Moncler Spa Stock Market Value
| MONRF Stock | USD 63.00 1.42 2.31% |
| Symbol | Moncler |
Moncler SpA '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 Moncler SpA'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 Moncler SpA.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Moncler SpA on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Moncler SpA or generate 0.0% return on investment in Moncler SpA over 30 days. Moncler SpA is related to or competes with NEXT Plc, Great Wall, ASICS, Shenzhou International, NIO, Subaru Corp, and Prada SpA. Moncler S.p.A., together with its subsidiaries, designs, produces, and distributes clothing and related accessories for ... More
Moncler SpA 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 Moncler SpA'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 Moncler SpA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.5 | |||
| Information Ratio | 0.019 | |||
| Maximum Drawdown | 18.1 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 2.39 |
Moncler SpA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moncler SpA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moncler SpA's standard deviation. In reality, there are many statistical measures that can use Moncler SpA historical prices to predict the future Moncler SpA's volatility.| Risk Adjusted Performance | 0.0638 | |||
| Jensen Alpha | 0.0694 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0081 | |||
| Treynor Ratio | 0.2088 |
Moncler SpA Backtested Returns
At this point, Moncler SpA is very steady. Moncler SpA has Sharpe Ratio of 0.0393, which conveys that the firm had a 0.0393 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Moncler SpA, which you can use to evaluate the volatility of the firm. Please verify Moncler SpA's Downside Deviation of 4.5, mean deviation of 0.7833, and Risk Adjusted Performance of 0.0638 to check out if the risk estimate we provide is consistent with the expected return of 0.0762%. Moncler SpA has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.7, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Moncler SpA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Moncler SpA is expected to be smaller as well. Moncler SpA right now secures a risk of 1.94%. Please verify Moncler SpA maximum drawdown, as well as the relationship between the expected short fall and day median price , to decide if Moncler SpA will be following its current price movements.
Auto-correlation | -0.76 |
Almost perfect reverse predictability
Moncler SpA has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Moncler SpA time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th 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 Moncler SpA price movement. The serial correlation of -0.76 indicates that around 76.0% of current Moncler SpA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.76 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 7.51 |
Moncler SpA lagged returns against current returns
Autocorrelation, which is Moncler SpA 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 Moncler SpA's pink sheet expected returns. We can calculate the autocorrelation of Moncler SpA returns to help us make a trade decision. For example, suppose you find that Moncler SpA 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 |
Moncler SpA 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 Moncler SpA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Moncler SpA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Moncler SpA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Moncler SpA Lagged Returns
When evaluating Moncler SpA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Moncler SpA pink sheet have on its future price. Moncler SpA 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, Moncler SpA autocorrelation shows the relationship between Moncler SpA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Moncler SpA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Moncler Pink Sheet
Moncler SpA financial ratios help investors to determine whether Moncler 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 Moncler with respect to the benefits of owning Moncler SpA security.