Mulberry Group's market value is the price at which a share of Mulberry Group trades on a public exchange. It measures the collective expectations of Mulberry Group PLC investors about its performance. Mulberry Group is trading at 98.50 as of the 19th of January 2025, a 2.48 percent decrease since the beginning of the trading day. The stock's lowest day price was 97.0. With this module, you can estimate the performance of a buy and hold strategy of Mulberry Group PLC and determine expected loss or profit from investing in Mulberry Group over a given investment horizon. Check out Mulberry Group Correlation, Mulberry Group Volatility and Mulberry Group Alpha and Beta module to complement your research on Mulberry Group.
Please note, there is a significant difference between Mulberry Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mulberry Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mulberry Group's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Mulberry Group '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 Mulberry Group'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 Mulberry Group.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Mulberry Group'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 Mulberry Group PLC upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mulberry Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mulberry Group's standard deviation. In reality, there are many statistical measures that can use Mulberry Group historical prices to predict the future Mulberry Group's volatility.
Mulberry Group PLC has Sharpe Ratio of -0.0973, which conveys that the firm had a -0.0973% return per unit of risk over the last 3 months. Mulberry Group exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mulberry Group's Risk Adjusted Performance of (0.08), mean deviation of 2.05, and Standard Deviation of 3.51 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.87, which conveys possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Mulberry Group are expected to decrease slowly. On the other hand, during market turmoil, Mulberry Group is expected to outperform it slightly. At this point, Mulberry Group PLC has a negative expected return of -0.35%. Please make sure to verify Mulberry Group's maximum drawdown, daily balance of power, period momentum indicator, as well as the relationship between the skewness and day typical price , to decide if Mulberry Group PLC performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.86
Excellent reverse predictability
Mulberry Group PLC has excellent reverse predictability. Overlapping area represents the amount of predictability between Mulberry Group time series from 20th of December 2024 to 4th of January 2025 and 4th of January 2025 to 19th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Mulberry Group PLC price movement. The serial correlation of -0.86 indicates that approximately 86.0% of current Mulberry Group price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.86
Spearman Rank Test
-0.8
Residual Average
0.0
Price Variance
13.69
Mulberry Group PLC lagged returns against current returns
Autocorrelation, which is Mulberry Group 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 Mulberry Group's stock expected returns. We can calculate the autocorrelation of Mulberry Group returns to help us make a trade decision. For example, suppose you find that Mulberry Group 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
Mulberry Group 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 Mulberry Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mulberry Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mulberry Group stock over time.
Current vs Lagged Prices
Timeline
Mulberry Group Lagged Returns
When evaluating Mulberry Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mulberry Group stock have on its future price. Mulberry Group 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, Mulberry Group autocorrelation shows the relationship between Mulberry Group stock current value and its past values and can show if there is a momentum factor associated with investing in Mulberry Group PLC.
Regressed Prices
Timeline
Also Currently Popular
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.
Mulberry Group financial ratios help investors to determine whether Mulberry 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 Mulberry with respect to the benefits of owning Mulberry Group security.