Murray Roberts Holdings Stock Market Value
| MURSF Stock | USD 0.03 0.00 0.00% |
| Symbol | Murray |
Murray Roberts '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 Murray Roberts' pink sheet 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 Murray Roberts.
| 12/05/2025 |
| 01/04/2026 |
If you would invest 0.00 in Murray Roberts on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding Murray Roberts Holdings or generate 0.0% return on investment in Murray Roberts over 30 days. Murray Roberts is related to or competes with Monadelphous Group, Manitou BF, SmartgroupLtd, Mitsui ES, and Senior Plc. Murray Roberts Holdings Limited operates as a multinational engineering and construction company More
Murray Roberts 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 Murray Roberts' pink sheet 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 Murray Roberts Holdings upside and downside potential and time the market with a certain degree of confidence.
Murray Roberts Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Murray Roberts' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Murray Roberts' standard deviation. In reality, there are many statistical measures that can use Murray Roberts historical prices to predict the future Murray Roberts' volatility.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Murray Roberts' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Murray Roberts Holdings Backtested Returns
We have found three technical indicators for Murray Roberts, which you can use to evaluate the volatility of the firm. The company secures a Beta (Market Risk) of 0.0, which conveys not very significant fluctuations relative to the market. the returns on MARKET and Murray Roberts are completely uncorrelated.
Auto-correlation | 1.00 |
Perfect predictability
Murray Roberts Holdings has perfect predictability. Overlapping area represents the amount of predictability between Murray Roberts time series from 5th of December 2025 to 20th of December 2025 and 20th of December 2025 to 4th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Murray Roberts Holdings price movement. The serial correlation of 1.0 indicates that 100.0% of current Murray Roberts price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Murray Roberts Holdings lagged returns against current returns
Autocorrelation, which is Murray Roberts pink sheet'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 Murray Roberts' pink sheet expected returns. We can calculate the autocorrelation of Murray Roberts returns to help us make a trade decision. For example, suppose you find that Murray Roberts has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Murray Roberts 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 Murray Roberts pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Murray Roberts pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Murray Roberts pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Murray Roberts Lagged Returns
When evaluating Murray Roberts' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Murray Roberts pink sheet have on its future price. Murray Roberts 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, Murray Roberts autocorrelation shows the relationship between Murray Roberts pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Murray Roberts Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Murray Pink Sheet
Murray Roberts financial ratios help investors to determine whether Murray Pink Sheet 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 Murray with respect to the benefits of owning Murray Roberts security.