Murano Global Investments Stock Market Value
| MRNOW Stock | 0.19 0.00 0.00% |
| Symbol | Murano |
Murano Global Investments Price To Book Ratio
Is Restaraunts Hotels Motels space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Murano Global. If investors know Murano will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Murano Global listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Murano Global Investments is measured differently than its book value, which is the value of Murano that is recorded on the company's balance sheet. Investors also form their own opinion of Murano Global's value that differs from its market value or its book value, called intrinsic value, which is Murano Global's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Murano Global's market value can be influenced by many factors that don't directly affect Murano Global's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Murano Global's value and its price as these two are different measures arrived at by different means. Investors typically determine if Murano Global is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Murano Global's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Murano Global '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 Murano Global'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 Murano Global.
| 02/29/2024 |
| 11/25/2024 |
If you would invest 0.00 in Murano Global on February 29, 2024 and sell it all today you would earn a total of 0.00 from holding Murano Global Investments or generate 0.0% return on investment in Murano Global over 270 days. Murano Global is related to or competes with Realty Income, Dynex Capital, First Industrial, Healthcare Realty, Kennedy Wilson, Belpointe PREP, and Park Hotels. Murano Global is entity of United States More
Murano Global 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 Murano Global'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 Murano Global Investments upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.14 | |||
| Information Ratio | 0.0705 | |||
| Maximum Drawdown | 76.67 | |||
| Value At Risk | (14.29) | |||
| Potential Upside | 20.0 |
Murano Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Murano Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Murano Global's standard deviation. In reality, there are many statistical measures that can use Murano Global historical prices to predict the future Murano Global's volatility.| Risk Adjusted Performance | 0.0718 | |||
| Jensen Alpha | 1.21 | |||
| Total Risk Alpha | (0.92) | |||
| Sortino Ratio | 0.0757 | |||
| Treynor Ratio | (0.48) |
Murano Global Investments Backtested Returns
Murano Global is out of control given 3 months investment horizon. Murano Global Investments has Sharpe Ratio of 0.17, which conveys that the firm had a 0.17% return per unit of risk over the last 3 months. We were able to break down and interpolate data for twenty-five different technical indicators, which can help you to evaluate if expected returns of 2.12% are justified by taking the suggested risk. Use Murano Global Investments Downside Deviation of 11.14, risk adjusted performance of 0.0718, and Mean Deviation of 7.38 to evaluate company specific risk that cannot be diversified away. Murano Global holds a performance score of 13 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -2.0, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Murano Global are expected to decrease by larger amounts. On the other hand, during market turmoil, Murano Global is expected to outperform it. Use Murano Global Investments jensen alpha, potential upside, as well as the relationship between the Potential Upside and rate of daily change , to analyze future returns on Murano Global Investments.
Auto-correlation | 0.56 |
Modest predictability
Murano Global Investments has modest predictability. Overlapping area represents the amount of predictability between Murano Global time series from 29th of February 2024 to 13th of July 2024 and 13th of July 2024 to 25th 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 Murano Global Investments price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Murano Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Murano Global Investments lagged returns against current returns
Autocorrelation, which is Murano Global 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 Murano Global's stock expected returns. We can calculate the autocorrelation of Murano Global returns to help us make a trade decision. For example, suppose you find that Murano Global 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 |
Murano Global 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 Murano Global stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Murano Global stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Murano Global stock over time.
Current vs Lagged Prices |
| Timeline |
Murano Global Lagged Returns
When evaluating Murano Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Murano Global stock have on its future price. Murano Global 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, Murano Global autocorrelation shows the relationship between Murano Global stock current value and its past values and can show if there is a momentum factor associated with investing in Murano Global Investments.
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 Murano Stock Analysis
When running Murano Global's price analysis, check to measure Murano Global'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 Murano Global is operating at the current time. Most of Murano Global's value examination focuses on studying past and present price action to predict the probability of Murano Global's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Murano Global's price. Additionally, you may evaluate how the addition of Murano Global to your portfolios can decrease your overall portfolio volatility.