Monster Beverage (Germany) Market Value
| MOB Stock | EUR 52.96 1.54 2.99% |
| Symbol | Monster |
Monster Beverage '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 Monster Beverage's stock 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 Monster Beverage.
| 08/28/2024 |
| 11/26/2024 |
If you would invest 0.00 in Monster Beverage on August 28, 2024 and sell it all today you would earn a total of 0.00 from holding Monster Beverage Corp or generate 0.0% return on investment in Monster Beverage over 90 days. Monster Beverage is related to or competes with Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, Talanx AG, NorAm Drilling, and Identiv. Monster Beverage Corporation, through its subsidiaries, develops, markets, sells, and distributes energy drink beverages... More
Monster Beverage 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 Monster Beverage's stock 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 Monster Beverage Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.73 | |||
| Information Ratio | 0.1052 | |||
| Maximum Drawdown | 13.93 | |||
| Value At Risk | (1.97) | |||
| Potential Upside | 3.53 |
Monster Beverage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Monster Beverage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Monster Beverage's standard deviation. In reality, there are many statistical measures that can use Monster Beverage historical prices to predict the future Monster Beverage's volatility.| Risk Adjusted Performance | 0.1361 | |||
| Jensen Alpha | 0.3169 | |||
| Total Risk Alpha | 0.0193 | |||
| Sortino Ratio | 0.1203 | |||
| Treynor Ratio | 3.77 |
Monster Beverage Corp Backtested Returns
Monster Beverage appears to be very steady, given 3 months investment horizon. Monster Beverage Corp has Sharpe Ratio of 0.18, which conveys that the firm had a 0.18% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Monster Beverage, which you can use to evaluate the volatility of the firm. Please exercise Monster Beverage's Risk Adjusted Performance of 0.1361, downside deviation of 1.73, and Mean Deviation of 1.39 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Monster Beverage holds a performance score of 14. The company secures a Beta (Market Risk) of 0.0868, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Monster Beverage's returns are expected to increase less than the market. However, during the bear market, the loss of holding Monster Beverage is expected to be smaller as well. Please check Monster Beverage's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Monster Beverage's current price movements will revert.
Auto-correlation | 0.49 |
Average predictability
Monster Beverage Corp has average predictability. Overlapping area represents the amount of predictability between Monster Beverage time series from 28th of August 2024 to 12th of October 2024 and 12th of October 2024 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 Monster Beverage Corp price movement. The serial correlation of 0.49 indicates that about 49.0% of current Monster Beverage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 2.64 |
Monster Beverage Corp lagged returns against current returns
Autocorrelation, which is Monster Beverage stock'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 Monster Beverage's stock expected returns. We can calculate the autocorrelation of Monster Beverage returns to help us make a trade decision. For example, suppose you find that Monster Beverage has exhibited high autocorrelation historically, and you observe that the stock 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 |
Monster Beverage 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 Monster Beverage stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Monster Beverage stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Monster Beverage stock over time.
Current vs Lagged Prices |
| Timeline |
Monster Beverage Lagged Returns
When evaluating Monster Beverage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Monster Beverage stock have on its future price. Monster Beverage 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, Monster Beverage autocorrelation shows the relationship between Monster Beverage stock current value and its past values and can show if there is a momentum factor associated with investing in Monster Beverage Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Monster Stock
When determining whether Monster Beverage Corp is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Monster Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Monster Beverage Corp Stock. Highlighted below are key reports to facilitate an investment decision about Monster Beverage Corp Stock:Check out Monster Beverage Correlation, Monster Beverage Volatility and Monster Beverage Alpha and Beta module to complement your research on Monster Beverage. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Monster Beverage technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.