Mr Cooper (Germany) Market Value
| 07WA Stock | EUR 90.36 0.36 0.40% |
| Symbol | 07WA |
Mr Cooper '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 Mr Cooper'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 Mr Cooper.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in Mr Cooper on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding Mr Cooper Group or generate 0.0% return on investment in Mr Cooper over 30 days. Mr Cooper is related to or competes with OSB GROUP, FIRST NATIONAL, Deutsche Pfandbriefbank, ELLINGTON FINL, LOANDEPOT INC, and TIMBERCREEK FINL. Cooper Group Inc. provides servicing, origination, and transaction-based services related to single-family residences in... More
Mr Cooper 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 Mr Cooper'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 Mr Cooper Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.66 | |||
| Information Ratio | 0.0516 | |||
| Maximum Drawdown | 10.18 | |||
| Value At Risk | (3.09) | |||
| Potential Upside | 3.39 |
Mr Cooper Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mr Cooper's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mr Cooper's standard deviation. In reality, there are many statistical measures that can use Mr Cooper historical prices to predict the future Mr Cooper's volatility.| Risk Adjusted Performance | 0.0604 | |||
| Jensen Alpha | 0.0958 | |||
| Total Risk Alpha | 0.0659 | |||
| Sortino Ratio | 0.0574 | |||
| Treynor Ratio | 0.1192 |
Mr Cooper Group Backtested Returns
At this point, Mr Cooper is very steady. Mr Cooper Group retains Efficiency (Sharpe Ratio) of 0.1, which conveys that the firm had a 0.1% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for Mr Cooper, which you can use to evaluate the volatility of the firm. Please verify Mr Cooper's Mean Deviation of 1.36, market risk adjusted performance of 0.1292, and Standard Deviation of 1.85 to check out if the risk estimate we provide is consistent with the expected return of 0.19%. Mr Cooper has a performance score of 8 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.99, which conveys possible diversification benefits within a given portfolio. Mr Cooper returns are very sensitive to returns on the market. As the market goes up or down, Mr Cooper is expected to follow. Mr Cooper Group now owns a risk of 1.81%. Please verify Mr Cooper Group semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if Mr Cooper Group will be following its current price history.
Auto-correlation | -0.06 |
Very weak reverse predictability
Mr Cooper Group has very weak reverse predictability. Overlapping area represents the amount of predictability between Mr Cooper time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd 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 Mr Cooper Group price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Mr Cooper price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 1.2 |
Mr Cooper Group lagged returns against current returns
Autocorrelation, which is Mr Cooper 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 Mr Cooper's stock expected returns. We can calculate the autocorrelation of Mr Cooper returns to help us make a trade decision. For example, suppose you find that Mr Cooper 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 |
Mr Cooper 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 Mr Cooper stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mr Cooper stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mr Cooper stock over time.
Current vs Lagged Prices |
| Timeline |
Mr Cooper Lagged Returns
When evaluating Mr Cooper's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mr Cooper stock have on its future price. Mr Cooper 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, Mr Cooper autocorrelation shows the relationship between Mr Cooper stock current value and its past values and can show if there is a momentum factor associated with investing in Mr Cooper Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in 07WA Stock
When determining whether Mr Cooper Group is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if 07WA Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Mr Cooper Group Stock. Highlighted below are key reports to facilitate an investment decision about Mr Cooper Group Stock:Check out Mr Cooper Correlation, Mr Cooper Volatility and Mr Cooper Alpha and Beta module to complement your research on Mr Cooper. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Mr Cooper 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.