Mitek Systems (Germany) Technical Analysis
| MKQ Stock | EUR 11.29 1.98 21.27% |
As of the 15th of February 2026, Mitek Systems secures the Risk Adjusted Performance of 0.123, downside deviation of 3.01, and Mean Deviation of 2.7. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Mitek Systems, as well as the relationship between them. Please verify Mitek Systems treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall to decide if Mitek Systems is priced some-what accurately, providing market reflects its recent price of 11.29 per share.
Mitek Systems Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Mitek, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to MitekMitek |
Mitek Systems '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 Mitek Systems' 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 Mitek Systems.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Mitek Systems on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Mitek Systems or generate 0.0% return on investment in Mitek Systems over 90 days. Mitek Systems is related to or competes with NVIDIA CORP, NVIDIA, NVIDIA, APPLE INC, Apple, Apple, and Alphabet. Mitek Systems is entity of Germany. It is traded as Stock on F exchange. More
Mitek Systems 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 Mitek Systems' 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 Mitek Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.01 | |||
| Information Ratio | 0.1265 | |||
| Maximum Drawdown | 22.03 | |||
| Value At Risk | (5.05) | |||
| Potential Upside | 5.96 |
Mitek Systems Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mitek Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mitek Systems' standard deviation. In reality, there are many statistical measures that can use Mitek Systems historical prices to predict the future Mitek Systems' volatility.| Risk Adjusted Performance | 0.123 | |||
| Jensen Alpha | 0.6033 | |||
| Total Risk Alpha | 0.2919 | |||
| Sortino Ratio | 0.1869 | |||
| Treynor Ratio | 2.02 |
Mitek Systems February 15, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.123 | |||
| Market Risk Adjusted Performance | 2.03 | |||
| Mean Deviation | 2.7 | |||
| Semi Deviation | 2.5 | |||
| Downside Deviation | 3.01 | |||
| Coefficient Of Variation | 703.02 | |||
| Standard Deviation | 4.44 | |||
| Variance | 19.73 | |||
| Information Ratio | 0.1265 | |||
| Jensen Alpha | 0.6033 | |||
| Total Risk Alpha | 0.2919 | |||
| Sortino Ratio | 0.1869 | |||
| Treynor Ratio | 2.02 | |||
| Maximum Drawdown | 22.03 | |||
| Value At Risk | (5.05) | |||
| Potential Upside | 5.96 | |||
| Downside Variance | 9.04 | |||
| Semi Variance | 6.26 | |||
| Expected Short fall | (3.36) | |||
| Skewness | 2.22 | |||
| Kurtosis | 8.14 |
Mitek Systems Backtested Returns
Mitek Systems appears to be slightly risky, given 3 months investment horizon. Mitek Systems has Sharpe Ratio of 0.16, which conveys that the firm had a 0.16 % return per unit of risk over the last 3 months. By analyzing Mitek Systems' technical indicators, you can evaluate if the expected return of 0.73% is justified by implied risk. Please exercise Mitek Systems' Risk Adjusted Performance of 0.123, downside deviation of 3.01, and Mean Deviation of 2.7 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mitek Systems holds a performance score of 12. The company secures a Beta (Market Risk) of 0.31, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mitek Systems' returns are expected to increase less than the market. However, during the bear market, the loss of holding Mitek Systems is expected to be smaller as well. Please check Mitek Systems' treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall , to make a quick decision on whether Mitek Systems' current price movements will revert.
Auto-correlation | 0.28 |
Poor predictability
Mitek Systems has poor predictability. Overlapping area represents the amount of predictability between Mitek Systems time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 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 Mitek Systems price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Mitek Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Mitek Systems technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Mitek Systems Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. The Normalized Average True Range is used to analyze tradable apportunities for Mitek Systems across different markets.
About Mitek Systems Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Mitek Systems on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Mitek Systems based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Mitek Systems price pattern first instead of the macroeconomic environment surrounding Mitek Systems. By analyzing Mitek Systems's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Mitek Systems's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Mitek Systems specific price patterns or momentum indicators. Please read more on our technical analysis page.
Mitek Systems February 15, 2026 Technical Indicators
Most technical analysis of Mitek help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Mitek from various momentum indicators to cycle indicators. When you analyze Mitek charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.123 | |||
| Market Risk Adjusted Performance | 2.03 | |||
| Mean Deviation | 2.7 | |||
| Semi Deviation | 2.5 | |||
| Downside Deviation | 3.01 | |||
| Coefficient Of Variation | 703.02 | |||
| Standard Deviation | 4.44 | |||
| Variance | 19.73 | |||
| Information Ratio | 0.1265 | |||
| Jensen Alpha | 0.6033 | |||
| Total Risk Alpha | 0.2919 | |||
| Sortino Ratio | 0.1869 | |||
| Treynor Ratio | 2.02 | |||
| Maximum Drawdown | 22.03 | |||
| Value At Risk | (5.05) | |||
| Potential Upside | 5.96 | |||
| Downside Variance | 9.04 | |||
| Semi Variance | 6.26 | |||
| Expected Short fall | (3.36) | |||
| Skewness | 2.22 | |||
| Kurtosis | 8.14 |
Mitek Systems February 15, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Mitek stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.13 | ||
| Daily Balance Of Power | 1.37 | ||
| Rate Of Daily Change | 1.21 | ||
| Day Median Price | 10.57 | ||
| Day Typical Price | 10.81 | ||
| Price Action Indicator | 1.71 | ||
| Market Facilitation Index | 1.45 |
Complementary Tools for Mitek Stock analysis
When running Mitek Systems' price analysis, check to measure Mitek Systems' 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 Mitek Systems is operating at the current time. Most of Mitek Systems' value examination focuses on studying past and present price action to predict the probability of Mitek Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mitek Systems' price. Additionally, you may evaluate how the addition of Mitek Systems to your portfolios can decrease your overall portfolio volatility.
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