MFC Industrial (Thailand) Market Value
MFC Industrial's market value is the price at which a share of MFC Industrial trades on a public exchange. It measures the collective expectations of MFC Industrial Investment investors about its performance. With this module, you can estimate the performance of a buy and hold strategy of MFC Industrial Investment and determine expected loss or profit from investing in MFC Industrial over a given investment horizon. Check out MFC Industrial Correlation, MFC Industrial Volatility and MFC Industrial Alpha and Beta module to complement your research on MFC Industrial.
| Symbol | MFC |
MFC Industrial '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 MFC Industrial'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 MFC Industrial.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in MFC Industrial on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding MFC Industrial Investment or generate 0.0% return on investment in MFC Industrial over 90 days. MFC Industrial is related to or competes with MFC Nichada, LH Shopping, MFC Strategic, and HEMARAJ INDUSTRIAL. More
MFC Industrial 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 MFC Industrial'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 MFC Industrial Investment upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 6.49 | |||
| Value At Risk | (1.79) | |||
| Potential Upside | 0.8475 |
MFC Industrial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MFC Industrial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MFC Industrial's standard deviation. In reality, there are many statistical measures that can use MFC Industrial historical prices to predict the future MFC Industrial's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (2.10) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | 1.14 |
MFC Industrial Investment Backtested Returns
MFC Industrial Investment retains Efficiency (Sharpe Ratio) of -0.15, which conveys that the firm had a -0.15 % return per unit of risk over the last 3 months. MFC Industrial exposes fifteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MFC Industrial's Coefficient Of Variation of (671.01), mean deviation of 3.3, and Market Risk Adjusted Performance of 1.15 to check out the risk estimate we provide. The company owns a Beta (Systematic Risk) of -1.68, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning MFC Industrial are expected to decrease by larger amounts. On the other hand, during market turmoil, MFC Industrial is expected to outperform it. At this point, MFC Industrial Investment has a negative expected return of -1.91%. Please make sure to verify MFC Industrial's variance, treynor ratio, and the relationship between the standard deviation and information ratio , to decide if MFC Industrial Investment performance from the past will be repeated in the future.
Auto-correlation | 0.47 |
Average predictability
MFC Industrial Investment has average predictability. Overlapping area represents the amount of predictability between MFC Industrial time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 MFC Industrial Investment price movement. The serial correlation of 0.47 indicates that about 47.0% of current MFC Industrial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 1.13 |
MFC Industrial Investment lagged returns against current returns
Autocorrelation, which is MFC Industrial 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 MFC Industrial's stock expected returns. We can calculate the autocorrelation of MFC Industrial returns to help us make a trade decision. For example, suppose you find that MFC Industrial 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 |
MFC Industrial 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 MFC Industrial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MFC Industrial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MFC Industrial stock over time.
Current vs Lagged Prices |
| Timeline |
MFC Industrial Lagged Returns
When evaluating MFC Industrial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MFC Industrial stock have on its future price. MFC Industrial 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, MFC Industrial autocorrelation shows the relationship between MFC Industrial stock current value and its past values and can show if there is a momentum factor associated with investing in MFC Industrial Investment.
Regressed Prices |
| Timeline |
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MFC Industrial financial ratios help investors to determine whether MFC 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 MFC with respect to the benefits of owning MFC Industrial security.