Madulsima Plantations (Sri Lanka) Market Value
| MADUN0000 | LKR 13.80 0.10 0.72% |
| Symbol | Madulsima |
Please note, there is a significant difference between Madulsima Plantations' value and its price as these two are different measures arrived at by different means. Investors typically determine if Madulsima Plantations is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Madulsima Plantations' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Madulsima Plantations '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 Madulsima Plantations' 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 Madulsima Plantations.
| 12/09/2024 |
| 01/08/2025 |
If you would invest 0.00 in Madulsima Plantations on December 9, 2024 and sell it all today you would earn a total of 0.00 from holding Madulsima Plantations PLC or generate 0.0% return on investment in Madulsima Plantations over 30 days. More
Madulsima Plantations 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 Madulsima Plantations' 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 Madulsima Plantations PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.08 | |||
| Information Ratio | 0.1145 | |||
| Maximum Drawdown | 18.8 | |||
| Value At Risk | (4.03) | |||
| Potential Upside | 9.4 |
Madulsima Plantations Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Madulsima Plantations' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Madulsima Plantations' standard deviation. In reality, there are many statistical measures that can use Madulsima Plantations historical prices to predict the future Madulsima Plantations' volatility.| Risk Adjusted Performance | 0.1064 | |||
| Jensen Alpha | 0.4669 | |||
| Total Risk Alpha | 0.376 | |||
| Sortino Ratio | 0.1445 | |||
| Treynor Ratio | (1.97) |
Madulsima Plantations PLC Backtested Returns
Madulsima Plantations appears to be somewhat reliable, given 3 months investment horizon. Madulsima Plantations PLC has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12% return per unit of risk over the last 3 months. We have found thirty technical indicators for Madulsima Plantations, which you can use to evaluate the volatility of the firm. Please exercise Madulsima Plantations' Downside Deviation of 3.08, mean deviation of 2.69, and Risk Adjusted Performance of 0.1064 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Madulsima Plantations holds a performance score of 9. The company secures a Beta (Market Risk) of -0.23, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Madulsima Plantations are expected to decrease at a much lower rate. During the bear market, Madulsima Plantations is likely to outperform the market. Please check Madulsima Plantations' jensen alpha, skewness, relative strength index, as well as the relationship between the value at risk and day median price , to make a quick decision on whether Madulsima Plantations' current price movements will revert.
Auto-correlation | 0.26 |
Poor predictability
Madulsima Plantations PLC has poor predictability. Overlapping area represents the amount of predictability between Madulsima Plantations time series from 9th of December 2024 to 24th of December 2024 and 24th of December 2024 to 8th of January 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 Madulsima Plantations PLC price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Madulsima Plantations price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Madulsima Plantations PLC lagged returns against current returns
Autocorrelation, which is Madulsima Plantations 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 Madulsima Plantations' stock expected returns. We can calculate the autocorrelation of Madulsima Plantations returns to help us make a trade decision. For example, suppose you find that Madulsima Plantations 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 |
Madulsima Plantations 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 Madulsima Plantations stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Madulsima Plantations stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Madulsima Plantations stock over time.
Current vs Lagged Prices |
| Timeline |
Madulsima Plantations Lagged Returns
When evaluating Madulsima Plantations' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Madulsima Plantations stock have on its future price. Madulsima Plantations 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, Madulsima Plantations autocorrelation shows the relationship between Madulsima Plantations stock current value and its past values and can show if there is a momentum factor associated with investing in Madulsima Plantations PLC.
Regressed Prices |
| Timeline |
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Madulsima Plantations financial ratios help investors to determine whether Madulsima 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 Madulsima with respect to the benefits of owning Madulsima Plantations security.