Monster Beverage (Germany) Market Value
| MOB Stock | 48.29 0.21 0.44% |
| 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.
| 12/18/2024 |
| 01/17/2025 |
If you would invest 0.00 in Monster Beverage on December 18, 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 30 days. Monster Beverage is related to or competes with Sterling Construction, FAIR ISAAC, Sumitomo Mitsui, and SEALED AIR. 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 | 1.77 | |||
| Information Ratio | 0.0404 | |||
| Maximum Drawdown | 11.29 | |||
| Value At Risk | (1.95) | |||
| Potential Upside | 2.65 |
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 | 0.0419 | |||
| Jensen Alpha | 0.0602 | |||
| Total Risk Alpha | 0.0655 | |||
| Sortino Ratio | 0.0353 | |||
| Treynor Ratio | 0.1809 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Monster Beverage'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.
Monster Beverage Corp Backtested Returns
Monster Beverage Corp has Sharpe Ratio of -0.0286, which conveys that the firm had a -0.0286% return per unit of risk over the last 3 months. Monster Beverage exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Monster Beverage's Mean Deviation of 1.02, downside deviation of 1.77, and Risk Adjusted Performance of 0.0419 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.33, which conveys possible diversification benefits within a given portfolio. 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. At this point, Monster Beverage Corp has a negative expected return of -0.0426%. Please make sure to verify Monster Beverage's semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to decide if Monster Beverage Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.87 |
Excellent reverse predictability
Monster Beverage Corp has excellent reverse predictability. Overlapping area represents the amount of predictability between Monster Beverage time series from 18th of December 2024 to 2nd of January 2025 and 2nd of January 2025 to 17th of January 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 Monster Beverage Corp price movement. The serial correlation of -0.87 indicates that approximately 87.0% of current Monster Beverage price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.87 | |
| Spearman Rank Test | -0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.6 |
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 |
Thematic Opportunities
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Additional Tools for Monster Stock Analysis
When running Monster Beverage's price analysis, check to measure Monster Beverage'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 Monster Beverage is operating at the current time. Most of Monster Beverage's value examination focuses on studying past and present price action to predict the probability of Monster Beverage's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Monster Beverage's price. Additionally, you may evaluate how the addition of Monster Beverage to your portfolios can decrease your overall portfolio volatility.