Mullen Group Stock Market Value
| MLLGF Stock | USD 12.18 0.14 1.16% |
| Symbol | Mullen |
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.
| 10/23/2025 |
| 01/21/2026 |
If you would invest 0.00 in Mullen on October 23, 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 90 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.
| Downside Deviation | 1.35 | |||
| Information Ratio | 0.2085 | |||
| Maximum Drawdown | 5.82 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 1.78 |
Mullen Market Risk Indicators
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.| Risk Adjusted Performance | 0.2025 | |||
| Jensen Alpha | 0.2715 | |||
| Total Risk Alpha | 0.2044 | |||
| Sortino Ratio | 0.1796 | |||
| Treynor Ratio | 0.562 |
Mullen Group Backtested Returns
Mullen appears to be very steady, given 3 months investment horizon. Mullen Group has Sharpe Ratio of 0.28, which conveys that the firm had a 0.28 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Mullen, which you can use to evaluate the volatility of the firm. Please exercise Mullen's Downside Deviation of 1.35, mean deviation of 0.8182, and Risk Adjusted Performance of 0.2025 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 22. The company secures a Beta (Market Risk) of 0.55, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mullen's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mullen is expected to be smaller as well. Please check Mullen's downside variance, daily balance of power, and the relationship between the maximum drawdown and skewness , to make a quick decision on whether Mullen's current price movements will revert.
Auto-correlation | 0.41 |
Average predictability
Mullen Group has average predictability. Overlapping area represents the amount of predictability between Mullen time series from 23rd of October 2025 to 7th of December 2025 and 7th of December 2025 to 21st of January 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 Mullen Group price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Mullen price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
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.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
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.