Maxus Realty Trust Stock Market Value
| MRTI Stock | USD 77.11 6.89 8.20% |
| Symbol | Maxus |
Maxus Realty '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 Maxus Realty'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 Maxus Realty.
| 10/16/2025 |
| 01/14/2026 |
If you would invest 0.00 in Maxus Realty on October 16, 2025 and sell it all today you would earn a total of 0.00 from holding Maxus Realty Trust or generate 0.0% return on investment in Maxus Realty over 90 days. Maxus Realty is related to or competes with Sotherly Hotels, New York, Ohmyhome Limited, Wetouch Technology, ReAlpha Tech, InnSuites Hospitality, and LogProstyle. Maxus Realty Trust, Inc., a real estate investment trust , makes equity investments in real estate properties in the Uni... More
Maxus Realty 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 Maxus Realty'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 Maxus Realty Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.57 | |||
| Information Ratio | 0.0891 | |||
| Maximum Drawdown | 40.37 | |||
| Value At Risk | (7.67) | |||
| Potential Upside | 11.11 |
Maxus Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maxus Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Maxus Realty's standard deviation. In reality, there are many statistical measures that can use Maxus Realty historical prices to predict the future Maxus Realty's volatility.| Risk Adjusted Performance | 0.0863 | |||
| Jensen Alpha | 0.5614 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0869 | |||
| Treynor Ratio | 0.5872 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Maxus Realty'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.
Maxus Realty Trust Backtested Returns
Maxus Realty appears to be not too volatile, given 3 months investment horizon. Maxus Realty Trust has Sharpe Ratio of 0.1, which conveys that the firm had a 0.1 % return per unit of risk over the last 3 months. By analyzing Maxus Realty's technical indicators, you can evaluate if the expected return of 0.81% is justified by implied risk. Please exercise Maxus Realty's Risk Adjusted Performance of 0.0863, mean deviation of 4.15, and Downside Deviation of 6.57 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Maxus Realty holds a performance score of 7. The company secures a Beta (Market Risk) of 1.11, which conveys a somewhat significant risk relative to the market. Maxus Realty returns are very sensitive to returns on the market. As the market goes up or down, Maxus Realty is expected to follow. Please check Maxus Realty's treynor ratio, semi variance, as well as the relationship between the Semi Variance and rate of daily change , to make a quick decision on whether Maxus Realty's current price movements will revert.
Auto-correlation | 0.30 |
Below average predictability
Maxus Realty Trust has below average predictability. Overlapping area represents the amount of predictability between Maxus Realty time series from 16th of October 2025 to 30th of November 2025 and 30th of November 2025 to 14th 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 Maxus Realty Trust price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Maxus Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 104.72 |
Maxus Realty Trust lagged returns against current returns
Autocorrelation, which is Maxus Realty 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 Maxus Realty's pink sheet expected returns. We can calculate the autocorrelation of Maxus Realty returns to help us make a trade decision. For example, suppose you find that Maxus Realty 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 |
Maxus Realty 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 Maxus Realty pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Maxus Realty pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Maxus Realty pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Maxus Realty Lagged Returns
When evaluating Maxus Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Maxus Realty pink sheet have on its future price. Maxus Realty 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, Maxus Realty autocorrelation shows the relationship between Maxus Realty pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Maxus Realty Trust.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Maxus Pink Sheet
Maxus Realty financial ratios help investors to determine whether Maxus 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 Maxus with respect to the benefits of owning Maxus Realty security.