Miton UK (UK) Market Value
| MINI Stock | 45.10 0.30 0.66% |
| Symbol | Miton |
Miton UK '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 Miton UK'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 Miton UK.
| 02/11/2023 |
| 01/31/2025 |
If you would invest 0.00 in Miton UK on February 11, 2023 and sell it all today you would earn a total of 0.00 from holding Miton UK MicroCap or generate 0.0% return on investment in Miton UK over 720 days. Miton UK is related to or competes with Jacquet Metal, Playtech Plc, Made Tech, Ashtead Technology, Europa Metals, and Endeavour Mining. More
Miton UK 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 Miton UK'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 Miton UK MicroCap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.15 | |||
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 3.72 | |||
| Value At Risk | (0.66) | |||
| Potential Upside | 1.1 |
Miton UK Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Miton UK's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Miton UK's standard deviation. In reality, there are many statistical measures that can use Miton UK historical prices to predict the future Miton UK's volatility.| Risk Adjusted Performance | 0.0382 | |||
| Jensen Alpha | 0.0205 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0.42) |
Miton UK MicroCap Backtested Returns
Currently, Miton UK MicroCap is very steady. Miton UK MicroCap has Sharpe Ratio of 0.0537, which conveys that the firm had a 0.0537 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Miton UK, which you can use to evaluate the volatility of the firm. Please verify Miton UK's Mean Deviation of 0.2128, risk adjusted performance of 0.0382, and Downside Deviation of 1.15 to check out if the risk estimate we provide is consistent with the expected return of 0.0269%. Miton UK has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0405, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Miton UK are expected to decrease at a much lower rate. During the bear market, Miton UK is likely to outperform the market. Miton UK MicroCap right now secures a risk of 0.5%. Please verify Miton UK MicroCap sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Miton UK MicroCap will be following its current price movements.
Auto-correlation | 0.58 |
Modest predictability
Miton UK MicroCap has modest predictability. Overlapping area represents the amount of predictability between Miton UK time series from 11th of February 2023 to 6th of February 2024 and 6th of February 2024 to 31st 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 Miton UK MicroCap price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Miton UK price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 7.38 |
Miton UK MicroCap lagged returns against current returns
Autocorrelation, which is Miton UK 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 Miton UK's stock expected returns. We can calculate the autocorrelation of Miton UK returns to help us make a trade decision. For example, suppose you find that Miton UK 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 |
Miton UK 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 Miton UK stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Miton UK stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Miton UK stock over time.
Current vs Lagged Prices |
| Timeline |
Miton UK Lagged Returns
When evaluating Miton UK's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Miton UK stock have on its future price. Miton UK 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, Miton UK autocorrelation shows the relationship between Miton UK stock current value and its past values and can show if there is a momentum factor associated with investing in Miton UK MicroCap.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Miton Stock Analysis
When running Miton UK's price analysis, check to measure Miton UK'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 Miton UK is operating at the current time. Most of Miton UK's value examination focuses on studying past and present price action to predict the probability of Miton UK's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Miton UK's price. Additionally, you may evaluate how the addition of Miton UK to your portfolios can decrease your overall portfolio volatility.