MOBILEZONE (Germany) Market Value
| TGE1 Stock | EUR 14.68 0.02 0.14% |
| Symbol | MOBILEZONE |
MOBILEZONE '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 MOBILEZONE'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 MOBILEZONE.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in MOBILEZONE on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding MOBILEZONE N or generate 0.0% return on investment in MOBILEZONE over 30 days. MOBILEZONE is related to or competes with AutoZone, Tractor Supply, EBay, Best Buy, and Etsy. mobilezone holding ag, together with its subsidiaries, provides mobile and fixed-line telephony, Internet, and digital T... More
MOBILEZONE 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 MOBILEZONE'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 MOBILEZONE N upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.2 | |||
| Information Ratio | 0.0875 | |||
| Maximum Drawdown | 5.88 | |||
| Value At Risk | (1.76) | |||
| Potential Upside | 2.03 |
MOBILEZONE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MOBILEZONE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MOBILEZONE's standard deviation. In reality, there are many statistical measures that can use MOBILEZONE historical prices to predict the future MOBILEZONE's volatility.| Risk Adjusted Performance | 0.127 | |||
| Jensen Alpha | 0.1911 | |||
| Total Risk Alpha | 0.0427 | |||
| Sortino Ratio | 0.0809 | |||
| Treynor Ratio | (4.52) |
MOBILEZONE N Backtested Returns
MOBILEZONE appears to be very steady, given 3 months investment horizon. MOBILEZONE N retains Efficiency (Sharpe Ratio) of 0.2, which conveys that the firm had a 0.2 % return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for MOBILEZONE, which you can use to evaluate the volatility of the firm. Please exercise MOBILEZONE's Downside Deviation of 1.2, mean deviation of 0.8277, and Market Risk Adjusted Performance of (4.51) to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MOBILEZONE holds a performance score of 15. The company owns a Beta (Systematic Risk) of -0.0415, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MOBILEZONE are expected to decrease at a much lower rate. During the bear market, MOBILEZONE is likely to outperform the market. Please check MOBILEZONE's coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to make a quick decision on whether MOBILEZONE's current price history will revert.
Auto-correlation | 0.03 |
Virtually no predictability
MOBILEZONE N has virtually no predictability. Overlapping area represents the amount of predictability between MOBILEZONE time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 to 17th 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 MOBILEZONE N price movement. The serial correlation of 0.03 indicates that only 3.0% of current MOBILEZONE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
MOBILEZONE N lagged returns against current returns
Autocorrelation, which is MOBILEZONE 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 MOBILEZONE's stock expected returns. We can calculate the autocorrelation of MOBILEZONE returns to help us make a trade decision. For example, suppose you find that MOBILEZONE 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 |
MOBILEZONE 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 MOBILEZONE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MOBILEZONE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MOBILEZONE stock over time.
Current vs Lagged Prices |
| Timeline |
MOBILEZONE Lagged Returns
When evaluating MOBILEZONE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MOBILEZONE stock have on its future price. MOBILEZONE 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, MOBILEZONE autocorrelation shows the relationship between MOBILEZONE stock current value and its past values and can show if there is a momentum factor associated with investing in MOBILEZONE N.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in MOBILEZONE Stock
MOBILEZONE financial ratios help investors to determine whether MOBILEZONE 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 MOBILEZONE with respect to the benefits of owning MOBILEZONE security.