Mud Hound (Thailand) Market Value
| MUD Stock | 1.43 0.03 2.14% |
| Symbol | Mud |
Mud Hound '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 Mud Hound'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 Mud Hound.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Mud Hound on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Mud Hound Public or generate 0.0% return on investment in Mud Hound over 30 days.
Mud Hound 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 Mud Hound'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 Mud Hound Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.21 | |||
| Information Ratio | 0.0103 | |||
| Maximum Drawdown | 22.53 | |||
| Value At Risk | (4.03) | |||
| Potential Upside | 5.59 |
Mud Hound Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mud Hound's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mud Hound's standard deviation. In reality, there are many statistical measures that can use Mud Hound historical prices to predict the future Mud Hound's volatility.| Risk Adjusted Performance | 0.0424 | |||
| Jensen Alpha | 0.2453 | |||
| Total Risk Alpha | (0.39) | |||
| Sortino Ratio | 0.0089 | |||
| Treynor Ratio | (0.19) |
Mud Hound Public Backtested Returns
As of now, Mud Stock is dangerous. Mud Hound Public has Sharpe Ratio of 0.0197, which conveys that the firm had a 0.0197% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Mud Hound, which you can use to evaluate the volatility of the firm. Please verify Mud Hound's Risk Adjusted Performance of 0.0424, downside deviation of 4.21, and Mean Deviation of 2.05 to check out if the risk estimate we provide is consistent with the expected return of 0.0646%. Mud Hound has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.8, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Mud Hound are expected to decrease at a much lower rate. During the bear market, Mud Hound is likely to outperform the market. Mud Hound Public right now secures a risk of 3.28%. Please verify Mud Hound Public coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to decide if Mud Hound Public will be following its current price movements.
Auto-correlation | 0.15 |
Insignificant predictability
Mud Hound Public has insignificant predictability. Overlapping area represents the amount of predictability between Mud Hound time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 Mud Hound Public price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Mud Hound price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mud Hound Public lagged returns against current returns
Autocorrelation, which is Mud Hound 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 Mud Hound's stock expected returns. We can calculate the autocorrelation of Mud Hound returns to help us make a trade decision. For example, suppose you find that Mud Hound 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 |
Mud Hound 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 Mud Hound stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mud Hound stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mud Hound stock over time.
Current vs Lagged Prices |
| Timeline |
Mud Hound Lagged Returns
When evaluating Mud Hound's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mud Hound stock have on its future price. Mud Hound 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, Mud Hound autocorrelation shows the relationship between Mud Hound stock current value and its past values and can show if there is a momentum factor associated with investing in Mud Hound Public.
Regressed Prices |
| Timeline |
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