Marlowe Plc Stock Market Value
| MRLWF Stock | USD 4.18 0.05 1.18% |
| Symbol | Marlowe |
Marlowe Plc '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 Marlowe Plc'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 Marlowe Plc.
| 11/30/2023 |
| 11/24/2024 |
If you would invest 0.00 in Marlowe Plc on November 30, 2023 and sell it all today you would earn a total of 0.00 from holding Marlowe plc or generate 0.0% return on investment in Marlowe Plc over 360 days. Marlowe Plc is related to or competes with Securitas, Secom Co, Allegion PLC, MSA Safety, Securitas, and Securitas. Marlowe plc provides compliance services and software in the United Kingdom More
Marlowe Plc 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 Marlowe Plc'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 Marlowe plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 49.26 | |||
| Value At Risk | (3.41) | |||
| Potential Upside | 3.67 |
Marlowe Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marlowe Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marlowe Plc's standard deviation. In reality, there are many statistical measures that can use Marlowe Plc historical prices to predict the future Marlowe Plc's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (1.29) | |||
| Treynor Ratio | 0.3215 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Marlowe Plc's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Marlowe plc Backtested Returns
Marlowe plc has Sharpe Ratio of -0.0181, which conveys that the firm had a -0.0181% return per unit of risk over the last 3 months. Marlowe Plc exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Marlowe Plc's Mean Deviation of 2.11, insignificant risk adjusted performance, and Standard Deviation of 7.31 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.44, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Marlowe Plc are expected to decrease at a much lower rate. During the bear market, Marlowe Plc is likely to outperform the market. At this point, Marlowe plc has a negative expected return of -0.13%. Please make sure to verify Marlowe Plc's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Marlowe plc performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.03 |
Very weak reverse predictability
Marlowe plc has very weak reverse predictability. Overlapping area represents the amount of predictability between Marlowe Plc time series from 30th of November 2023 to 28th of May 2024 and 28th of May 2024 to 24th 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 Marlowe plc price movement. The serial correlation of -0.03 indicates that only 3.0% of current Marlowe Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 1.03 |
Marlowe plc lagged returns against current returns
Autocorrelation, which is Marlowe Plc 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 Marlowe Plc's pink sheet expected returns. We can calculate the autocorrelation of Marlowe Plc returns to help us make a trade decision. For example, suppose you find that Marlowe Plc 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 |
Marlowe Plc 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 Marlowe Plc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marlowe Plc pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marlowe Plc pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Marlowe Plc Lagged Returns
When evaluating Marlowe Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marlowe Plc pink sheet have on its future price. Marlowe Plc 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, Marlowe Plc autocorrelation shows the relationship between Marlowe Plc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Marlowe plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Marlowe Pink Sheet
Marlowe Plc financial ratios help investors to determine whether Marlowe 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 Marlowe with respect to the benefits of owning Marlowe Plc security.