MHP SE (UK) Market Value
| MHPC Stock | 4.34 0.09 2.12% |
| Symbol | MHP |
MHP SE '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 MHP SE's 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 MHP SE.
| 09/02/2024 |
| 12/01/2024 |
If you would invest 0.00 in MHP SE on September 2, 2024 and sell it all today you would earn a total of 0.00 from holding MHP SE or generate 0.0% return on investment in MHP SE over 90 days. MHP SE is related to or competes with Cars, Cairo Communication, Made Tech, JB Hunt, Roper Technologies, Gaming Realms, and DXC Technology. MHP SE is entity of United Kingdom. It is traded as Stock on LSE exchange. More
MHP SE 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 MHP SE's 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 MHP SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.31 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 6.65 | |||
| Value At Risk | (1.94) | |||
| Potential Upside | 2.7 |
MHP SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MHP SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MHP SE's standard deviation. In reality, there are many statistical measures that can use MHP SE historical prices to predict the future MHP SE's volatility.| Risk Adjusted Performance | 0.0442 | |||
| Jensen Alpha | 0.0657 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (1.16) |
MHP SE Backtested Returns
Currently, MHP SE is somewhat reliable. MHP SE has Sharpe Ratio of 0.0694, which conveys that the firm had a 0.0694% return per unit of volatility over the last 3 months. We have found thirty technical indicators for MHP SE, which you can use to evaluate the volatility of the firm. Please verify MHP SE's risk adjusted performance of 0.0442, and Mean Deviation of 0.9408 to check out if the risk estimate we provide is consistent with the expected return of 0.091%. MHP SE has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0512, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MHP SE are expected to decrease at a much lower rate. During the bear market, MHP SE is likely to outperform the market. MHP SE currently secures a risk of 1.31%. Please verify MHP SE treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if MHP SE will be following its current price movements.
Auto-correlation | 0.20 |
Weak predictability
MHP SE has weak predictability. Overlapping area represents the amount of predictability between MHP SE time series from 2nd of September 2024 to 17th of October 2024 and 17th of October 2024 to 1st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of MHP SE price movement. The serial correlation of 0.2 indicates that over 20.0% of current MHP SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
MHP SE lagged returns against current returns
Autocorrelation, which is MHP SE 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 MHP SE's stock expected returns. We can calculate the autocorrelation of MHP SE returns to help us make a trade decision. For example, suppose you find that MHP SE has exhibited high autocorrelation historically, and you observe that the 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 |
MHP SE 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 MHP SE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MHP SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MHP SE stock over time.
Current vs Lagged Prices |
| Timeline |
MHP SE Lagged Returns
When evaluating MHP SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MHP SE stock have on its future price. MHP SE 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, MHP SE autocorrelation shows the relationship between MHP SE stock current value and its past values and can show if there is a momentum factor associated with investing in MHP SE.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for MHP Stock Analysis
When running MHP SE's price analysis, check to measure MHP SE's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy MHP SE is operating at the current time. Most of MHP SE's value examination focuses on studying past and present price action to predict the probability of MHP SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MHP SE's price. Additionally, you may evaluate how the addition of MHP SE to your portfolios can decrease your overall portfolio volatility.