M Split Corp Stock Market Value
| XMF-A Stock | CAD 0.87 0.00 0.00% |
| Symbol | XMF-A |
M Split Corp Price To Book Ratio
M Split '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 M Split'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 M Split.
| 12/01/2025 |
| 12/31/2025 |
If you would invest 0.00 in M Split on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding M Split Corp or generate 0.0% return on investment in M Split over 30 days. M Split is related to or competes with US Financial, Mackenzie Mstr, and Prime Dividend. M Split Corp. is a close-ended equity mutual fund launched and managed by Quadravest Capital Management Inc More
M Split 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 M Split'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 M Split Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 13.25 | |||
| Information Ratio | 0.1068 | |||
| Maximum Drawdown | 64.91 | |||
| Value At Risk | (12.50) | |||
| Potential Upside | 18.42 |
M Split Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for M Split's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as M Split's standard deviation. In reality, there are many statistical measures that can use M Split historical prices to predict the future M Split's volatility.| Risk Adjusted Performance | 0.0906 | |||
| Jensen Alpha | 0.9986 | |||
| Total Risk Alpha | 0.0986 | |||
| Sortino Ratio | 0.0758 | |||
| Treynor Ratio | 0.9952 |
M Split Corp Backtested Returns
M Split is out of control given 3 months investment horizon. M Split Corp has Sharpe Ratio of 0.11, which conveys that the company had a 0.11 % return per unit of standard deviation over the last 3 months. We were able to interpolate and analyze data for twenty-five different technical indicators, which can help you to evaluate if expected returns of 1.12% are justified by taking the suggested risk. Use M Split Corp mean deviation of 4.73, and Downside Deviation of 13.25 to evaluate company specific risk that cannot be diversified away. M Split holds a performance score of 9 on a scale of zero to a hundred. The firm secures a Beta (Market Risk) of 1.08, which conveys a somewhat significant risk relative to the market. M Split returns are very sensitive to returns on the market. As the market goes up or down, M Split is expected to follow. Use M Split Corp treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to analyze future returns on M Split Corp.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
M Split Corp has almost perfect reverse predictability. Overlapping area represents the amount of predictability between M Split time series from 1st of December 2025 to 16th of December 2025 and 16th of December 2025 to 31st of December 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 M Split Corp price movement. The serial correlation of -0.71 indicates that around 71.0% of current M Split price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
M Split Corp lagged returns against current returns
Autocorrelation, which is M Split 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 M Split's stock expected returns. We can calculate the autocorrelation of M Split returns to help us make a trade decision. For example, suppose you find that M Split 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 |
M Split 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 M Split stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if M Split stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in M Split stock over time.
Current vs Lagged Prices |
| Timeline |
M Split Lagged Returns
When evaluating M Split's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of M Split stock have on its future price. M Split 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, M Split autocorrelation shows the relationship between M Split stock current value and its past values and can show if there is a momentum factor associated with investing in M Split Corp.
Regressed Prices |
| Timeline |
Additional Tools for XMF-A Stock Analysis
When running M Split's price analysis, check to measure M Split's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy M Split is operating at the current time. Most of M Split's value examination focuses on studying past and present price action to predict the probability of M Split's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move M Split's price. Additionally, you may evaluate how the addition of M Split to your portfolios can decrease your overall portfolio volatility.