MOLSON RS (Germany) Market Value
| 65K Stock | EUR 56.00 1.50 2.61% |
| Symbol | MOLSON |
MOLSON RS '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 MOLSON RS'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 MOLSON RS.
| 04/27/2024 |
| 12/23/2024 |
If you would invest 0.00 in MOLSON RS on April 27, 2024 and sell it all today you would earn a total of 0.00 from holding MOLSON RS CDA or generate 0.0% return on investment in MOLSON RS over 240 days. MOLSON RS is related to or competes with Fomento Econmico, Anheuser-Busch InBev, Anheuser Busch, BUDWEISER BREWUNSPADR/4, China Resources, Molson Coors, and MOLSON RS. Molson Coors Canada Inc. brews, markets, sells, and distributes various beer brands in Canada More
MOLSON RS 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 MOLSON RS'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 MOLSON RS CDA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.78 | |||
| Information Ratio | 0.1236 | |||
| Maximum Drawdown | 8.07 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 2.92 |
MOLSON RS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MOLSON RS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MOLSON RS's standard deviation. In reality, there are many statistical measures that can use MOLSON RS historical prices to predict the future MOLSON RS's volatility.| Risk Adjusted Performance | 0.1193 | |||
| Jensen Alpha | 0.206 | |||
| Total Risk Alpha | 0.1705 | |||
| Sortino Ratio | 0.1075 | |||
| Treynor Ratio | 0.6018 |
MOLSON RS CDA Backtested Returns
MOLSON RS appears to be very steady, given 3 months investment horizon. MOLSON RS CDA has Sharpe Ratio of 0.15, which conveys that the firm had a 0.15% return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for MOLSON RS, which you can use to evaluate the volatility of the firm. Please exercise MOLSON RS's risk adjusted performance of 0.1193, and Mean Deviation of 1.12 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MOLSON RS holds a performance score of 11. The company secures a Beta (Market Risk) of 0.36, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MOLSON RS's returns are expected to increase less than the market. However, during the bear market, the loss of holding MOLSON RS is expected to be smaller as well. Please check MOLSON RS's coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to make a quick decision on whether MOLSON RS's current price movements will revert.
Auto-correlation | -0.3 |
Weak reverse predictability
MOLSON RS CDA has weak reverse predictability. Overlapping area represents the amount of predictability between MOLSON RS time series from 27th of April 2024 to 25th of August 2024 and 25th of August 2024 to 23rd 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 MOLSON RS CDA price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current MOLSON RS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 16.0 |
MOLSON RS CDA lagged returns against current returns
Autocorrelation, which is MOLSON RS 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 MOLSON RS's stock expected returns. We can calculate the autocorrelation of MOLSON RS returns to help us make a trade decision. For example, suppose you find that MOLSON RS 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 |
MOLSON RS 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 MOLSON RS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MOLSON RS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MOLSON RS stock over time.
Current vs Lagged Prices |
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MOLSON RS Lagged Returns
When evaluating MOLSON RS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MOLSON RS stock have on its future price. MOLSON RS 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, MOLSON RS autocorrelation shows the relationship between MOLSON RS stock current value and its past values and can show if there is a momentum factor associated with investing in MOLSON RS CDA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in MOLSON Stock
MOLSON RS financial ratios help investors to determine whether MOLSON 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 MOLSON with respect to the benefits of owning MOLSON RS security.