Mphase Technologies Stock Market Value
| XDSL Stock | USD 0.0001 0.00 0.00% |
| Symbol | MPhase |
MPhase Technologies '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 MPhase Technologies' 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 MPhase Technologies.
| 11/02/2024 |
| 12/02/2024 |
If you would invest 0.00 in MPhase Technologies on November 2, 2024 and sell it all today you would earn a total of 0.00 from holding mPhase Technologies or generate 0.0% return on investment in MPhase Technologies over 30 days. MPhase Technologies is related to or competes with Ascent Solar, VivoPower International, Emeren, and Tigo Energy. mPhase Technologies, Inc. provides artificial intelligence and machine learning focused technology products and related ... More
MPhase Technologies 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 MPhase Technologies' 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 mPhase Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 51.23 | |||
| Information Ratio | 0.1251 | |||
| Maximum Drawdown | 475.0 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 50.0 |
MPhase Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MPhase Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MPhase Technologies' standard deviation. In reality, there are many statistical measures that can use MPhase Technologies historical prices to predict the future MPhase Technologies' volatility.| Risk Adjusted Performance | 0.1074 | |||
| Jensen Alpha | 6.49 | |||
| Total Risk Alpha | (2.19) | |||
| Sortino Ratio | 0.1353 | |||
| Treynor Ratio | 1.59 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MPhase Technologies' 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.
mPhase Technologies Backtested Returns
MPhase Technologies is out of control given 3 months investment horizon. mPhase Technologies 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 are able to interpolate and collect twenty-four different technical indicators, which can help you to evaluate if expected returns of 7.29% are justified by taking the suggested risk. Use mPhase Technologies Market Risk Adjusted Performance of 1.6, downside deviation of 51.23, and Risk Adjusted Performance of 0.1074 to evaluate company specific risk that cannot be diversified away. MPhase Technologies holds a performance score of 10 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 4.45, 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, MPhase Technologies will likely underperform. Use mPhase Technologies treynor ratio, as well as the relationship between the semi variance and day median price , to analyze future returns on mPhase Technologies.
Auto-correlation | 0.00 |
No correlation between past and present
mPhase Technologies has no correlation between past and present. Overlapping area represents the amount of predictability between MPhase Technologies time series from 2nd of November 2024 to 17th of November 2024 and 17th of November 2024 to 2nd of December 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 mPhase Technologies price movement. The serial correlation of 0.0 indicates that just 0.0% of current MPhase Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
mPhase Technologies lagged returns against current returns
Autocorrelation, which is MPhase Technologies 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 MPhase Technologies' pink sheet expected returns. We can calculate the autocorrelation of MPhase Technologies returns to help us make a trade decision. For example, suppose you find that MPhase Technologies 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 |
MPhase Technologies 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 MPhase Technologies pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MPhase Technologies pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MPhase Technologies pink sheet over time.
Current vs Lagged Prices |
| Timeline |
MPhase Technologies Lagged Returns
When evaluating MPhase Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MPhase Technologies pink sheet have on its future price. MPhase Technologies 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, MPhase Technologies autocorrelation shows the relationship between MPhase Technologies pink sheet current value and its past values and can show if there is a momentum factor associated with investing in mPhase Technologies.
Regressed Prices |
| Timeline |
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MPhase Technologies financial ratios help investors to determine whether MPhase 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 MPhase with respect to the benefits of owning MPhase Technologies security.