Mid America (Brazil) Market Value
| M1AA34 Stock | BRL 232.30 0.00 0.00% |
| Symbol | Mid |
Mid America '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 Mid America'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 Mid America.
| 02/03/2025 |
| 03/05/2025 |
If you would invest 0.00 in Mid America on February 3, 2025 and sell it all today you would earn a total of 0.00 from holding Mid America Apartment Communities or generate 0.0% return on investment in Mid America over 30 days. Mid America is related to or competes with MAHLE Metal, GP Investments, Metalrgica Riosulense, METISA Metalrgica, and Multilaser Industrial. MAA, an SP 500 company, is a real estate investment trust, or REIT, focused on delivering full-cycle and superior invest... More
Mid America 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 Mid America'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 Mid America Apartment Communities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.91 | |||
| Information Ratio | 0.2702 | |||
| Maximum Drawdown | 9.34 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 2.38 |
Mid America Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mid America's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mid America's standard deviation. In reality, there are many statistical measures that can use Mid America historical prices to predict the future Mid America's volatility.| Risk Adjusted Performance | 0.1707 | |||
| Jensen Alpha | 0.2988 | |||
| Total Risk Alpha | 0.4677 | |||
| Sortino Ratio | 0.2044 | |||
| Treynor Ratio | (8.58) |
Mid America Apartment Backtested Returns
Mid America Apartment has Sharpe Ratio of -0.14, which conveys that the firm had a -0.14 % return per unit of risk over the last 3 months. Mid America exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mid America's Mean Deviation of 0.8311, downside deviation of 1.91, and Risk Adjusted Performance of 0.1707 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.0352, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mid America are expected to decrease at a much lower rate. During the bear market, Mid America is likely to outperform the market. At this point, Mid America Apartment has a negative expected return of -0.0407%. Please make sure to verify Mid America's semi deviation, variance, jensen alpha, as well as the relationship between the downside deviation and information ratio , to decide if Mid America Apartment performance from the past will be repeated at some point in the near future.
Auto-correlation | 1.00 |
Perfect predictability
Mid America Apartment Communities has perfect predictability. Overlapping area represents the amount of predictability between Mid America time series from 3rd of February 2025 to 18th of February 2025 and 18th of February 2025 to 5th 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 Mid America Apartment price movement. The serial correlation of 1.0 indicates that 100.0% of current Mid America price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mid America Apartment lagged returns against current returns
Autocorrelation, which is Mid America 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 Mid America's stock expected returns. We can calculate the autocorrelation of Mid America returns to help us make a trade decision. For example, suppose you find that Mid America 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 |
Mid America 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 Mid America stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mid America stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mid America stock over time.
Current vs Lagged Prices |
| Timeline |
Mid America Lagged Returns
When evaluating Mid America's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mid America stock have on its future price. Mid America 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, Mid America autocorrelation shows the relationship between Mid America stock current value and its past values and can show if there is a momentum factor associated with investing in Mid America Apartment Communities.
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 Information and Resources on Investing in Mid Stock
When determining whether Mid America Apartment offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Mid America's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Mid America Apartment Communities Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Mid America Apartment Communities Stock:Check out Mid America Correlation, Mid America Volatility and Mid America Alpha and Beta module to complement your research on Mid America. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Mid America technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.