Movie Studio Stock Market Value
| MVES Stock | USD 0 0.0003 21.43% |
| Symbol | Movie |
Movie Studio '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 Movie Studio's 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 Movie Studio.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Movie Studio on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Movie Studio or generate 0.0% return on investment in Movie Studio over 30 days. Movie Studio is related to or competes with Warner Music, Live Nation, Atlanta Braves, Warner Bros, Reading International, Reservoir Media, and Marcus. The Movie Studio, Inc. operates as a vertically integrated motion picture production and distribution company More
Movie Studio 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 Movie Studio's 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 Movie Studio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 35.79 | |||
| Information Ratio | 0.1094 | |||
| Maximum Drawdown | 252.72 | |||
| Value At Risk | (33.33) | |||
| Potential Upside | 55.56 |
Movie Studio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Movie Studio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Movie Studio's standard deviation. In reality, there are many statistical measures that can use Movie Studio historical prices to predict the future Movie Studio's volatility.| Risk Adjusted Performance | 0.0966 | |||
| Jensen Alpha | 2.3 | |||
| Total Risk Alpha | (1.38) | |||
| Sortino Ratio | 0.0953 | |||
| Treynor Ratio | 0.3447 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Movie Studio's 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.
Movie Studio Backtested Returns
Movie Studio is out of control given 3 months investment horizon. Movie Studio 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. We were able to analyze and collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 4.05% are justified by taking the suggested risk. Use Movie Studio Downside Deviation of 35.79, mean deviation of 15.06, and Risk Adjusted Performance of 0.0966 to evaluate company specific risk that cannot be diversified away. Movie Studio holds a performance score of 10 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 10.24, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Movie Studio will likely underperform. Use Movie Studio downside variance, as well as the relationship between the accumulation distribution and price action indicator , to analyze future returns on Movie Studio.
Auto-correlation | -0.03 |
Very weak reverse predictability
Movie Studio has very weak reverse predictability. Overlapping area represents the amount of predictability between Movie Studio time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Movie Studio price movement. The serial correlation of -0.03 indicates that only 3.0% of current Movie Studio price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Movie Studio lagged returns against current returns
Autocorrelation, which is Movie Studio 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 Movie Studio's pink sheet expected returns. We can calculate the autocorrelation of Movie Studio returns to help us make a trade decision. For example, suppose you find that Movie Studio 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 |
Movie Studio 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 Movie Studio pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Movie Studio pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Movie Studio pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Movie Studio Lagged Returns
When evaluating Movie Studio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Movie Studio pink sheet have on its future price. Movie Studio 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, Movie Studio autocorrelation shows the relationship between Movie Studio pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Movie Studio.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Movie Pink Sheet Analysis
When running Movie Studio's price analysis, check to measure Movie Studio's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Movie Studio is operating at the current time. Most of Movie Studio's value examination focuses on studying past and present price action to predict the probability of Movie Studio's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Movie Studio's price. Additionally, you may evaluate how the addition of Movie Studio to your portfolios can decrease your overall portfolio volatility.