Mastrad (France) Market Value

ALMAS Stock  EUR 0.03  0.01  15.79%   
Mastrad's market value is the price at which a share of Mastrad trades on a public exchange. It measures the collective expectations of Mastrad investors about its performance. Mastrad is selling at 0.032 as of the 1st of March 2025; that is 15.79 percent decrease since the beginning of the trading day. The stock's last reported lowest price was 0.032.
With this module, you can estimate the performance of a buy and hold strategy of Mastrad and determine expected loss or profit from investing in Mastrad over a given investment horizon. Check out Mastrad Correlation, Mastrad Volatility and Mastrad Alpha and Beta module to complement your research on Mastrad.
Symbol

Please note, there is a significant difference between Mastrad's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mastrad is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mastrad's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Mastrad '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 Mastrad'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 Mastrad.
0.00
12/01/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/01/2025
0.00
If you would invest  0.00  in Mastrad on December 1, 2024 and sell it all today you would earn a total of 0.00 from holding Mastrad or generate 0.0% return on investment in Mastrad over 90 days. Mastrad is related to or competes with Nextedia. Mastrad Socit Anonyme designs and markets culinary accessories in France, the United States, Hong Kong, and internationa... More

Mastrad 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 Mastrad'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 Mastrad upside and downside potential and time the market with a certain degree of confidence.

Mastrad Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Mastrad's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mastrad's standard deviation. In reality, there are many statistical measures that can use Mastrad historical prices to predict the future Mastrad's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mastrad's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
0.000.0320.61
Details
Intrinsic
Valuation
LowRealHigh
0.000.0320.61
Details
Naive
Forecast
LowNextHigh
0.00070.0420.62
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
0.010.030.04
Details

Mastrad Backtested Returns

Mastrad is out of control given 3 months investment horizon. Mastrad has Sharpe Ratio of 0.16, which conveys that the firm had a 0.16 % return per unit of risk over the last 3 months. We were able to interpolate data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 3.35% are justified by taking the suggested risk. Use Mastrad Risk Adjusted Performance of 0.128, downside deviation of 9.74, and Mean Deviation of 11.11 to evaluate company specific risk that cannot be diversified away. Mastrad holds a performance score of 12 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 3.68, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Mastrad will likely underperform. Use Mastrad maximum drawdown and the relationship between the expected short fall and period momentum indicator , to analyze future returns on Mastrad.

Auto-correlation

    
  -0.49  

Modest reverse predictability

Mastrad has modest reverse predictability. Overlapping area represents the amount of predictability between Mastrad time series from 1st of December 2024 to 15th of January 2025 and 15th of January 2025 to 1st of March 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 Mastrad price movement. The serial correlation of -0.49 indicates that about 49.0% of current Mastrad price fluctuation can be explain by its past prices.
Correlation Coefficient-0.49
Spearman Rank Test-0.06
Residual Average0.0
Price Variance0.0

Mastrad lagged returns against current returns

Autocorrelation, which is Mastrad 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 Mastrad's stock expected returns. We can calculate the autocorrelation of Mastrad returns to help us make a trade decision. For example, suppose you find that Mastrad 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  

Mastrad 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 Mastrad stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mastrad stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mastrad stock over time.
   Current vs Lagged Prices   
       Timeline  

Mastrad Lagged Returns

When evaluating Mastrad's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mastrad stock have on its future price. Mastrad 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, Mastrad autocorrelation shows the relationship between Mastrad stock current value and its past values and can show if there is a momentum factor associated with investing in Mastrad.
   Regressed Prices   
       Timeline  

Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.

Additional Tools for Mastrad Stock Analysis

When running Mastrad's price analysis, check to measure Mastrad'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 Mastrad is operating at the current time. Most of Mastrad's value examination focuses on studying past and present price action to predict the probability of Mastrad's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mastrad's price. Additionally, you may evaluate how the addition of Mastrad to your portfolios can decrease your overall portfolio volatility.