Mason Graphite Stock Market Value
| MGPHF Stock | USD 0.06 0.01 25.68% |
| Symbol | Mason |
Mason Graphite '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 Mason Graphite'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 Mason Graphite.
| 11/01/2024 |
| 01/30/2025 |
If you would invest 0.00 in Mason Graphite on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Mason Graphite or generate 0.0% return on investment in Mason Graphite over 90 days. Mason Graphite is related to or competes with Graphite One, IGO, NextSource Materials, Aurelia Metals, and Critical Elements. Mason Graphite Inc., a mining and processing company, engages in the extraction, processing, and development of graphite... More
Mason Graphite 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 Mason Graphite'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 Mason Graphite upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.3 | |||
| Information Ratio | 9.0E-4 | |||
| Maximum Drawdown | 32.58 | |||
| Value At Risk | (10.09) | |||
| Potential Upside | 18.23 |
Mason Graphite Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mason Graphite's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mason Graphite's standard deviation. In reality, there are many statistical measures that can use Mason Graphite historical prices to predict the future Mason Graphite's volatility.| Risk Adjusted Performance | 0.0188 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.62) | |||
| Sortino Ratio | 0.0012 | |||
| Treynor Ratio | 0.0678 |
Mason Graphite Backtested Returns
Mason Graphite appears to be out of control, given 3 months investment horizon. Mason Graphite has Sharpe Ratio of 0.0684, which conveys that the firm had a 0.0684 % return per unit of risk over the last 3 months. By analyzing Mason Graphite's technical indicators, you can evaluate if the expected return of 0.6% is justified by implied risk. Please exercise Mason Graphite's Mean Deviation of 5.57, downside deviation of 6.3, and Risk Adjusted Performance of 0.0188 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mason Graphite holds a performance score of 5. The company secures a Beta (Market Risk) of 1.22, 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, Mason Graphite will likely underperform. Please check Mason Graphite's value at risk and the relationship between the expected short fall and price action indicator , to make a quick decision on whether Mason Graphite's current price movements will revert.
Auto-correlation | -0.33 |
Poor reverse predictability
Mason Graphite has poor reverse predictability. Overlapping area represents the amount of predictability between Mason Graphite time series from 1st of November 2024 to 16th of December 2024 and 16th of December 2024 to 30th of January 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 Mason Graphite price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Mason Graphite price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mason Graphite lagged returns against current returns
Autocorrelation, which is Mason Graphite 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 Mason Graphite's otc stock expected returns. We can calculate the autocorrelation of Mason Graphite returns to help us make a trade decision. For example, suppose you find that Mason Graphite 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 |
Mason Graphite 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 Mason Graphite otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mason Graphite otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mason Graphite otc stock over time.
Current vs Lagged Prices |
| Timeline |
Mason Graphite Lagged Returns
When evaluating Mason Graphite's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mason Graphite otc stock have on its future price. Mason Graphite 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, Mason Graphite autocorrelation shows the relationship between Mason Graphite otc stock current value and its past values and can show if there is a momentum factor associated with investing in Mason Graphite.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Mason OTC Stock
Mason Graphite financial ratios help investors to determine whether Mason 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 Mason with respect to the benefits of owning Mason Graphite security.