Masoval AS (Norway) Market Value
| MAS Stock | 27.30 0.50 1.80% |
| Symbol | Masoval |
Masoval AS '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 Masoval AS'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 Masoval AS.
| 08/19/2023 |
| 12/11/2024 |
If you would invest 0.00 in Masoval AS on August 19, 2023 and sell it all today you would earn a total of 0.00 from holding Masoval AS or generate 0.0% return on investment in Masoval AS over 480 days. Masoval AS is related to or competes with SalMar ASA, Lery Seafood, Pf Bakkafrost, Grieg Seafood, and DnB ASA. More
Masoval AS 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 Masoval AS'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 Masoval AS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 10.57 | |||
| Value At Risk | (4.05) | |||
| Potential Upside | 2.88 |
Masoval AS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Masoval AS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Masoval AS's standard deviation. In reality, there are many statistical measures that can use Masoval AS historical prices to predict the future Masoval AS's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.55) | |||
| Treynor Ratio | (0.46) |
Masoval AS Backtested Returns
Masoval AS 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. Masoval AS exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Masoval AS's Risk Adjusted Performance of (0.06), standard deviation of 2.14, and Mean Deviation of 1.55 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.47, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Masoval AS's returns are expected to increase less than the market. However, during the bear market, the loss of holding Masoval AS is expected to be smaller as well. At this point, Masoval AS has a negative expected return of -0.25%. Please make sure to verify Masoval AS's daily balance of power, and the relationship between the skewness and day typical price , to decide if Masoval AS performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
Masoval AS has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Masoval AS time series from 19th of August 2023 to 15th of April 2024 and 15th of April 2024 to 11th of December 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 Masoval AS price movement. The serial correlation of -0.78 indicates that around 78.0% of current Masoval AS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 3.55 |
Masoval AS lagged returns against current returns
Autocorrelation, which is Masoval AS 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 Masoval AS's stock expected returns. We can calculate the autocorrelation of Masoval AS returns to help us make a trade decision. For example, suppose you find that Masoval AS 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 |
Masoval AS 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 Masoval AS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Masoval AS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Masoval AS stock over time.
Current vs Lagged Prices |
| Timeline |
Masoval AS Lagged Returns
When evaluating Masoval AS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Masoval AS stock have on its future price. Masoval AS 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, Masoval AS autocorrelation shows the relationship between Masoval AS stock current value and its past values and can show if there is a momentum factor associated with investing in Masoval AS.
Regressed Prices |
| Timeline |
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Masoval AS financial ratios help investors to determine whether Masoval 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 Masoval with respect to the benefits of owning Masoval AS security.