MidCap Financial (Germany) Market Value
| 55O1 Stock | 13.23 0.03 0.23% |
| Symbol | MidCap |
MidCap Financial '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 MidCap Financial'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 MidCap Financial.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in MidCap Financial on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding MidCap Financial Investment or generate 0.0% return on investment in MidCap Financial over 60 days. MidCap Financial is related to or competes with Apple, Apple, Apple, Apple, Apple, Apple, and Microsoft. More
MidCap Financial 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 MidCap Financial'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 MidCap Financial Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9563 | |||
| Information Ratio | 0.1714 | |||
| Maximum Drawdown | 5.81 | |||
| Value At Risk | (1.76) | |||
| Potential Upside | 1.81 |
MidCap Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MidCap Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MidCap Financial's standard deviation. In reality, there are many statistical measures that can use MidCap Financial historical prices to predict the future MidCap Financial's volatility.| Risk Adjusted Performance | 0.1585 | |||
| Jensen Alpha | 0.1963 | |||
| Total Risk Alpha | 0.178 | |||
| Sortino Ratio | 0.1901 | |||
| Treynor Ratio | (1.10) |
MidCap Financial Inv Backtested Returns
MidCap Financial appears to be very steady, given 3 months investment horizon. MidCap Financial Inv has Sharpe Ratio of 0.18, which conveys that the firm had a 0.18% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for MidCap Financial, which you can use to evaluate the volatility of the firm. Please exercise MidCap Financial's Risk Adjusted Performance of 0.1585, downside deviation of 0.9563, and Mean Deviation of 0.8326 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MidCap Financial holds a performance score of 14. The company secures a Beta (Market Risk) of -0.18, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MidCap Financial are expected to decrease at a much lower rate. During the bear market, MidCap Financial is likely to outperform the market. Please check MidCap Financial's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether MidCap Financial's current price movements will revert.
Auto-correlation | 0.23 |
Weak predictability
MidCap Financial Investment has weak predictability. Overlapping area represents the amount of predictability between MidCap Financial time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th 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 MidCap Financial Inv price movement. The serial correlation of 0.23 indicates that over 23.0% of current MidCap Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
MidCap Financial Inv lagged returns against current returns
Autocorrelation, which is MidCap Financial 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 MidCap Financial's stock expected returns. We can calculate the autocorrelation of MidCap Financial returns to help us make a trade decision. For example, suppose you find that MidCap Financial 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 |
MidCap Financial 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 MidCap Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MidCap Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MidCap Financial stock over time.
Current vs Lagged Prices |
| Timeline |
MidCap Financial Lagged Returns
When evaluating MidCap Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MidCap Financial stock have on its future price. MidCap Financial 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, MidCap Financial autocorrelation shows the relationship between MidCap Financial stock current value and its past values and can show if there is a momentum factor associated with investing in MidCap Financial Investment.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for MidCap Stock Analysis
When running MidCap Financial's price analysis, check to measure MidCap Financial's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy MidCap Financial is operating at the current time. Most of MidCap Financial's value examination focuses on studying past and present price action to predict the probability of MidCap Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MidCap Financial's price. Additionally, you may evaluate how the addition of MidCap Financial to your portfolios can decrease your overall portfolio volatility.