Meso Numismatics Stock Market Value
| MSSV Stock | USD 0.03 0 17.98% |
| Symbol | Meso |
Meso Numismatics '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 Meso Numismatics' 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 Meso Numismatics.
| 01/31/2024 |
| 11/26/2024 |
If you would invest 0.00 in Meso Numismatics on January 31, 2024 and sell it all today you would earn a total of 0.00 from holding Meso Numismatics or generate 0.0% return on investment in Meso Numismatics over 300 days. Meso Numismatics is related to or competes with Cardiff Lexington. Meso Numismatics, Inc. engages in the numismatic business in the United States and internationally More
Meso Numismatics 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 Meso Numismatics' 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 Meso Numismatics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 14.09 | |||
| Information Ratio | 0.0379 | |||
| Maximum Drawdown | 151.0 | |||
| Value At Risk | (20.15) | |||
| Potential Upside | 20.23 |
Meso Numismatics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Meso Numismatics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Meso Numismatics' standard deviation. In reality, there are many statistical measures that can use Meso Numismatics historical prices to predict the future Meso Numismatics' volatility.| Risk Adjusted Performance | 0.0438 | |||
| Jensen Alpha | 1.08 | |||
| Total Risk Alpha | (2.10) | |||
| Sortino Ratio | 0.0509 | |||
| Treynor Ratio | (0.40) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Meso Numismatics' 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.
Meso Numismatics Backtested Returns
Meso Numismatics appears to be out of control, given 3 months investment horizon. Meso Numismatics has Sharpe Ratio of 0.0447, which conveys that the firm had a 0.0447% return per unit of risk over the last 3 months. By analyzing Meso Numismatics' technical indicators, you can evaluate if the expected return of 0.85% is justified by implied risk. Please exercise Meso Numismatics' Mean Deviation of 8.3, downside deviation of 14.09, and Risk Adjusted Performance of 0.0438 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Meso Numismatics holds a performance score of 3. The company secures a Beta (Market Risk) of -2.08, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Meso Numismatics are expected to decrease by larger amounts. On the other hand, during market turmoil, Meso Numismatics is expected to outperform it. Please check Meso Numismatics' total risk alpha, downside variance, as well as the relationship between the Downside Variance and rate of daily change , to make a quick decision on whether Meso Numismatics' current price movements will revert.
Auto-correlation | 0.46 |
Average predictability
Meso Numismatics has average predictability. Overlapping area represents the amount of predictability between Meso Numismatics time series from 31st of January 2024 to 29th of June 2024 and 29th of June 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 Meso Numismatics price movement. The serial correlation of 0.46 indicates that about 46.0% of current Meso Numismatics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Meso Numismatics lagged returns against current returns
Autocorrelation, which is Meso Numismatics 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 Meso Numismatics' pink sheet expected returns. We can calculate the autocorrelation of Meso Numismatics returns to help us make a trade decision. For example, suppose you find that Meso Numismatics 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 |
Meso Numismatics 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 Meso Numismatics pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Meso Numismatics pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Meso Numismatics pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Meso Numismatics Lagged Returns
When evaluating Meso Numismatics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Meso Numismatics pink sheet have on its future price. Meso Numismatics 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, Meso Numismatics autocorrelation shows the relationship between Meso Numismatics pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Meso Numismatics.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Meso Pink Sheet Analysis
When running Meso Numismatics' price analysis, check to measure Meso Numismatics' 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 Meso Numismatics is operating at the current time. Most of Meso Numismatics' value examination focuses on studying past and present price action to predict the probability of Meso Numismatics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Meso Numismatics' price. Additionally, you may evaluate how the addition of Meso Numismatics to your portfolios can decrease your overall portfolio volatility.