Mg Plc Stock Market Value
| MGPUF Stock | USD 4.21 0.45 11.97% |
| Symbol | MGPUF |
MG Plc '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 MG Plc'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 MG Plc.
| 12/02/2025 |
| 01/01/2026 |
If you would invest 0.00 in MG Plc on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding MG Plc or generate 0.0% return on investment in MG Plc over 30 days. MG Plc is related to or competes with Intermediate Capital, Schroders PLC, IGM Financial, Mapfre SA, Standard Life, Absa Group, and ASX. MG plc, through its subsidiaries, engages in savings and investment businesses in the United Kingdom and internationally More
MG Plc 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 MG Plc'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 MG Plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1598 | |||
| Maximum Drawdown | 11.14 | |||
| Value At Risk | (0.60) | |||
| Potential Upside | 2.6 |
MG Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MG Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MG Plc's standard deviation. In reality, there are many statistical measures that can use MG Plc historical prices to predict the future MG Plc's volatility.| Risk Adjusted Performance | 0.1435 | |||
| Jensen Alpha | 0.3493 | |||
| Total Risk Alpha | 0.2046 | |||
| Treynor Ratio | 0.9365 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MG Plc'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.
MG Plc Backtested Returns
MG Plc appears to be slightly risky, given 3 months investment horizon. MG Plc retains Efficiency (Sharpe Ratio) of 0.2, which conveys that the firm had a 0.2 % return per unit of price deviation over the last 3 months. We have found twenty-two technical indicators for MG Plc, which you can use to evaluate the volatility of the firm. Please exercise MG Plc's Mean Deviation of 0.9326, market risk adjusted performance of 0.9465, and Information Ratio of 0.1598 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MG Plc holds a performance score of 16. The company owns a Beta (Systematic Risk) of 0.4, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MG Plc's returns are expected to increase less than the market. However, during the bear market, the loss of holding MG Plc is expected to be smaller as well. Please check MG Plc's jensen alpha, as well as the relationship between the skewness and day typical price , to make a quick decision on whether MG Plc's current price history will revert.
Auto-correlation | 0.46 |
Average predictability
MG Plc has average predictability. Overlapping area represents the amount of predictability between MG Plc 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 MG Plc price movement. The serial correlation of 0.46 indicates that about 46.0% of current MG Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
MG Plc lagged returns against current returns
Autocorrelation, which is MG Plc 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 MG Plc's pink sheet expected returns. We can calculate the autocorrelation of MG Plc returns to help us make a trade decision. For example, suppose you find that MG Plc 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 |
MG Plc 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 MG Plc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MG Plc pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MG Plc pink sheet over time.
Current vs Lagged Prices |
| Timeline |
MG Plc Lagged Returns
When evaluating MG Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MG Plc pink sheet have on its future price. MG Plc 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, MG Plc autocorrelation shows the relationship between MG Plc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in MG Plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| DD | Dupont De Nemours | |
| CRDO | Credo Technology Group | |
| GOOG | Alphabet Inc Class C | |
| BAC | Bank of America | |
| CRM | Salesforce |
Other Information on Investing in MGPUF Pink Sheet
MG Plc financial ratios help investors to determine whether MGPUF 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 MGPUF with respect to the benefits of owning MG Plc security.