Marblegate Capital Stock Market Value
| MGTE Stock | 2.20 0.10 4.35% |
| Symbol | Marblegate |
Marblegate 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 Marblegate 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 Marblegate Capital.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Marblegate Capital on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Marblegate Capital or generate 0.0% return on investment in Marblegate Capital over 30 days.
Marblegate 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 Marblegate 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 Marblegate Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.91 | |||
| Information Ratio | 0.0756 | |||
| Maximum Drawdown | 32.0 | |||
| Value At Risk | (10.80) | |||
| Potential Upside | 9.55 |
Marblegate Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marblegate Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marblegate Capital's standard deviation. In reality, there are many statistical measures that can use Marblegate Capital historical prices to predict the future Marblegate Capital's volatility.| Risk Adjusted Performance | 0.0716 | |||
| Jensen Alpha | 0.5481 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0502 | |||
| Treynor Ratio | (1.20) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Marblegate 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.
Marblegate Capital Backtested Returns
Marblegate Capital has Sharpe Ratio of 0.0837, which conveys that the firm had a 0.0837 % return per unit of risk over the last 3 months. By analyzing Marblegate Capital's technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please exercise Marblegate Capital's Risk Adjusted Performance of 0.0716, downside deviation of 8.91, and Mean Deviation of 3.85 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Marblegate Capital holds a performance score of 6. The company secures a Beta (Market Risk) of -0.43, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Marblegate Capital are expected to decrease at a much lower rate. During the bear market, Marblegate Capital is likely to outperform the market. Please check Marblegate Capital's semi variance, and the relationship between the maximum drawdown and daily balance of power , to make a quick decision on whether Marblegate Capital's current price movements will revert.
Auto-correlation | -0.33 |
Poor reverse predictability
Marblegate Capital has poor reverse predictability. Overlapping area represents the amount of predictability between Marblegate Capital time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Marblegate Capital price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Marblegate Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Marblegate Capital lagged returns against current returns
Autocorrelation, which is Marblegate 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 Marblegate Capital's otc stock expected returns. We can calculate the autocorrelation of Marblegate Capital returns to help us make a trade decision. For example, suppose you find that Marblegate 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 |
Marblegate 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 Marblegate Capital otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marblegate 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 Marblegate Capital otc stock over time.
Current vs Lagged Prices |
| Timeline |
Marblegate Capital Lagged Returns
When evaluating Marblegate Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marblegate Capital otc stock have on its future price. Marblegate 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, Marblegate Capital autocorrelation shows the relationship between Marblegate Capital otc stock current value and its past values and can show if there is a momentum factor associated with investing in Marblegate Capital.
Regressed Prices |
| Timeline |