MTRLimited (Germany) Technical Analysis
| MRI Stock | EUR 4.02 0.08 2.03% |
As of the 25th of February, MTRLimited secures the risk adjusted performance of 0.1504, and Mean Deviation of 1.11. Concerning fundamental indicators, the technical analysis model lets you check available technical drivers of MTR Limited, as well as the relationship between them. Please verify MTR Limited jensen alpha, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance to decide if MTR Limited is priced favorably, providing market reflects its recent price of 4.02 per share.
MTRLimited Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as MTRLimited, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to MTRLimitedMTRLimited |
MTRLimited '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 MTRLimited'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 MTRLimited.
| 11/27/2025 |
| 02/25/2026 |
If you would invest 0.00 in MTRLimited on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding MTR Limited or generate 0.0% return on investment in MTRLimited over 90 days. MTRLimited is related to or competes with PT Bank, BANK MANDIRI, BANK MANDIRI, BANK MANDIRI, BANK RAKYAT, PT Bank, and PT Bank. MTR Corporation Limited designs, constructs, operates, maintains, and invests in railways in Hong Kong, Australia, Mainl... More
MTRLimited 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 MTRLimited'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 MTR Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.65 | |||
| Information Ratio | 0.1296 | |||
| Maximum Drawdown | 10.24 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 2.92 |
MTRLimited Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MTRLimited's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MTRLimited's standard deviation. In reality, there are many statistical measures that can use MTRLimited historical prices to predict the future MTRLimited's volatility.| Risk Adjusted Performance | 0.1504 | |||
| Jensen Alpha | 0.2964 | |||
| Total Risk Alpha | 0.11 | |||
| Sortino Ratio | 0.1345 | |||
| Treynor Ratio | 1.73 |
MTRLimited February 25, 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 | 0.1504 | |||
| Market Risk Adjusted Performance | 1.74 | |||
| Mean Deviation | 1.11 | |||
| Semi Deviation | 0.9759 | |||
| Downside Deviation | 1.65 | |||
| Coefficient Of Variation | 529.93 | |||
| Standard Deviation | 1.71 | |||
| Variance | 2.93 | |||
| Information Ratio | 0.1296 | |||
| Jensen Alpha | 0.2964 | |||
| Total Risk Alpha | 0.11 | |||
| Sortino Ratio | 0.1345 | |||
| Treynor Ratio | 1.73 | |||
| Maximum Drawdown | 10.24 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 2.92 | |||
| Downside Variance | 2.72 | |||
| Semi Variance | 0.9523 | |||
| Expected Short fall | (1.58) | |||
| Skewness | 1.6 | |||
| Kurtosis | 6.85 |
MTR Limited Backtested Returns
MTRLimited appears to be slightly risky, given 3 months investment horizon. MTR Limited has Sharpe Ratio of 0.17, which conveys that the firm had a 0.17 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for MTRLimited, which you can use to evaluate the volatility of the firm. Please exercise MTRLimited's risk adjusted performance of 0.1504, and Mean Deviation of 1.11 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MTRLimited holds a performance score of 13. The company secures a Beta (Market Risk) of 0.18, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MTRLimited's returns are expected to increase less than the market. However, during the bear market, the loss of holding MTRLimited is expected to be smaller as well. Please check MTRLimited's sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to make a quick decision on whether MTRLimited's current price movements will revert.
Auto-correlation | -0.81 |
Excellent reverse predictability
MTR Limited has excellent reverse predictability. Overlapping area represents the amount of predictability between MTRLimited time series from 27th of November 2025 to 11th of January 2026 and 11th of January 2026 to 25th 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 MTR Limited price movement. The serial correlation of -0.81 indicates that around 81.0% of current MTRLimited price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.81 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
MTRLimited 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.
MTR Limited Technical Analysis
The output start index for this execution was fourteen with a total number of output elements of fourty-seven. The Normalized Average True Range is used to analyze tradable apportunities for MTR Limited across different markets.
About MTRLimited 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 MTR Limited 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 MTR Limited based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on MTR Limited price pattern first instead of the macroeconomic environment surrounding MTR Limited. By analyzing MTRLimited'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 MTRLimited'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 MTRLimited specific price patterns or momentum indicators. Please read more on our technical analysis page.
MTRLimited February 25, 2026 Technical Indicators
Most technical analysis of MTRLimited 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 MTRLimited from various momentum indicators to cycle indicators. When you analyze MTRLimited 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 | 0.1504 | |||
| Market Risk Adjusted Performance | 1.74 | |||
| Mean Deviation | 1.11 | |||
| Semi Deviation | 0.9759 | |||
| Downside Deviation | 1.65 | |||
| Coefficient Of Variation | 529.93 | |||
| Standard Deviation | 1.71 | |||
| Variance | 2.93 | |||
| Information Ratio | 0.1296 | |||
| Jensen Alpha | 0.2964 | |||
| Total Risk Alpha | 0.11 | |||
| Sortino Ratio | 0.1345 | |||
| Treynor Ratio | 1.73 | |||
| Maximum Drawdown | 10.24 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 2.92 | |||
| Downside Variance | 2.72 | |||
| Semi Variance | 0.9523 | |||
| Expected Short fall | (1.58) | |||
| Skewness | 1.6 | |||
| Kurtosis | 6.85 |
MTRLimited February 25, 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 MTRLimited 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 | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.02 | ||
| Day Median Price | 4.02 | ||
| Day Typical Price | 4.02 | ||
| Price Action Indicator | 0.04 |
Complementary Tools for MTRLimited Stock analysis
When running MTRLimited's price analysis, check to measure MTRLimited'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 MTRLimited is operating at the current time. Most of MTRLimited's value examination focuses on studying past and present price action to predict the probability of MTRLimited's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MTRLimited's price. Additionally, you may evaluate how the addition of MTRLimited to your portfolios can decrease your overall portfolio volatility.
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