MSCM Holdings' market value is the price at which a share of MSCM Holdings trades on a public exchange. It measures the collective expectations of MSCM Holdings Bhd investors about its performance. MSCM Holdings is selling for 0.015 as of the 28th of November 2024. This is a 50.00 percent increase since the beginning of the trading day. The stock's lowest day price was 0.01. With this module, you can estimate the performance of a buy and hold strategy of MSCM Holdings Bhd and determine expected loss or profit from investing in MSCM Holdings over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
MSCM
MSCM Holdings '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 MSCM Holdings' 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 MSCM Holdings.
0.00
10/29/2024
No Change 0.00
0.0
In 30 days
11/28/2024
0.00
If you would invest 0.00 in MSCM Holdings on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding MSCM Holdings Bhd or generate 0.0% return on investment in MSCM Holdings over 30 days.
MSCM Holdings 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 MSCM Holdings' 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 MSCM Holdings Bhd upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for MSCM Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MSCM Holdings' standard deviation. In reality, there are many statistical measures that can use MSCM Holdings historical prices to predict the future MSCM Holdings' volatility.
MSCM Holdings is out of control given 3 months investment horizon. MSCM Holdings Bhd retains Efficiency (Sharpe Ratio) of 0.12, which conveys that the firm had a 0.12% return per unit of risk over the last 3 months. We were able to analyze thirty different technical indicators, which can help you to evaluate if expected returns of 3.23% are justified by taking the suggested risk. Use MSCM Holdings Bhd Semi Deviation of 16.57, market risk adjusted performance of (5.25), and Mean Deviation of 18.4 to evaluate company specific risk that cannot be diversified away. MSCM Holdings holds a performance score of 9 on a scale of zero to a hundred. The company owns a Beta (Systematic Risk) of -0.62, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning MSCM Holdings are expected to decrease at a much lower rate. During the bear market, MSCM Holdings is likely to outperform the market. Use MSCM Holdings Bhd downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to analyze future returns on MSCM Holdings Bhd.
Auto-correlation
0.31
Below average predictability
MSCM Holdings Bhd has below average predictability. Overlapping area represents the amount of predictability between MSCM Holdings time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th of November 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 MSCM Holdings Bhd price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current MSCM Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient
0.31
Spearman Rank Test
0.32
Residual Average
0.0
Price Variance
0.0
MSCM Holdings Bhd lagged returns against current returns
Autocorrelation, which is MSCM Holdings 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 MSCM Holdings' stock expected returns. We can calculate the autocorrelation of MSCM Holdings returns to help us make a trade decision. For example, suppose you find that MSCM Holdings 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
MSCM Holdings 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 MSCM Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MSCM Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MSCM Holdings stock over time.
Current vs Lagged Prices
Timeline
MSCM Holdings Lagged Returns
When evaluating MSCM Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MSCM Holdings stock have on its future price. MSCM Holdings 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, MSCM Holdings autocorrelation shows the relationship between MSCM Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in MSCM Holdings Bhd.
Regressed Prices
Timeline
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