Moncler Spa Stock Market Value
| MONRF Stock | USD 63.55 6.55 11.49% |
| 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.
| 11/22/2025 |
| 02/20/2026 |
If you would invest 0.00 in Moncler SpA on November 22, 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 90 days. Moncler SpA is related to or competes with Great Wall, ASICS, Shenzhou International, NIO, Subaru Corp, Prada SpA, and Subaru Corp. 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.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 14.3 | |||
| Value At Risk | (3.14) | |||
| Potential Upside | 3.51 |
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 | (0.02) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | (0.15) |
Moncler SpA February 20, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.02) | |||
| Market Risk Adjusted Performance | (0.14) | |||
| Mean Deviation | 1.0 | |||
| Coefficient Of Variation | (2,967) | |||
| Standard Deviation | 2.37 | |||
| Variance | 5.62 | |||
| Information Ratio | (0.06) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | (0.15) | |||
| Maximum Drawdown | 14.3 | |||
| Value At Risk | (3.14) | |||
| Potential Upside | 3.51 | |||
| Skewness | 0.8678 | |||
| Kurtosis | 11.53 |
Moncler SpA Backtested Returns
At this point, Moncler SpA is very steady. Moncler SpA has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Moncler SpA, which you can use to evaluate the volatility of the firm. Please verify Moncler SpA's Standard Deviation of 2.37, mean deviation of 1.0, and Risk Adjusted Performance of (0.02) to check out if the risk estimate we provide is consistent with the expected return of 3.0E-4%. The company secures a Beta (Market Risk) of 0.62, 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 2.45%. Please verify Moncler SpA skewness, as well as the relationship between the day median price and relative strength index , to decide if Moncler SpA will be following its current price movements.
Auto-correlation | -0.51 |
Good reverse predictability
Moncler SpA has good reverse predictability. Overlapping area represents the amount of predictability between Moncler SpA time series from 22nd of November 2025 to 6th of January 2026 and 6th of January 2026 to 20th of February 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 -0.51 indicates that about 51.0% of current Moncler SpA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 7.52 |
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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.