Morefield Group (Netherlands) Market Value
| MORE Stock | 0.77 0.00 0.00% |
| Symbol | Morefield |
Morefield 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 Morefield 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 Morefield Group.
| 07/05/2025 |
| 01/01/2026 |
If you would invest 0.00 in Morefield Group on July 5, 2025 and sell it all today you would earn a total of 0.00 from holding Morefield Group NV or generate 0.0% return on investment in Morefield Group over 180 days.
Morefield 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 Morefield 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 Morefield Group NV upside and downside potential and time the market with a certain degree of confidence.
Morefield Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Morefield Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Morefield Group's standard deviation. In reality, there are many statistical measures that can use Morefield Group historical prices to predict the future Morefield Group's volatility.| Risk Adjusted Performance | 0.031 | |||
| Jensen Alpha | 0.0681 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (0.08) |
Morefield Group NV Backtested Returns
Currently, Morefield Group NV is very risky. Morefield Group NV has Sharpe Ratio of 0.0368, which conveys that the firm had a 0.0368 % return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Morefield Group, which you can use to evaluate the volatility of the firm. Please verify Morefield Group's Downside Deviation of 2.0, risk adjusted performance of 0.031, and Mean Deviation of 0.8746 to check out if the risk estimate we provide is consistent with the expected return of 0.0524%. Morefield Group has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.53, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Morefield Group are expected to decrease at a much lower rate. During the bear market, Morefield Group is likely to outperform the market. Morefield Group NV right now secures a risk of 1.43%. Please verify Morefield Group NV total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Morefield Group NV will be following its current price movements.
Auto-correlation | -0.26 |
Weak reverse predictability
Morefield Group NV has weak reverse predictability. Overlapping area represents the amount of predictability between Morefield Group time series from 5th of July 2025 to 3rd of October 2025 and 3rd of October 2025 to 1st 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 Morefield Group NV price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Morefield Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Morefield Group NV lagged returns against current returns
Autocorrelation, which is Morefield 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 Morefield Group's stock expected returns. We can calculate the autocorrelation of Morefield Group returns to help us make a trade decision. For example, suppose you find that Morefield 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 |
| Timeline |
Morefield 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 Morefield Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Morefield Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Morefield Group stock over time.
Current vs Lagged Prices |
| Timeline |
Morefield Group Lagged Returns
When evaluating Morefield Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Morefield Group stock have on its future price. Morefield 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, Morefield Group autocorrelation shows the relationship between Morefield Group stock current value and its past values and can show if there is a momentum factor associated with investing in Morefield Group NV.
Regressed Prices |
| Timeline |
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Additional Tools for Morefield Stock Analysis
When running Morefield Group's price analysis, check to measure Morefield 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 Morefield Group is operating at the current time. Most of Morefield Group's value examination focuses on studying past and present price action to predict the probability of Morefield 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 Morefield Group's price. Additionally, you may evaluate how the addition of Morefield Group to your portfolios can decrease your overall portfolio volatility.