Mandviwala Mausar (Pakistan) Market Value
| MWMP Stock | 69.79 0.73 1.04% |
| Symbol | Mandviwala |
Mandviwala Mausar '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 Mandviwala Mausar'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 Mandviwala Mausar.
| 12/15/2025 |
| 01/14/2026 |
If you would invest 0.00 in Mandviwala Mausar on December 15, 2025 and sell it all today you would earn a total of 0.00 from holding Mandviwala Mausar Plastic or generate 0.0% return on investment in Mandviwala Mausar over 30 days.
Mandviwala Mausar 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 Mandviwala Mausar'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 Mandviwala Mausar Plastic upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 20.0 | |||
| Value At Risk | (9.68) | |||
| Potential Upside | 8.85 |
Mandviwala Mausar Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mandviwala Mausar's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mandviwala Mausar's standard deviation. In reality, there are many statistical measures that can use Mandviwala Mausar historical prices to predict the future Mandviwala Mausar's volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.99) | |||
| Total Risk Alpha | (1.42) | |||
| Treynor Ratio | (3.23) |
Mandviwala Mausar Plastic Backtested Returns
Mandviwala Mausar Plastic has Sharpe Ratio of -0.2, which conveys that the firm had a -0.2 % return per unit of risk over the last 3 months. Mandviwala Mausar exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mandviwala Mausar's Risk Adjusted Performance of (0.16), mean deviation of 2.81, and Standard Deviation of 4.15 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.3, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mandviwala Mausar's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mandviwala Mausar is expected to be smaller as well. At this point, Mandviwala Mausar Plastic has a negative expected return of -0.86%. Please make sure to verify Mandviwala Mausar's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Mandviwala Mausar Plastic performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.52 |
Good reverse predictability
Mandviwala Mausar Plastic has good reverse predictability. Overlapping area represents the amount of predictability between Mandviwala Mausar time series from 15th of December 2025 to 30th of December 2025 and 30th of December 2025 to 14th 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 Mandviwala Mausar Plastic price movement. The serial correlation of -0.52 indicates that about 52.0% of current Mandviwala Mausar price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 3.15 |
Mandviwala Mausar Plastic lagged returns against current returns
Autocorrelation, which is Mandviwala Mausar 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 Mandviwala Mausar's stock expected returns. We can calculate the autocorrelation of Mandviwala Mausar returns to help us make a trade decision. For example, suppose you find that Mandviwala Mausar 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 |
Mandviwala Mausar 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 Mandviwala Mausar stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mandviwala Mausar stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mandviwala Mausar stock over time.
Current vs Lagged Prices |
| Timeline |
Mandviwala Mausar Lagged Returns
When evaluating Mandviwala Mausar's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mandviwala Mausar stock have on its future price. Mandviwala Mausar 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, Mandviwala Mausar autocorrelation shows the relationship between Mandviwala Mausar stock current value and its past values and can show if there is a momentum factor associated with investing in Mandviwala Mausar Plastic.
Regressed Prices |
| Timeline |
Pair Trading with Mandviwala Mausar
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Mandviwala Mausar position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Mandviwala Mausar will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Mandviwala Mausar could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Mandviwala Mausar when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Mandviwala Mausar - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Mandviwala Mausar Plastic to buy it.
The correlation of Mandviwala Mausar is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Mandviwala Mausar moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Mandviwala Mausar Plastic moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Mandviwala Mausar can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.