0.0564 % return per unit of risk over the last 3 months. By analyzing Mercury NZ's technical indicators, you can evaluate if the expected return of 0.76% is justified by implied risk. Please exercise Mercury NZ's Mean Deviation of 3.04, risk adjusted performance of 0.052, and Standard Deviation of 13.53 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mercury NZ holds a performance score of 4. The company secures a Beta (Market Risk) of 1.6, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Mercury NZ will likely underperform. Please check Mercury NZ's treynor ratio and rate of daily change , to make a quick decision on whether Mercury NZ's current price movements will revert.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mercury NZ Limited lagged returns against current returns
Autocorrelation, which is Mercury NZ 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 Mercury NZ's pink sheet expected returns. We can calculate the autocorrelation of Mercury NZ returns to help us make a trade decision. For example, suppose you find that Mercury NZ 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 |
Mercury NZ 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 Mercury NZ pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mercury NZ pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mercury NZ pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mercury NZ Lagged Returns
When evaluating Mercury NZ's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mercury NZ pink sheet have on its future price. Mercury NZ 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, Mercury NZ autocorrelation shows the relationship between Mercury NZ pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mercury NZ Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Mercury Pink Sheet
Mercury NZ financial ratios help investors to determine whether Mercury 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 Mercury with respect to the benefits of owning Mercury NZ security.