MOBILE FACTORY (Germany) Market Value
| 2MF Stock | EUR 5.45 0.15 2.68% |
| Symbol | MOBILE |
MOBILE FACTORY '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 MOBILE FACTORY'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 MOBILE FACTORY.
| 12/21/2024 |
| 01/20/2025 |
If you would invest 0.00 in MOBILE FACTORY on December 21, 2024 and sell it all today you would earn a total of 0.00 from holding MOBILE FACTORY INC or generate 0.0% return on investment in MOBILE FACTORY over 30 days. MOBILE FACTORY is related to or competes with Nintendo, Nintendo, Sea, Electronic Arts, NEXON Co, Take Two, and Aristocrat Leisure. Mobile Factory, Inc. engages in the mobile service development business in Japan More
MOBILE FACTORY 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 MOBILE FACTORY'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 MOBILE FACTORY INC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.52 | |||
| Information Ratio | 0.0483 | |||
| Maximum Drawdown | 17.14 | |||
| Value At Risk | (3.37) | |||
| Potential Upside | 2.97 |
MOBILE FACTORY Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MOBILE FACTORY's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MOBILE FACTORY's standard deviation. In reality, there are many statistical measures that can use MOBILE FACTORY historical prices to predict the future MOBILE FACTORY's volatility.| Risk Adjusted Performance | 0.0575 | |||
| Jensen Alpha | 0.1344 | |||
| Total Risk Alpha | 0.0771 | |||
| Sortino Ratio | 0.0445 | |||
| Treynor Ratio | (0.98) |
MOBILE FACTORY INC Backtested Returns
At this point, MOBILE FACTORY is slightly risky. MOBILE FACTORY INC retains Efficiency (Sharpe Ratio) of 0.0666, which conveys that the firm had a 0.0666 % return per unit of return volatility over the last 3 months. We have found twenty-seven technical indicators for MOBILE FACTORY, which you can use to evaluate the volatility of the firm. Please verify MOBILE FACTORY's Downside Deviation of 2.52, mean deviation of 1.5, and Market Risk Adjusted Performance of (0.97) to check out if the risk estimate we provide is consistent with the expected return of 0.15%. MOBILE FACTORY has a performance score of 5 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of -0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MOBILE FACTORY are expected to decrease at a much lower rate. During the bear market, MOBILE FACTORY is likely to outperform the market. MOBILE FACTORY INC now owns a risk of 2.29%. Please verify MOBILE FACTORY INC mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to decide if MOBILE FACTORY INC will be following its current price history.
Auto-correlation | -0.31 |
Poor reverse predictability
MOBILE FACTORY INC has poor reverse predictability. Overlapping area represents the amount of predictability between MOBILE FACTORY time series from 21st of December 2024 to 5th of January 2025 and 5th of January 2025 to 20th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of MOBILE FACTORY INC price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current MOBILE FACTORY price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
MOBILE FACTORY INC lagged returns against current returns
Autocorrelation, which is MOBILE FACTORY 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 MOBILE FACTORY's stock expected returns. We can calculate the autocorrelation of MOBILE FACTORY returns to help us make a trade decision. For example, suppose you find that MOBILE FACTORY 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 |
MOBILE FACTORY 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 MOBILE FACTORY stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MOBILE FACTORY stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MOBILE FACTORY stock over time.
Current vs Lagged Prices |
| Timeline |
MOBILE FACTORY Lagged Returns
When evaluating MOBILE FACTORY's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MOBILE FACTORY stock have on its future price. MOBILE FACTORY 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, MOBILE FACTORY autocorrelation shows the relationship between MOBILE FACTORY stock current value and its past values and can show if there is a momentum factor associated with investing in MOBILE FACTORY INC.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in MOBILE Stock
MOBILE FACTORY financial ratios help investors to determine whether MOBILE Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in MOBILE with respect to the benefits of owning MOBILE FACTORY security.