Mulberry Group (UK) Market Value
| MUL Stock | 102.00 2.00 2.00% |
| Symbol | Mulberry |
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.
| 08/02/2023 |
| 11/24/2024 |
If you would invest 0.00 in Mulberry Group on August 2, 2023 and sell it all today you would earn a total of 0.00 from holding Mulberry Group PLC or generate 0.0% return on investment in Mulberry Group over 480 days. Mulberry Group is related to or competes with Toyota, SoftBank Group, OTP Bank, Las Vegas, Digital Realty, Axon Enterprise, and Humana. Mulberry Group is entity of United Kingdom More
Mulberry Group 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 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.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 28.79 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 7.27 |
Mulberry Group Market Risk Indicators
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.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.75) | |||
| Treynor Ratio | (0.08) |
Mulberry Group PLC Backtested Returns
Mulberry Group PLC has Sharpe Ratio of -0.0213, which conveys that the firm had a -0.0213% return per unit of risk over the last 3 months. Mulberry Group exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mulberry Group's Standard Deviation of 4.32, mean deviation of 2.38, and insignificant Risk Adjusted Performance to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.86, which conveys possible diversification benefits within a given portfolio. Mulberry Group returns are very sensitive to returns on the market. As the market goes up or down, Mulberry Group is expected to follow. At this point, Mulberry Group PLC has a negative expected return of -0.0924%. 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 | -0.16 |
Insignificant reverse predictability
Mulberry Group PLC has insignificant reverse predictability. Overlapping area represents the amount of predictability between Mulberry Group time series from 2nd of August 2023 to 29th of March 2024 and 29th of March 2024 to 24th 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 Mulberry Group PLC price movement. The serial correlation of -0.16 indicates that over 16.0% of current Mulberry Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 55.3 |
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.Other Information on Investing in Mulberry Stock
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.