Mud Hound (Thailand) Market Value
| MUD Stock | 1.39 0.02 1.46% |
| 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.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Mud Hound on October 23, 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.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 22.53 | |||
| Value At Risk | (5.96) | |||
| 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 | (0.03) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.65) | |||
| Treynor Ratio | 1.72 |
Mud Hound Public Backtested Returns
Mud Hound Public has Sharpe Ratio of -0.0495, which conveys that the firm had a -0.0495% return per unit of risk over the last 3 months. Mud Hound exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mud Hound's Risk Adjusted Performance of (0.03), standard deviation of 3.57, and Mean Deviation of 1.96 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.11, which conveys not very significant fluctuations relative to the market. 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. At this point, Mud Hound Public has a negative expected return of -0.18%. Please make sure to verify Mud Hound's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Mud Hound Public performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.05 |
Very weak reverse predictability
Mud Hound Public has very weak reverse predictability. Overlapping area represents the amount of predictability between Mud Hound time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 -0.05 indicates that only as little as 5.0% of current Mud Hound price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.08 | |
| 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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