Mnchener Rck (Germany) Market Value
| MUV2 Stock | 519.60 11.20 2.11% |
| Symbol | Mnchener |
Mnchener Rck '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 Mnchener Rck'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 Mnchener Rck.
| 01/17/2025 |
| 02/16/2025 |
If you would invest 0.00 in Mnchener Rck on January 17, 2025 and sell it all today you would earn a total of 0.00 from holding Mnchener Rck AG or generate 0.0% return on investment in Mnchener Rck over 30 days. Mnchener Rck is related to or competes with Hannover Rck, Hannover Rck, YASKAWA ELEC, Alphabet, Scottish Mortgage, Thomson Reuters, and Choice Hotels. More
Mnchener Rck 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 Mnchener Rck'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 Mnchener Rck AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.11 | |||
| Information Ratio | 0.1105 | |||
| Maximum Drawdown | 7.53 | |||
| Value At Risk | (1.94) | |||
| Potential Upside | 1.95 |
Mnchener Rck Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mnchener Rck's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mnchener Rck's standard deviation. In reality, there are many statistical measures that can use Mnchener Rck historical prices to predict the future Mnchener Rck's volatility.| Risk Adjusted Performance | 0.0889 | |||
| Jensen Alpha | 0.151 | |||
| Total Risk Alpha | 0.1489 | |||
| Sortino Ratio | 0.1347 | |||
| Treynor Ratio | 1.81 |
Mnchener Rck AG Backtested Returns
At this point, Mnchener Rck is very steady. Mnchener Rck AG has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Mnchener Rck, which you can use to evaluate the volatility of the firm. Please verify Mnchener Rck's Downside Deviation of 1.11, mean deviation of 0.9033, and Risk Adjusted Performance of 0.0889 to check out if the risk estimate we provide is consistent with the expected return of 0.16%. Mnchener Rck has a performance score of 9 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0833, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mnchener Rck's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mnchener Rck is expected to be smaller as well. Mnchener Rck AG right now secures a risk of 1.37%. Please verify Mnchener Rck AG semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to decide if Mnchener Rck AG will be following its current price movements.
Auto-correlation | 0.38 |
Below average predictability
Mnchener Rck AG has below average predictability. Overlapping area represents the amount of predictability between Mnchener Rck time series from 17th of January 2025 to 1st of February 2025 and 1st of February 2025 to 16th of February 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 Mnchener Rck AG price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Mnchener Rck price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 11.98 |
Mnchener Rck AG lagged returns against current returns
Autocorrelation, which is Mnchener Rck 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 Mnchener Rck's stock expected returns. We can calculate the autocorrelation of Mnchener Rck returns to help us make a trade decision. For example, suppose you find that Mnchener Rck 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 |
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Mnchener Rck 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 Mnchener Rck stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mnchener Rck stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mnchener Rck stock over time.
Current vs Lagged Prices |
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Mnchener Rck Lagged Returns
When evaluating Mnchener Rck's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mnchener Rck stock have on its future price. Mnchener Rck 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, Mnchener Rck autocorrelation shows the relationship between Mnchener Rck stock current value and its past values and can show if there is a momentum factor associated with investing in Mnchener Rck AG.
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 Mnchener Stock
Mnchener Rck financial ratios help investors to determine whether Mnchener 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 Mnchener with respect to the benefits of owning Mnchener Rck security.