Motus Holdings (South Africa) Market Value
| MTH Stock | 12,320 360.00 2.84% |
| Symbol | Motus |
Motus Holdings '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 Motus Holdings' 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 Motus Holdings.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Motus Holdings on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Motus Holdings or generate 0.0% return on investment in Motus Holdings over 30 days. Motus Holdings is related to or competes with Growthpoint Properties, Shoprite Holdings, and Dis Chem. More
Motus Holdings 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 Motus Holdings' 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 Motus Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.74 | |||
| Information Ratio | 0.0646 | |||
| Maximum Drawdown | 8.56 | |||
| Value At Risk | (2.11) | |||
| Potential Upside | 2.01 |
Motus Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Motus Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Motus Holdings' standard deviation. In reality, there are many statistical measures that can use Motus Holdings historical prices to predict the future Motus Holdings' volatility.| Risk Adjusted Performance | 0.1238 | |||
| Jensen Alpha | 0.1907 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0522 | |||
| Treynor Ratio | 1.31 |
Motus Holdings Backtested Returns
At this point, Motus Holdings is very steady. Motus Holdings has Sharpe Ratio of 0.0675, which conveys that the firm had a 0.0675% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Motus Holdings, which you can use to evaluate the volatility of the firm. Please verify Motus Holdings' Downside Deviation of 1.74, mean deviation of 1.03, and Risk Adjusted Performance of 0.1238 to check out if the risk estimate we provide is consistent with the expected return of 0.0983%. Motus Holdings has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.16, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Motus Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Motus Holdings is expected to be smaller as well. Motus Holdings right now secures a risk of 1.46%. Please verify Motus Holdings treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall , to decide if Motus Holdings will be following its current price movements.
Auto-correlation | -0.4 |
Poor reverse predictability
Motus Holdings has poor reverse predictability. Overlapping area represents the amount of predictability between Motus Holdings time series from 27th of October 2024 to 11th of November 2024 and 11th of November 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 Motus Holdings price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Motus Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 151.8 K |
Motus Holdings lagged returns against current returns
Autocorrelation, which is Motus Holdings 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 Motus Holdings' stock expected returns. We can calculate the autocorrelation of Motus Holdings returns to help us make a trade decision. For example, suppose you find that Motus Holdings 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 |
Motus Holdings 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 Motus Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Motus Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Motus Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Motus Holdings Lagged Returns
When evaluating Motus Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Motus Holdings stock have on its future price. Motus Holdings 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, Motus Holdings autocorrelation shows the relationship between Motus Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Motus Holdings.
Regressed Prices |
| Timeline |
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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 Motus Stock
Motus Holdings financial ratios help investors to determine whether Motus 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 Motus with respect to the benefits of owning Motus Holdings security.