Mullen's market value is the price at which a share of Mullen trades on a public exchange. It measures the collective expectations of Mullen Group investors about its performance. Mullen is trading at 11.69 as of the 30th of December 2025. This is a 1.02 percent decrease since the beginning of the trading day. The stock's lowest day price was 11.69. With this module, you can estimate the performance of a buy and hold strategy of Mullen Group and determine expected loss or profit from investing in Mullen over a given investment horizon. Check out Mullen Correlation, Mullen Volatility and Mullen Alpha and Beta module to complement your research on Mullen.
Please note, there is a significant difference between Mullen's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mullen is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mullen's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Mullen '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 Mullen'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 Mullen.
0.00
01/04/2025
No Change 0.00
0.0
In 11 months and 27 days
12/30/2025
0.00
If you would invest 0.00 in Mullen on January 4, 2025 and sell it all today you would earn a total of 0.00 from holding Mullen Group or generate 0.0% return on investment in Mullen over 360 days. Mullen is related to or competes with Dongjiang Environmental, Renew Holdings, Volex Plc, Cebu Air, Cargojet, Bonheur ASA, and Hosiden. Mullen Group Ltd. provides a range of trucking and logistics services in Canada and the United States More
Mullen 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 Mullen'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 Mullen Group 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 Mullen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mullen's standard deviation. In reality, there are many statistical measures that can use Mullen historical prices to predict the future Mullen's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Mullen. Your research has to be compared to or analyzed against Mullen's peers to derive any actionable benefits. When done correctly, Mullen'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 Mullen Group.
Mullen Group Backtested Returns
Mullen appears to be somewhat reliable, given 3 months investment horizon. Mullen Group has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Mullen, which you can use to evaluate the volatility of the firm. Please exercise Mullen's Mean Deviation of 1.07, risk adjusted performance of 0.1028, and Downside Deviation of 2.95 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mullen holds a performance score of 10. The company secures a Beta (Market Risk) of -0.93, which conveys possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Mullen are expected to decrease slowly. On the other hand, during market turmoil, Mullen is expected to outperform it slightly. Please check Mullen's total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether Mullen's current price movements will revert.
Auto-correlation
0.37
Below average predictability
Mullen Group has below average predictability. Overlapping area represents the amount of predictability between Mullen time series from 4th of January 2025 to 3rd of July 2025 and 3rd of July 2025 to 30th 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 Mullen Group price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Mullen price fluctuation can be explain by its past prices.
Correlation Coefficient
0.37
Spearman Rank Test
0.05
Residual Average
0.0
Price Variance
0.35
Mullen Group lagged returns against current returns
Autocorrelation, which is Mullen 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 Mullen's pink sheet expected returns. We can calculate the autocorrelation of Mullen returns to help us make a trade decision. For example, suppose you find that Mullen 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
Mullen 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 Mullen pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mullen pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mullen pink sheet over time.
Current vs Lagged Prices
Timeline
Mullen Lagged Returns
When evaluating Mullen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mullen pink sheet have on its future price. Mullen 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, Mullen autocorrelation shows the relationship between Mullen pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mullen Group.
Other Information on Investing in Mullen Pink Sheet
Mullen financial ratios help investors to determine whether Mullen 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 Mullen with respect to the benefits of owning Mullen security.