Mattamy Group 4625 Market Value
| 57701RAM4 | 94.21 0.84 0.90% |
| Symbol | Mattamy |
Mattamy '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 Mattamy's bond 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 Mattamy.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in Mattamy on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Mattamy Group 4625 or generate 0.0% return on investment in Mattamy over 30 days. Mattamy is related to or competes with Biglari Holdings, Boyd Gaming, RCI Hospitality, Willscot Mobile, Dalata Hotel, AerCap Holdings, and Braemar Hotels. More
Mattamy 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 Mattamy's bond 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 Mattamy Group 4625 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4614 | |||
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 2.57 | |||
| Value At Risk | (0.58) | |||
| Potential Upside | 0.8564 |
Mattamy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mattamy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mattamy's standard deviation. In reality, there are many statistical measures that can use Mattamy historical prices to predict the future Mattamy's volatility.| Risk Adjusted Performance | 0.0108 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.15) | |||
| Treynor Ratio | 0.0058 |
Mattamy Group 4625 Backtested Returns
At this point, Mattamy is very steady. Mattamy Group 4625 has Sharpe Ratio of 0.0214, which conveys that the entity had a 0.0214 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Mattamy, which you can use to evaluate the volatility of the bond. Please verify Mattamy's Risk Adjusted Performance of 0.0108, mean deviation of 0.3178, and Downside Deviation of 0.4614 to check out if the risk estimate we provide is consistent with the expected return of 0.0105%. The bond secures a Beta (Market Risk) of 0.0852, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mattamy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mattamy is expected to be smaller as well.
Auto-correlation | -0.03 |
Very weak reverse predictability
Mattamy Group 4625 has very weak reverse predictability. Overlapping area represents the amount of predictability between Mattamy time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st 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 Mattamy Group 4625 price movement. The serial correlation of -0.03 indicates that only 3.0% of current Mattamy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Mattamy Group 4625 lagged returns against current returns
Autocorrelation, which is Mattamy bond'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 Mattamy's bond expected returns. We can calculate the autocorrelation of Mattamy returns to help us make a trade decision. For example, suppose you find that Mattamy has exhibited high autocorrelation historically, and you observe that the bond 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 |
Mattamy 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 Mattamy bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mattamy bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mattamy bond over time.
Current vs Lagged Prices |
| Timeline |
Mattamy Lagged Returns
When evaluating Mattamy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mattamy bond have on its future price. Mattamy 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, Mattamy autocorrelation shows the relationship between Mattamy bond current value and its past values and can show if there is a momentum factor associated with investing in Mattamy Group 4625.
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 Mattamy Bond
Mattamy financial ratios help investors to determine whether Mattamy Bond 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 Mattamy with respect to the benefits of owning Mattamy security.