Must Capital Stock Market Value
| MUST-H Stock | CAD 0.02 0.00 0.00% |
| Symbol | Must |
Must Capital '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 Must Capital'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 Must Capital.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in Must Capital on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding Must Capital or generate 0.0% return on investment in Must Capital over 720 days. Must Capital is related to or competes with Lion One, Cogeco Communications, Arbor Metals, Ramp Metals, Firan Technology, Evertz Technologies, and Ocumetics Technology. Previously, the company was developed 3D medical imaging software platform for legal, insurance, and medical professions More
Must Capital 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 Must Capital'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 Must Capital upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0912 | |||
| Maximum Drawdown | 33.33 |
Must Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Must Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Must Capital's standard deviation. In reality, there are many statistical measures that can use Must Capital historical prices to predict the future Must Capital's volatility.| Risk Adjusted Performance | 0.1025 | |||
| Jensen Alpha | 0.5519 | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | (1.05) |
Must Capital Backtested Returns
Must Capital appears to be out of control, given 3 months investment horizon. Must Capital has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13% return per unit of risk over the last 3 months. By analyzing Must Capital's technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please exercise Must Capital's Risk Adjusted Performance of 0.1025, standard deviation of 4.1, and Mean Deviation of 0.9948 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Must Capital holds a performance score of 9. The company secures a Beta (Market Risk) of -0.47, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Must Capital are expected to decrease at a much lower rate. During the bear market, Must Capital is likely to outperform the market. Please check Must Capital's coefficient of variation, variance, and the relationship between the mean deviation and standard deviation , to make a quick decision on whether Must Capital's current price movements will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Must Capital has no correlation between past and present. Overlapping area represents the amount of predictability between Must Capital time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 to 25th 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 Must Capital price movement. The serial correlation of 0.0 indicates that just 0.0% of current Must Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Must Capital lagged returns against current returns
Autocorrelation, which is Must Capital 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 Must Capital's stock expected returns. We can calculate the autocorrelation of Must Capital returns to help us make a trade decision. For example, suppose you find that Must Capital 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 |
Must Capital 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 Must Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Must Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Must Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Must Capital Lagged Returns
When evaluating Must Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Must Capital stock have on its future price. Must Capital 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, Must Capital autocorrelation shows the relationship between Must Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Must Capital.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Must Stock
Must Capital financial ratios help investors to determine whether Must 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 Must with respect to the benefits of owning Must Capital security.