Mader Group Limited Stock Market Value
| MADGF Stock | 4.00 0.00 0.00% |
| Symbol | Mader |
Mader Group '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 Mader Group's pink sheet 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 Mader Group.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in Mader Group on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding Mader Group Limited or generate 0.0% return on investment in Mader Group over 30 days. Mader Group is related to or competes with Coca Cola, Vita Coco, Delta Air, Global Crossing, Constellation Brands, Volaris, and Azul SA. More
Mader Group 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 Mader Group's pink sheet 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 Mader Group Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1319 | |||
| Maximum Drawdown | 12.04 |
Mader Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mader Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mader Group's standard deviation. In reality, there are many statistical measures that can use Mader Group historical prices to predict the future Mader Group's volatility.| Risk Adjusted Performance | 0.0957 | |||
| Jensen Alpha | 0.1701 | |||
| Total Risk Alpha | 0.2188 | |||
| Treynor Ratio | (1.67) |
Mader Group Limited Backtested Returns
Mader Group appears to be somewhat reliable, given 3 months investment horizon. Mader Group Limited has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Mader Group, which you can use to evaluate the volatility of the firm. Please exercise Mader Group's Mean Deviation of 0.3595, risk adjusted performance of 0.0957, and Standard Deviation of 1.48 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mader Group holds a performance score of 10. The company secures a Beta (Market Risk) of -0.1, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mader Group are expected to decrease at a much lower rate. During the bear market, Mader Group is likely to outperform the market. Please check Mader Group's maximum drawdown, and the relationship between the variance and rate of daily change , to make a quick decision on whether Mader Group's current price movements will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Mader Group Limited has no correlation between past and present. Overlapping area represents the amount of predictability between Mader Group time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 Mader Group Limited price movement. The serial correlation of 0.0 indicates that just 0.0% of current Mader Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mader Group Limited lagged returns against current returns
Autocorrelation, which is Mader Group pink sheet'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 Mader Group's pink sheet expected returns. We can calculate the autocorrelation of Mader Group returns to help us make a trade decision. For example, suppose you find that Mader Group has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Mader Group 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 Mader Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mader Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mader Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mader Group Lagged Returns
When evaluating Mader Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mader Group pink sheet have on its future price. Mader Group 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, Mader Group autocorrelation shows the relationship between Mader Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mader Group Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Mader Pink Sheet
Mader Group financial ratios help investors to determine whether Mader Pink Sheet 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 Mader with respect to the benefits of owning Mader Group security.