Monster Beverage (Brazil) Market Value
| M1NS34 Stock | BRL 39.48 0.19 0.48% |
| Symbol | Monster |
Monster Beverage '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 Monster Beverage'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 Monster Beverage.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Monster Beverage on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Monster Beverage or generate 0.0% return on investment in Monster Beverage over 90 days. Monster Beverage is related to or competes with Spotify Technology, Darden Restaurants,, Microchip Technology, Take Two, Automatic Data, Cognizant Technology, and Unifique Telecomunicaes. Monster Beverage Corporation, through its subsidiaries, develops, markets, sells, and distributes energy drink beverages... More
Monster Beverage 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 Monster Beverage'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 Monster Beverage upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0478 | |||
| Maximum Drawdown | 7.79 | |||
| Value At Risk | (2.99) | |||
| Potential Upside | 3.57 |
Monster Beverage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Monster Beverage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Monster Beverage's standard deviation. In reality, there are many statistical measures that can use Monster Beverage historical prices to predict the future Monster Beverage's volatility.| Risk Adjusted Performance | 0.0055 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | 0.247 | |||
| Treynor Ratio | 0.0414 |
Monster Beverage Backtested Returns
At this point, Monster Beverage is very steady. Monster Beverage has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Monster Beverage, which you can use to evaluate the volatility of the firm. Please verify Monster Beverage's Standard Deviation of 2.06, mean deviation of 1.55, and Risk Adjusted Performance of 0.0055 to check out if the risk estimate we provide is consistent with the expected return of 0.0164%. The company secures a Beta (Market Risk) of -0.26, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Monster Beverage are expected to decrease at a much lower rate. During the bear market, Monster Beverage is likely to outperform the market. Monster Beverage right now secures a risk of 2.1%. Please verify Monster Beverage treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Monster Beverage will be following its current price movements.
Auto-correlation | -0.88 |
Excellent reverse predictability
Monster Beverage has excellent reverse predictability. Overlapping area represents the amount of predictability between Monster Beverage 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 Monster Beverage price movement. The serial correlation of -0.88 indicates that approximately 88.0% of current Monster Beverage price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.88 | |
| Spearman Rank Test | -0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 5.89 |
Monster Beverage lagged returns against current returns
Autocorrelation, which is Monster Beverage 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 Monster Beverage's stock expected returns. We can calculate the autocorrelation of Monster Beverage returns to help us make a trade decision. For example, suppose you find that Monster Beverage 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 |
Monster Beverage 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 Monster Beverage stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Monster Beverage stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Monster Beverage stock over time.
Current vs Lagged Prices |
| Timeline |
Monster Beverage Lagged Returns
When evaluating Monster Beverage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Monster Beverage stock have on its future price. Monster Beverage 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, Monster Beverage autocorrelation shows the relationship between Monster Beverage stock current value and its past values and can show if there is a momentum factor associated with investing in Monster Beverage.
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.Other Information on Investing in Monster Stock
Monster Beverage financial ratios help investors to determine whether Monster 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 Monster with respect to the benefits of owning Monster Beverage security.