Mosaic (Germany) Market Value
| 02M Stock | EUR 24.12 0.05 0.21% |
| Symbol | Mosaic |
Mosaic '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 Mosaic'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 Mosaic.
| 11/02/2024 |
| 12/02/2024 |
If you would invest 0.00 in Mosaic on November 2, 2024 and sell it all today you would earn a total of 0.00 from holding The Mosaic or generate 0.0% return on investment in Mosaic over 30 days. Mosaic is related to or competes with Taylor Morrison, Axway Software, Check Point, CyberArk Software, CPU SOFTWAREHOUSE, Addus HomeCare, and ALERION CLEANPOWER. The Mosaic Company, through its subsidiaries, produces and markets concentrated phosphate and potash crop nutrients in N... More
Mosaic 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 Mosaic'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 The Mosaic upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 10.82 | |||
| Value At Risk | (4.14) | |||
| Potential Upside | 3.91 |
Mosaic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mosaic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mosaic's standard deviation. In reality, there are many statistical measures that can use Mosaic historical prices to predict the future Mosaic's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | (0.1) |
Mosaic Backtested Returns
Mosaic has Sharpe Ratio of -0.0199, which conveys that the firm had a -0.0199% return per unit of risk over the last 3 months. Mosaic exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mosaic's Standard Deviation of 2.35, market risk adjusted performance of (0.09), and Risk Adjusted Performance of (0.01) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.62, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mosaic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mosaic is expected to be smaller as well. At this point, Mosaic has a negative expected return of -0.0471%. Please make sure to verify Mosaic's mean deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance , to decide if Mosaic performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.15 |
Insignificant predictability
The Mosaic has insignificant predictability. Overlapping area represents the amount of predictability between Mosaic 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 Mosaic price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Mosaic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Mosaic lagged returns against current returns
Autocorrelation, which is Mosaic 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 Mosaic's stock expected returns. We can calculate the autocorrelation of Mosaic returns to help us make a trade decision. For example, suppose you find that Mosaic 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 |
Mosaic 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 Mosaic stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mosaic stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mosaic stock over time.
Current vs Lagged Prices |
| Timeline |
Mosaic Lagged Returns
When evaluating Mosaic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mosaic stock have on its future price. Mosaic 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, Mosaic autocorrelation shows the relationship between Mosaic stock current value and its past values and can show if there is a momentum factor associated with investing in The Mosaic.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Mosaic Stock
When determining whether Mosaic is a strong investment it is important to analyze Mosaic's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Mosaic's future performance. For an informed investment choice regarding Mosaic Stock, refer to the following important reports:Check out Mosaic Correlation, Mosaic Volatility and Mosaic Alpha and Beta module to complement your research on Mosaic. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Mosaic 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.