MoneysupermarketCom (UK) Market Value
| MONY Stock | 196.70 2.00 1.03% |
| Symbol | MoneysupermarketCom |
MoneysupermarketCom '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 MoneysupermarketCom'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 MoneysupermarketCom.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in MoneysupermarketCom on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding MoneysupermarketCom Group PLC or generate 0.0% return on investment in MoneysupermarketCom over 30 days. MoneysupermarketCom is related to or competes with Centaur Media, Prudential Financial, Cincinnati Financial, Bank of Ireland, Prosiebensat, G5 Entertainment, and Synchrony Financial. MoneysupermarketCom is entity of United Kingdom More
MoneysupermarketCom 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 MoneysupermarketCom'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 MoneysupermarketCom Group PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 10.46 | |||
| Value At Risk | (1.81) | |||
| Potential Upside | 1.91 |
MoneysupermarketCom Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MoneysupermarketCom's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MoneysupermarketCom's standard deviation. In reality, there are many statistical measures that can use MoneysupermarketCom historical prices to predict the future MoneysupermarketCom's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | (0.46) |
MoneysupermarketCom Backtested Returns
MoneysupermarketCom has Sharpe Ratio of -0.0752, which conveys that the firm had a -0.0752% return per unit of risk over the last 3 months. MoneysupermarketCom exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MoneysupermarketCom's Mean Deviation of 1.24, standard deviation of 1.65, and Risk Adjusted Performance of (0.07) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.37, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MoneysupermarketCom's returns are expected to increase less than the market. However, during the bear market, the loss of holding MoneysupermarketCom is expected to be smaller as well. At this point, MoneysupermarketCom has a negative expected return of -0.13%. Please make sure to verify MoneysupermarketCom's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if MoneysupermarketCom performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
MoneysupermarketCom Group PLC has almost perfect reverse predictability. Overlapping area represents the amount of predictability between MoneysupermarketCom time series from 27th of October 2024 to 11th of November 2024 and 11th of November 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 MoneysupermarketCom price movement. The serial correlation of -0.73 indicates that around 73.0% of current MoneysupermarketCom price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 8.75 |
MoneysupermarketCom lagged returns against current returns
Autocorrelation, which is MoneysupermarketCom 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 MoneysupermarketCom's stock expected returns. We can calculate the autocorrelation of MoneysupermarketCom returns to help us make a trade decision. For example, suppose you find that MoneysupermarketCom 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 |
MoneysupermarketCom 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 MoneysupermarketCom stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MoneysupermarketCom stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MoneysupermarketCom stock over time.
Current vs Lagged Prices |
| Timeline |
MoneysupermarketCom Lagged Returns
When evaluating MoneysupermarketCom's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MoneysupermarketCom stock have on its future price. MoneysupermarketCom 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, MoneysupermarketCom autocorrelation shows the relationship between MoneysupermarketCom stock current value and its past values and can show if there is a momentum factor associated with investing in MoneysupermarketCom Group PLC.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for MoneysupermarketCom Stock Analysis
When running MoneysupermarketCom's price analysis, check to measure MoneysupermarketCom'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 MoneysupermarketCom is operating at the current time. Most of MoneysupermarketCom's value examination focuses on studying past and present price action to predict the probability of MoneysupermarketCom's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MoneysupermarketCom's price. Additionally, you may evaluate how the addition of MoneysupermarketCom to your portfolios can decrease your overall portfolio volatility.