Moonpig Group (UK) Market Value
| MOON Stock | 248.00 2.50 1.02% |
| Symbol | Moonpig |
Moonpig Group '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 Moonpig Group'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 Moonpig Group.
| 06/01/2024 |
| 11/28/2024 |
If you would invest 0.00 in Moonpig Group on June 1, 2024 and sell it all today you would earn a total of 0.00 from holding Moonpig Group PLC or generate 0.0% return on investment in Moonpig Group over 180 days. Moonpig Group is related to or competes with Home Depot, Weiss Korea, River, Chrysalis Investments, Sherborne Investors, Coca Cola, and Miton UK. Moonpig Group is entity of United Kingdom More
Moonpig Group 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 Moonpig Group'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 Moonpig Group PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.21 | |||
| Information Ratio | 0.059 | |||
| Maximum Drawdown | 14.46 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 2.85 |
Moonpig Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moonpig Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moonpig Group's standard deviation. In reality, there are many statistical measures that can use Moonpig Group historical prices to predict the future Moonpig Group's volatility.| Risk Adjusted Performance | 0.0986 | |||
| Jensen Alpha | 0.1541 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0994 | |||
| Treynor Ratio | 0.3334 |
Moonpig Group PLC Backtested Returns
Moonpig Group appears to be very steady, given 3 months investment horizon. Moonpig Group PLC has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Moonpig Group, which you can use to evaluate the volatility of the firm. Please exercise Moonpig Group's Mean Deviation of 1.23, risk adjusted performance of 0.0986, and Downside Deviation of 1.21 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Moonpig Group holds a performance score of 9. The company secures a Beta (Market Risk) of 0.71, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Moonpig Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Moonpig Group is expected to be smaller as well. Please check Moonpig Group's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Moonpig Group's current price movements will revert.
Auto-correlation | 0.89 |
Very good predictability
Moonpig Group PLC has very good predictability. Overlapping area represents the amount of predictability between Moonpig Group time series from 1st of June 2024 to 30th of August 2024 and 30th of August 2024 to 28th 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 Moonpig Group PLC price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Moonpig Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 444.0 |
Moonpig Group PLC lagged returns against current returns
Autocorrelation, which is Moonpig Group 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 Moonpig Group's stock expected returns. We can calculate the autocorrelation of Moonpig Group returns to help us make a trade decision. For example, suppose you find that Moonpig Group 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 |
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Moonpig Group 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 Moonpig Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Moonpig Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Moonpig Group stock over time.
Current vs Lagged Prices |
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Moonpig Group Lagged Returns
When evaluating Moonpig Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Moonpig Group stock have on its future price. Moonpig Group 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, Moonpig Group autocorrelation shows the relationship between Moonpig Group stock current value and its past values and can show if there is a momentum factor associated with investing in Moonpig 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 Moonpig Stock Analysis
When running Moonpig Group's price analysis, check to measure Moonpig Group'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 Moonpig Group is operating at the current time. Most of Moonpig Group's value examination focuses on studying past and present price action to predict the probability of Moonpig Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Moonpig Group's price. Additionally, you may evaluate how the addition of Moonpig Group to your portfolios can decrease your overall portfolio volatility.