Msg Life (Germany) Market Value
| MSGL Stock | EUR 3.72 0.02 0.54% |
| Symbol | Msg |
Msg Life '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 Msg Life'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 Msg Life.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Msg Life on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding msg life ag or generate 0.0% return on investment in Msg Life over 90 days. Msg Life is related to or competes with WONDERFI TECHNOLOGIES, ParTec AG, and Centrotherm International. msg life ag provides software, consultancy services, and cloud solutions for life insurance companies and pension fund i... More
Msg Life 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 Msg Life'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 msg life ag upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.08 | |||
| Information Ratio | 0.0565 | |||
| Maximum Drawdown | 5.41 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 1.65 |
Msg Life Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Msg Life's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Msg Life's standard deviation. In reality, there are many statistical measures that can use Msg Life historical prices to predict the future Msg Life's volatility.| Risk Adjusted Performance | 0.0901 | |||
| Jensen Alpha | 0.1041 | |||
| Total Risk Alpha | 0.0406 | |||
| Sortino Ratio | 0.0453 | |||
| Treynor Ratio | (0.47) |
Msg Life February 3, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0901 | |||
| Market Risk Adjusted Performance | (0.46) | |||
| Mean Deviation | 0.5744 | |||
| Semi Deviation | 0.5414 | |||
| Downside Deviation | 1.08 | |||
| Coefficient Of Variation | 827.95 | |||
| Standard Deviation | 0.8676 | |||
| Variance | 0.7528 | |||
| Information Ratio | 0.0565 | |||
| Jensen Alpha | 0.1041 | |||
| Total Risk Alpha | 0.0406 | |||
| Sortino Ratio | 0.0453 | |||
| Treynor Ratio | (0.47) | |||
| Maximum Drawdown | 5.41 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 1.65 | |||
| Downside Variance | 1.17 | |||
| Semi Variance | 0.2932 | |||
| Expected Short fall | (1.01) | |||
| Skewness | 0.485 | |||
| Kurtosis | 3.02 |
msg life ag Backtested Returns
As of now, Msg Stock is somewhat reliable. msg life ag has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Msg Life, which you can use to evaluate the volatility of the firm. Please verify Msg Life's Market Risk Adjusted Performance of (0.46), risk adjusted performance of 0.0901, and Downside Deviation of 1.08 to check out if the risk estimate we provide is consistent with the expected return of 0.12%. Msg Life has a performance score of 10 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.2, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Msg Life are expected to decrease at a much lower rate. During the bear market, Msg Life is likely to outperform the market. msg life ag right now secures a risk of 0.89%. Please verify msg life ag downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if msg life ag will be following its current price movements.
Auto-correlation | 0.58 |
Modest predictability
msg life ag has modest predictability. Overlapping area represents the amount of predictability between Msg Life time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd of February 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 msg life ag price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Msg Life price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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Try AI Portfolio ProphetOther Information on Investing in Msg Stock
Msg Life financial ratios help investors to determine whether Msg 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 Msg with respect to the benefits of owning Msg Life security.