Mastercard Incorporated (Brazil) Market Value
| MSCD34 Stock | BRL 98.30 1.04 1.07% |
| Symbol | Mastercard |
Mastercard Incorporated '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 Mastercard Incorporated'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 Mastercard Incorporated.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Mastercard Incorporated on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Mastercard Incorporated or generate 0.0% return on investment in Mastercard Incorporated over 510 days. Mastercard Incorporated is related to or competes with Salesforce, Spotify Technology, United Rentals, Trade Desk, Warner Music, Unity Software, and Telecomunicaes Brasileiras. Mastercard Incorporated, a technology company, provides transaction processing and other payment-related products and se... More
Mastercard Incorporated 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 Mastercard Incorporated'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 Mastercard Incorporated upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.44 | |||
| Information Ratio | 0.0716 | |||
| Maximum Drawdown | 6.71 | |||
| Value At Risk | (2.60) | |||
| Potential Upside | 2.95 |
Mastercard Incorporated Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mastercard Incorporated's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mastercard Incorporated's standard deviation. In reality, there are many statistical measures that can use Mastercard Incorporated historical prices to predict the future Mastercard Incorporated's volatility.| Risk Adjusted Performance | 0.124 | |||
| Jensen Alpha | 0.251 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.076 | |||
| Treynor Ratio | (1.20) |
Mastercard Incorporated Backtested Returns
Mastercard Incorporated appears to be very steady, given 3 months investment horizon. Mastercard Incorporated 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 have found twenty-nine technical indicators for Mastercard Incorporated, which you can use to evaluate the volatility of the firm. Please exercise Mastercard Incorporated's Risk Adjusted Performance of 0.124, downside deviation of 1.44, and Mean Deviation of 1.19 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mastercard Incorporated holds a performance score of 13. The company secures a Beta (Market Risk) of -0.19, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mastercard Incorporated are expected to decrease at a much lower rate. During the bear market, Mastercard Incorporated is likely to outperform the market. Please check Mastercard Incorporated's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether Mastercard Incorporated's current price movements will revert.
Auto-correlation | 0.88 |
Very good predictability
Mastercard Incorporated has very good predictability. Overlapping area represents the amount of predictability between Mastercard Incorporated time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th 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 Mastercard Incorporated price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Mastercard Incorporated price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 49.91 |
Mastercard Incorporated lagged returns against current returns
Autocorrelation, which is Mastercard Incorporated 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 Mastercard Incorporated's stock expected returns. We can calculate the autocorrelation of Mastercard Incorporated returns to help us make a trade decision. For example, suppose you find that Mastercard Incorporated 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 |
Mastercard Incorporated 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 Mastercard Incorporated stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mastercard Incorporated stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mastercard Incorporated stock over time.
Current vs Lagged Prices |
| Timeline |
Mastercard Incorporated Lagged Returns
When evaluating Mastercard Incorporated's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mastercard Incorporated stock have on its future price. Mastercard Incorporated 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, Mastercard Incorporated autocorrelation shows the relationship between Mastercard Incorporated stock current value and its past values and can show if there is a momentum factor associated with investing in Mastercard Incorporated.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Mastercard Stock
Mastercard Incorporated financial ratios help investors to determine whether Mastercard Stock 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 Mastercard with respect to the benefits of owning Mastercard Incorporated security.