Mazda Motor Stock Market Value
| MZDAF Stock | USD 6.47 0.53 7.57% |
| Symbol | Mazda |
Mazda '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 Mazda'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 Mazda.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Mazda on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Mazda Motor or generate 0.0% return on investment in Mazda over 720 days. Mazda is related to or competes with ON Semiconductor, Lifevantage, Analog Devices, SunOpta, Kulicke, Amkor Technology, and Albertsons Companies. Mazda Motor Corporation manufactures and sells passenger cars and commercial vehicles in Japan, the United States, North... More
Mazda 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 Mazda'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 Mazda Motor upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 15.46 | |||
| Value At Risk | (4.49) | |||
| Potential Upside | 4.14 |
Mazda Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mazda's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mazda's standard deviation. In reality, there are many statistical measures that can use Mazda historical prices to predict the future Mazda's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.60) | |||
| Treynor Ratio | (0.78) |
Mazda Motor Backtested Returns
Mazda Motor has Sharpe Ratio of -0.0976, which conveys that the firm had a -0.0976% return per unit of risk over the last 3 months. Mazda exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mazda's Risk Adjusted Performance of (0.05), mean deviation of 1.67, and Standard Deviation of 2.8 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.3, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mazda's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mazda is expected to be smaller as well. At this point, Mazda Motor has a negative expected return of -0.29%. Please make sure to verify Mazda's treynor ratio, day median price, and the relationship between the information ratio and kurtosis , to decide if Mazda Motor performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
Mazda Motor has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Mazda time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 Mazda Motor price movement. The serial correlation of -0.74 indicates that around 74.0% of current Mazda price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 2.37 |
Mazda Motor lagged returns against current returns
Autocorrelation, which is Mazda 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 Mazda's pink sheet expected returns. We can calculate the autocorrelation of Mazda returns to help us make a trade decision. For example, suppose you find that Mazda 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 |
Mazda 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 Mazda pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mazda pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mazda pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mazda Lagged Returns
When evaluating Mazda's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mazda pink sheet have on its future price. Mazda 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, Mazda autocorrelation shows the relationship between Mazda pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mazda Motor.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Mazda Pink Sheet
Mazda financial ratios help investors to determine whether Mazda 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 Mazda with respect to the benefits of owning Mazda security.