Monster Beverage (Brazil) Market Value
| M1NS34 Stock | BRL 37.68 0.17 0.45% |
| 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.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Monster Beverage on January 28, 2025 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 30 days. Monster Beverage is related to or competes with Take Two, TC Traders, Verizon Communications, Seagate Technology, Iron Mountain, and United Airlines. 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 | (0.02) | |||
| Maximum Drawdown | 7.79 | |||
| Value At Risk | (2.99) | |||
| Potential Upside | 3.01 |
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 | (0.01) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | 0.2483 |
Monster Beverage Backtested Returns
Monster Beverage has Sharpe Ratio of -0.0571, which conveys that the firm had a -0.0571 % return per unit of risk over the last 3 months. Monster Beverage exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Monster Beverage's Risk Adjusted Performance of (0.01), standard deviation of 1.92, and Mean Deviation of 1.48 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.2, 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. At this point, Monster Beverage has a negative expected return of -0.11%. Please make sure to verify Monster Beverage's treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Monster Beverage performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
Monster Beverage has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Monster Beverage time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 -0.78 indicates that around 78.0% of current Monster Beverage price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 1.36 |
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.