Man Group's market value is the price at which a share of Man Group trades on a public exchange. It measures the collective expectations of Man Group plc investors about its performance. Man Group is trading at 2.93 as of the 28th of December 2025. This is a 3.17 percent increase since the beginning of the trading day. The stock's lowest day price was 2.93. With this module, you can estimate the performance of a buy and hold strategy of Man Group plc and determine expected loss or profit from investing in Man Group over a given investment horizon. Check out Man Group Correlation, Man Group Volatility and Man Group Alpha and Beta module to complement your research on Man Group.
Please note, there is a significant difference between Man Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Man Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Man Group'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.
Man 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 Man 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 Man Group.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Man 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 Man 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 Man Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Man Group's standard deviation. In reality, there are many statistical measures that can use Man Group historical prices to predict the future Man Group's volatility.
Man Group appears to be slightly risky, given 3 months investment horizon. Man Group plc has Sharpe Ratio of 0.2, which conveys that the firm had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Man Group, which you can use to evaluate the volatility of the firm. Please exercise Man Group's Coefficient Of Variation of 507.34, risk adjusted performance of 0.1438, and Mean Deviation of 0.7947 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Man Group holds a performance score of 15. The company secures a Beta (Market Risk) of 0.0448, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Man Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Man Group is expected to be smaller as well. Please check Man Group's semi variance, and the relationship between the maximum drawdown and daily balance of power , to make a quick decision on whether Man Group's current price movements will revert.
Auto-correlation
0.43
Average predictability
Man Group plc has average predictability. Overlapping area represents the amount of predictability between Man Group time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th 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 Man Group plc price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Man Group price fluctuation can be explain by its past prices.
Correlation Coefficient
0.43
Spearman Rank Test
0.96
Residual Average
0.0
Price Variance
0.0
Man Group plc lagged returns against current returns
Autocorrelation, which is Man Group 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 Man Group's pink sheet expected returns. We can calculate the autocorrelation of Man Group returns to help us make a trade decision. For example, suppose you find that Man Group 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
Man Group 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 Man Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Man Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Man Group pink sheet over time.
Current vs Lagged Prices
Timeline
Man Group Lagged Returns
When evaluating Man Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Man Group pink sheet have on its future price. Man Group 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, Man Group autocorrelation shows the relationship between Man Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Man Group plc.
Man Group financial ratios help investors to determine whether Man 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 Man with respect to the benefits of owning Man Group security.