Msp Recovery Stock Market Value
| LIFWZ Stock | 0.10 0.01 9.09% |
| Symbol | MSP |
MSP Recovery Price To Book Ratio
Is Health Care Equipment & Supplies space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of MSP Recovery. If investors know MSP will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about MSP Recovery listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Revenue Per Share 0.508 | Quarterly Revenue Growth (0.87) | Return On Assets (0.11) | Return On Equity (0.59) |
The market value of MSP Recovery is measured differently than its book value, which is the value of MSP that is recorded on the company's balance sheet. Investors also form their own opinion of MSP Recovery's value that differs from its market value or its book value, called intrinsic value, which is MSP Recovery's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because MSP Recovery's market value can be influenced by many factors that don't directly affect MSP Recovery's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between MSP Recovery's value and its price as these two are different measures arrived at by different means. Investors typically determine if MSP Recovery is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MSP Recovery'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.
MSP Recovery '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 MSP Recovery'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 MSP Recovery.
| 06/04/2024 |
| 12/01/2024 |
If you would invest 0.00 in MSP Recovery on June 4, 2024 and sell it all today you would earn a total of 0.00 from holding MSP Recovery or generate 0.0% return on investment in MSP Recovery over 180 days. MSP Recovery is related to or competes with Turning Point, Westrock Coffee, Scandinavian Tobacco, ArcelorMittal, Philip Morris, and Olympic Steel. MSP Recovery is entity of United States. It is traded as Stock on NASDAQ exchange. More
MSP Recovery 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 MSP Recovery'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 MSP Recovery upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 28.6 | |||
| Information Ratio | 0.1501 | |||
| Maximum Drawdown | 155.93 | |||
| Value At Risk | (38.34) | |||
| Potential Upside | 72.89 |
MSP Recovery Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MSP Recovery's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MSP Recovery's standard deviation. In reality, there are many statistical measures that can use MSP Recovery historical prices to predict the future MSP Recovery's volatility.| Risk Adjusted Performance | 0.1281 | |||
| Jensen Alpha | 4.01 | |||
| Total Risk Alpha | (0.36) | |||
| Sortino Ratio | 0.1529 | |||
| Treynor Ratio | 1.17 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MSP Recovery'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.
MSP Recovery Backtested Returns
MSP Recovery is out of control given 3 months investment horizon. MSP Recovery has Sharpe Ratio of 0.25, which conveys that the firm had a 0.25% return per unit of volatility over the last 3 months. We are able to interpolate and break down twenty-nine different technical indicators, which can help you to evaluate if expected returns of 49.35% are justified by taking the suggested risk. Use MSP Recovery mean deviation of 18.27, and Risk Adjusted Performance of 0.1281 to evaluate company specific risk that cannot be diversified away. MSP Recovery holds a performance score of 19 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 3.83, 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, MSP Recovery will likely underperform. Use MSP Recovery potential upside, as well as the relationship between the accumulation distribution and price action indicator , to analyze future returns on MSP Recovery.
Auto-correlation | -0.61 |
Very good reverse predictability
MSP Recovery has very good reverse predictability. Overlapping area represents the amount of predictability between MSP Recovery time series from 4th of June 2024 to 2nd of September 2024 and 2nd of September 2024 to 1st 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 MSP Recovery price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current MSP Recovery price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
MSP Recovery lagged returns against current returns
Autocorrelation, which is MSP Recovery 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 MSP Recovery's stock expected returns. We can calculate the autocorrelation of MSP Recovery returns to help us make a trade decision. For example, suppose you find that MSP Recovery 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 |
MSP Recovery 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 MSP Recovery stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MSP Recovery stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MSP Recovery stock over time.
Current vs Lagged Prices |
| Timeline |
MSP Recovery Lagged Returns
When evaluating MSP Recovery's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MSP Recovery stock have on its future price. MSP Recovery 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, MSP Recovery autocorrelation shows the relationship between MSP Recovery stock current value and its past values and can show if there is a momentum factor associated with investing in MSP Recovery.
Regressed Prices |
| Timeline |
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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 MSP Stock Analysis
When running MSP Recovery's price analysis, check to measure MSP Recovery'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 MSP Recovery is operating at the current time. Most of MSP Recovery's value examination focuses on studying past and present price action to predict the probability of MSP Recovery's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MSP Recovery's price. Additionally, you may evaluate how the addition of MSP Recovery to your portfolios can decrease your overall portfolio volatility.