MTI INVESTMENT (Germany) Market Value
| K8Y Stock | 0.07 0.0005 0.75% |
| Symbol | MTI |
MTI INVESTMENT '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 MTI INVESTMENT'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 MTI INVESTMENT.
| 12/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in MTI INVESTMENT on December 5, 2024 and sell it all today you would earn a total of 0.00 from holding MTI INVESTMENT SE or generate 0.0% return on investment in MTI INVESTMENT over 30 days. MTI INVESTMENT is related to or competes with LIFEWAY FOODS, PREMIER FOODS, FORMPIPE SOFTWARE, Unity Software, OPERA SOFTWARE, US FOODS, and Monster Beverage. More
MTI INVESTMENT 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 MTI INVESTMENT'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 MTI INVESTMENT SE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 15.09 | |||
| Value At Risk | (6.63) | |||
| Potential Upside | 3.9 |
MTI INVESTMENT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MTI INVESTMENT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MTI INVESTMENT's standard deviation. In reality, there are many statistical measures that can use MTI INVESTMENT historical prices to predict the future MTI INVESTMENT's volatility.| Risk Adjusted Performance | (0.20) | |||
| Jensen Alpha | (0.72) | |||
| Total Risk Alpha | (0.76) | |||
| Treynor Ratio | (2.11) |
MTI INVESTMENT SE Backtested Returns
MTI INVESTMENT SE has Sharpe Ratio of -0.26, which conveys that the firm had a -0.26% return per unit of volatility over the last 3 months. MTI INVESTMENT exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MTI INVESTMENT's mean deviation of 1.85, and Risk Adjusted Performance of (0.20) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.34, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MTI INVESTMENT's returns are expected to increase less than the market. However, during the bear market, the loss of holding MTI INVESTMENT is expected to be smaller as well. At this point, MTI INVESTMENT SE has a negative expected return of -0.78%. Please make sure to verify MTI INVESTMENT's potential upside, daily balance of power, and the relationship between the maximum drawdown and kurtosis , to decide if MTI INVESTMENT SE performance from the past will be repeated at future time.
Auto-correlation | 0.28 |
Poor predictability
MTI INVESTMENT SE has poor predictability. Overlapping area represents the amount of predictability between MTI INVESTMENT time series from 5th of December 2024 to 20th of December 2024 and 20th 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 MTI INVESTMENT SE price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current MTI INVESTMENT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
MTI INVESTMENT SE lagged returns against current returns
Autocorrelation, which is MTI INVESTMENT 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 MTI INVESTMENT's stock expected returns. We can calculate the autocorrelation of MTI INVESTMENT returns to help us make a trade decision. For example, suppose you find that MTI INVESTMENT 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 |
MTI INVESTMENT 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 MTI INVESTMENT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MTI INVESTMENT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MTI INVESTMENT stock over time.
Current vs Lagged Prices |
| Timeline |
MTI INVESTMENT Lagged Returns
When evaluating MTI INVESTMENT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MTI INVESTMENT stock have on its future price. MTI INVESTMENT 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, MTI INVESTMENT autocorrelation shows the relationship between MTI INVESTMENT stock current value and its past values and can show if there is a momentum factor associated with investing in MTI INVESTMENT SE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in MTI Stock
MTI INVESTMENT financial ratios help investors to determine whether MTI 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 MTI with respect to the benefits of owning MTI INVESTMENT security.