Maat Pharma's market value is the price at which a share of Maat Pharma trades on a public exchange. It measures the collective expectations of Maat Pharma SA investors about its performance. Maat Pharma is trading at 7.96 as of the 29th of November 2024, a 1.27% up since the beginning of the trading day. The stock's open price was 7.86. With this module, you can estimate the performance of a buy and hold strategy of Maat Pharma SA and determine expected loss or profit from investing in Maat Pharma over a given investment horizon. Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Maat
Maat Pharma '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 Maat Pharma'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 Maat Pharma.
0.00
01/09/2023
No Change 0.00
0.0
In 1 year 10 months and 22 days
11/29/2024
0.00
If you would invest 0.00 in Maat Pharma on January 9, 2023 and sell it all today you would earn a total of 0.00 from holding Maat Pharma SA or generate 0.0% return on investment in Maat Pharma over 690 days.
Maat Pharma 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 Maat Pharma'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 Maat Pharma SA upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maat Pharma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Maat Pharma's standard deviation. In reality, there are many statistical measures that can use Maat Pharma historical prices to predict the future Maat Pharma's volatility.
At this point, Maat Pharma is somewhat reliable. Maat Pharma SA has Sharpe Ratio of 0.0818, which conveys that the firm had a 0.0818% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Maat Pharma, which you can use to evaluate the volatility of the firm. Please verify Maat Pharma's Risk Adjusted Performance of 0.0761, downside deviation of 1.83, and Mean Deviation of 1.27 to check out if the risk estimate we provide is consistent with the expected return of 0.15%. Maat Pharma has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.17, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Maat Pharma's returns are expected to increase less than the market. However, during the bear market, the loss of holding Maat Pharma is expected to be smaller as well. Maat Pharma SA right now secures a risk of 1.86%. Please verify Maat Pharma SA downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to decide if Maat Pharma SA will be following its current price movements.
Auto-correlation
0.39
Below average predictability
Maat Pharma SA has below average predictability. Overlapping area represents the amount of predictability between Maat Pharma time series from 9th of January 2023 to 20th of December 2023 and 20th of December 2023 to 29th of November 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 Maat Pharma SA price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Maat Pharma price fluctuation can be explain by its past prices.
Correlation Coefficient
0.39
Spearman Rank Test
0.12
Residual Average
0.0
Price Variance
0.6
Maat Pharma SA lagged returns against current returns
Autocorrelation, which is Maat Pharma 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 Maat Pharma's stock expected returns. We can calculate the autocorrelation of Maat Pharma returns to help us make a trade decision. For example, suppose you find that Maat Pharma 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
Maat Pharma 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 Maat Pharma stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Maat Pharma stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Maat Pharma stock over time.
Current vs Lagged Prices
Timeline
Maat Pharma Lagged Returns
When evaluating Maat Pharma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Maat Pharma stock have on its future price. Maat Pharma 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, Maat Pharma autocorrelation shows the relationship between Maat Pharma stock current value and its past values and can show if there is a momentum factor associated with investing in Maat Pharma SA.
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.