Moneysupermarket (Germany) Market Value
| 39M Stock | EUR 2.23 0.05 2.19% |
| Symbol | Moneysupermarket |
Moneysupermarket '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 Moneysupermarket'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 Moneysupermarket.
| 09/21/2024 |
| 12/20/2024 |
If you would invest 0.00 in Moneysupermarket on September 21, 2024 and sell it all today you would earn a total of 0.00 from holding Moneysupermarket Group PLC or generate 0.0% return on investment in Moneysupermarket over 90 days. Moneysupermarket is related to or competes with Pentair Plc, Wizz Air, NORTHEAST UTILITIES, SOGECLAIR, DELTA AIR, Canadian Utilities, and Chesapeake Utilities. Moneysupermarket.com Group PLC, together with its subsidiaries, operates price and product comparison, and editorial bas... More
Moneysupermarket 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 Moneysupermarket'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 Moneysupermarket Group PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 11.63 | |||
| Value At Risk | (3.03) | |||
| Potential Upside | 2.82 |
Moneysupermarket Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moneysupermarket's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moneysupermarket's standard deviation. In reality, there are many statistical measures that can use Moneysupermarket historical prices to predict the future Moneysupermarket's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | 0.5018 |
Moneysupermarket Backtested Returns
Moneysupermarket has Sharpe Ratio of -0.0659, which conveys that the firm had a -0.0659% return per unit of risk over the last 3 months. Moneysupermarket exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Moneysupermarket's Risk Adjusted Performance of (0.05), mean deviation of 1.59, and Standard Deviation of 2.05 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.3, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Moneysupermarket are expected to decrease at a much lower rate. During the bear market, Moneysupermarket is likely to outperform the market. At this point, Moneysupermarket has a negative expected return of -0.13%. Please make sure to verify Moneysupermarket's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if Moneysupermarket performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.76 |
Almost perfect reverse predictability
Moneysupermarket Group PLC has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Moneysupermarket time series from 21st of September 2024 to 5th of November 2024 and 5th of November 2024 to 20th 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 Moneysupermarket price movement. The serial correlation of -0.76 indicates that around 76.0% of current Moneysupermarket price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.76 | |
| Spearman Rank Test | -0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Moneysupermarket lagged returns against current returns
Autocorrelation, which is Moneysupermarket 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 Moneysupermarket's stock expected returns. We can calculate the autocorrelation of Moneysupermarket returns to help us make a trade decision. For example, suppose you find that Moneysupermarket 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 |
Moneysupermarket 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 Moneysupermarket stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Moneysupermarket stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Moneysupermarket stock over time.
Current vs Lagged Prices |
| Timeline |
Moneysupermarket Lagged Returns
When evaluating Moneysupermarket's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Moneysupermarket stock have on its future price. Moneysupermarket 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, Moneysupermarket autocorrelation shows the relationship between Moneysupermarket stock current value and its past values and can show if there is a momentum factor associated with investing in Moneysupermarket Group PLC.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Moneysupermarket Stock
Moneysupermarket financial ratios help investors to determine whether Moneysupermarket 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 Moneysupermarket with respect to the benefits of owning Moneysupermarket security.