Madison Square (Germany) Market Value
| MS8 Stock | EUR 190.00 2.00 1.04% |
| Symbol | Madison |
Madison Square '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 Madison Square'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 Madison Square.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Madison Square on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Madison Square Garden or generate 0.0% return on investment in Madison Square over 30 days. Madison Square is related to or competes with MAGIC SOFTWARE, ASURE SOFTWARE, Casio Computer, China Communications, SmarTone Telecommunicatio, CyberArk Software, and PSI Software. The Madison Square Garden Company, together with its subsidiaries, engages in live sports and entertainment businesses i... More
Madison Square 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 Madison Square'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 Madison Square Garden upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 6.78 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 2.02 |
Madison Square Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Madison Square's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Madison Square's standard deviation. In reality, there are many statistical measures that can use Madison Square historical prices to predict the future Madison Square's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | (0.94) |
Madison Square Garden Backtested Returns
Madison Square Garden has Sharpe Ratio of -0.14, which conveys that the firm had a -0.14 % return per unit of risk over the last 3 months. Madison Square exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Madison Square's Risk Adjusted Performance of (0.04), mean deviation of 1.15, and Standard Deviation of 1.44 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Madison Square's returns are expected to increase less than the market. However, during the bear market, the loss of holding Madison Square is expected to be smaller as well. At this point, Madison Square Garden has a negative expected return of -0.2%. Please make sure to verify Madison Square's coefficient of variation, information ratio, total risk alpha, as well as the relationship between the standard deviation and jensen alpha , to decide if Madison Square Garden performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.88 |
Very good predictability
Madison Square Garden has very good predictability. Overlapping area represents the amount of predictability between Madison Square time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Madison Square Garden price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Madison Square price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 19.5 |
Madison Square Garden lagged returns against current returns
Autocorrelation, which is Madison Square 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 Madison Square's stock expected returns. We can calculate the autocorrelation of Madison Square returns to help us make a trade decision. For example, suppose you find that Madison Square 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 |
Madison Square 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 Madison Square stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Madison Square stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Madison Square stock over time.
Current vs Lagged Prices |
| Timeline |
Madison Square Lagged Returns
When evaluating Madison Square's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Madison Square stock have on its future price. Madison Square 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, Madison Square autocorrelation shows the relationship between Madison Square stock current value and its past values and can show if there is a momentum factor associated with investing in Madison Square Garden.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Madison Stock
When determining whether Madison Square Garden is a strong investment it is important to analyze Madison Square's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Madison Square's future performance. For an informed investment choice regarding Madison Stock, refer to the following important reports:Check out Madison Square Correlation, Madison Square Volatility and Madison Square Alpha and Beta module to complement your research on Madison Square. You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
Madison Square technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.