Multiplan Empreendimentos Imob Stock Market Value
| MLTTY Stock | 10.00 2.22 28.53% |
| Symbol | MULTIPLAN |
MULTIPLAN EMPREENDIMENTOS '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 MULTIPLAN EMPREENDIMENTOS'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 MULTIPLAN EMPREENDIMENTOS.
| 10/25/2025 |
| 12/24/2025 |
If you would invest 0.00 in MULTIPLAN EMPREENDIMENTOS on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding MULTIPLAN EMPREENDIMENTOS IMOB or generate 0.0% return on investment in MULTIPLAN EMPREENDIMENTOS over 60 days.
MULTIPLAN EMPREENDIMENTOS 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 MULTIPLAN EMPREENDIMENTOS'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 MULTIPLAN EMPREENDIMENTOS IMOB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1088 | |||
| Maximum Drawdown | 1.17 |
MULTIPLAN EMPREENDIMENTOS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MULTIPLAN EMPREENDIMENTOS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MULTIPLAN EMPREENDIMENTOS's standard deviation. In reality, there are many statistical measures that can use MULTIPLAN EMPREENDIMENTOS historical prices to predict the future MULTIPLAN EMPREENDIMENTOS's volatility.| Risk Adjusted Performance | 0.0979 | |||
| Jensen Alpha | 0.4182 | |||
| Total Risk Alpha | 0.1496 | |||
| Treynor Ratio | 1.16 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MULTIPLAN EMPREENDIMENTOS's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
MULTIPLAN EMPREENDIMENTOS Backtested Returns
MULTIPLAN EMPREENDIMENTOS appears to be somewhat reliable, given 3 months investment horizon. MULTIPLAN EMPREENDIMENTOS has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13 % return per unit of volatility over the last 3 months. We have found nineteen technical indicators for MULTIPLAN EMPREENDIMENTOS, which you can use to evaluate the volatility of the firm. Please exercise MULTIPLAN EMPREENDIMENTOS's risk adjusted performance of 0.0979, and Mean Deviation of 0.8729 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MULTIPLAN EMPREENDIMENTOS holds a performance score of 10. The company secures a Beta (Market Risk) of 0.38, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MULTIPLAN EMPREENDIMENTOS's returns are expected to increase less than the market. However, during the bear market, the loss of holding MULTIPLAN EMPREENDIMENTOS is expected to be smaller as well. Please check MULTIPLAN EMPREENDIMENTOS's total risk alpha, as well as the relationship between the daily balance of power and day typical price , to make a quick decision on whether MULTIPLAN EMPREENDIMENTOS's current price movements will revert.
Auto-correlation | 0.00 |
No correlation between past and present
MULTIPLAN EMPREENDIMENTOS IMOB has no correlation between past and present. Overlapping area represents the amount of predictability between MULTIPLAN EMPREENDIMENTOS time series from 25th of October 2025 to 24th of November 2025 and 24th of November 2025 to 24th 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 MULTIPLAN EMPREENDIMENTOS price movement. The serial correlation of 0.0 indicates that just 0.0% of current MULTIPLAN EMPREENDIMENTOS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
MULTIPLAN EMPREENDIMENTOS lagged returns against current returns
Autocorrelation, which is MULTIPLAN EMPREENDIMENTOS 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 MULTIPLAN EMPREENDIMENTOS's pink sheet expected returns. We can calculate the autocorrelation of MULTIPLAN EMPREENDIMENTOS returns to help us make a trade decision. For example, suppose you find that MULTIPLAN EMPREENDIMENTOS 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 |
MULTIPLAN EMPREENDIMENTOS 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 MULTIPLAN EMPREENDIMENTOS pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MULTIPLAN EMPREENDIMENTOS pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MULTIPLAN EMPREENDIMENTOS pink sheet over time.
Current vs Lagged Prices |
| Timeline |
MULTIPLAN EMPREENDIMENTOS Lagged Returns
When evaluating MULTIPLAN EMPREENDIMENTOS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MULTIPLAN EMPREENDIMENTOS pink sheet have on its future price. MULTIPLAN EMPREENDIMENTOS 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, MULTIPLAN EMPREENDIMENTOS autocorrelation shows the relationship between MULTIPLAN EMPREENDIMENTOS pink sheet current value and its past values and can show if there is a momentum factor associated with investing in MULTIPLAN EMPREENDIMENTOS IMOB.
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 MULTIPLAN Pink Sheet Analysis
When running MULTIPLAN EMPREENDIMENTOS's price analysis, check to measure MULTIPLAN EMPREENDIMENTOS'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 MULTIPLAN EMPREENDIMENTOS is operating at the current time. Most of MULTIPLAN EMPREENDIMENTOS's value examination focuses on studying past and present price action to predict the probability of MULTIPLAN EMPREENDIMENTOS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MULTIPLAN EMPREENDIMENTOS's price. Additionally, you may evaluate how the addition of MULTIPLAN EMPREENDIMENTOS to your portfolios can decrease your overall portfolio volatility.