Mitie Group's market value is the price at which a share of Mitie Group trades on a public exchange. It measures the collective expectations of Mitie Group Plc investors about its performance. Mitie Group is trading at 9.63 as of the 2nd of February 2026; that is 3.88% increase since the beginning of the trading day. The stock's open price was 9.27. With this module, you can estimate the performance of a buy and hold strategy of Mitie Group Plc and determine expected loss or profit from investing in Mitie Group over a given investment horizon. Check out Mitie Group Correlation, Mitie Group Volatility and Mitie Group Performance module to complement your research on Mitie Group.
Understanding that Mitie Group's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Mitie Group represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, Mitie Group's market price signifies the transaction level at which participants voluntarily complete trades.
Mitie Group '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 Mitie Group'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 Mitie Group.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Mitie Group'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 Mitie Group Plc upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mitie Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mitie Group's standard deviation. In reality, there are many statistical measures that can use Mitie Group historical prices to predict the future Mitie Group's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Mitie Group. Your research has to be compared to or analyzed against Mitie Group's peers to derive any actionable benefits. When done correctly, Mitie Group's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Mitie Group Plc.
Mitie Group appears to be not too volatile, given 3 months investment horizon. Mitie Group Plc has Sharpe Ratio of 0.17, which conveys that the firm had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Mitie Group, which you can use to evaluate the volatility of the firm. Please exercise Mitie Group's Downside Deviation of 1.39, risk adjusted performance of 0.091, and Mean Deviation of 1.02 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mitie Group holds a performance score of 13. The company secures a Beta (Market Risk) of 0.28, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mitie Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mitie Group is expected to be smaller as well. Please check Mitie Group's total risk alpha, downside variance, as well as the relationship between the Downside Variance and rate of daily change , to make a quick decision on whether Mitie Group's current price movements will revert.
Auto-correlation
0.22
Weak predictability
Mitie Group Plc has weak predictability. Overlapping area represents the amount of predictability between Mitie Group time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd of February 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 Mitie Group Plc price movement. The serial correlation of 0.22 indicates that over 22.0% of current Mitie Group price fluctuation can be explain by its past prices.
Correlation Coefficient
0.22
Spearman Rank Test
0.31
Residual Average
0.0
Price Variance
0.07
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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.
When running Mitie Group's price analysis, check to measure Mitie Group'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 Mitie Group is operating at the current time. Most of Mitie Group's value examination focuses on studying past and present price action to predict the probability of Mitie Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mitie Group's price. Additionally, you may evaluate how the addition of Mitie Group to your portfolios can decrease your overall portfolio volatility.