Maple Leaf Foods Stock Market Value
| MLFNF Stock | USD 16.06 0.06 0.37% |
| Symbol | Maple |
Maple Leaf '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 Maple Leaf'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 Maple Leaf.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in Maple Leaf on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding Maple Leaf Foods or generate 0.0% return on investment in Maple Leaf over 720 days. Maple Leaf is related to or competes with Embotelladora Andina, Signet International, National Beverage, Vita Coco, Coca Cola, Coca Cola, and Embotelladora Andina. Maple Leaf Foods Inc. produces food products in the United States, Canada, Japan, China, and internationally More
Maple Leaf 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 Maple Leaf'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 Maple Leaf Foods upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 8.31 | |||
| Value At Risk | (2.36) | |||
| Potential Upside | 2.54 |
Maple Leaf Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maple Leaf's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Maple Leaf's standard deviation. In reality, there are many statistical measures that can use Maple Leaf historical prices to predict the future Maple Leaf's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | (0.23) |
Maple Leaf Foods Backtested Returns
Maple Leaf Foods has Sharpe Ratio of -0.0589, which conveys that the firm had a -0.0589% return per unit of risk over the last 3 months. Maple Leaf exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Maple Leaf's Mean Deviation of 0.9358, standard deviation of 1.39, and Risk Adjusted Performance of (0.01) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.16, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Maple Leaf's returns are expected to increase less than the market. However, during the bear market, the loss of holding Maple Leaf is expected to be smaller as well. At this point, Maple Leaf Foods has a negative expected return of -0.0809%. Please make sure to verify Maple Leaf's jensen alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Maple Leaf Foods performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Maple Leaf Foods has insignificant reverse predictability. Overlapping area represents the amount of predictability between Maple Leaf time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 to 26th of November 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 Maple Leaf Foods price movement. The serial correlation of -0.18 indicates that over 18.0% of current Maple Leaf price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.99 |
Maple Leaf Foods lagged returns against current returns
Autocorrelation, which is Maple Leaf 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 Maple Leaf's pink sheet expected returns. We can calculate the autocorrelation of Maple Leaf returns to help us make a trade decision. For example, suppose you find that Maple Leaf 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 |
Maple Leaf 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 Maple Leaf pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Maple Leaf pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Maple Leaf pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Maple Leaf Lagged Returns
When evaluating Maple Leaf's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Maple Leaf pink sheet have on its future price. Maple Leaf 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, Maple Leaf autocorrelation shows the relationship between Maple Leaf pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Maple Leaf Foods.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Maple Pink Sheet
Maple Leaf financial ratios help investors to determine whether Maple 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 Maple with respect to the benefits of owning Maple Leaf security.