MAS Financial (India) Market Value
| MASFIN Stock | 238.55 2.75 1.14% |
| Symbol | MAS |
MAS Financial '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 MAS Financial'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 MAS Financial.
| 12/26/2023 |
| 02/18/2025 |
If you would invest 0.00 in MAS Financial on December 26, 2023 and sell it all today you would earn a total of 0.00 from holding MAS Financial Services or generate 0.0% return on investment in MAS Financial over 420 days. MAS Financial is related to or competes with Agarwal Industrial, Shyam Metalics, IdeaForge Technology, NRB Industrial, FCS Software, and LT Technology. MAS Financial is entity of India. It is traded as Stock on NSE exchange. More
MAS Financial 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 MAS Financial'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 MAS Financial Services upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 11.37 | |||
| Value At Risk | (3.36) | |||
| Potential Upside | 2.45 |
MAS Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MAS Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MAS Financial's standard deviation. In reality, there are many statistical measures that can use MAS Financial historical prices to predict the future MAS Financial's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | (0.65) |
MAS Financial Services Backtested Returns
MAS Financial Services has Sharpe Ratio of -0.16, which conveys that the company had a -0.16 % return per unit of standard deviation over the last 3 months. MAS Financial exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MAS Financial's standard deviation of 1.85, and Mean Deviation of 1.32 to check out the risk estimate we provide. The firm secures a Beta (Market Risk) of 0.4, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MAS Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding MAS Financial is expected to be smaller as well. At this point, MAS Financial Services has a negative expected return of -0.3%. Please make sure to verify MAS Financial's kurtosis, as well as the relationship between the day median price and period momentum indicator , to decide if MAS Financial Services performance from the past will be repeated at future time.
Auto-correlation | 0.17 |
Very weak predictability
MAS Financial Services has very weak predictability. Overlapping area represents the amount of predictability between MAS Financial time series from 26th of December 2023 to 23rd of July 2024 and 23rd of July 2024 to 18th 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 MAS Financial Services price movement. The serial correlation of 0.17 indicates that over 17.0% of current MAS Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 244.17 |
MAS Financial Services lagged returns against current returns
Autocorrelation, which is MAS Financial 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 MAS Financial's stock expected returns. We can calculate the autocorrelation of MAS Financial returns to help us make a trade decision. For example, suppose you find that MAS Financial 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 |
MAS Financial 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 MAS Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MAS Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MAS Financial stock over time.
Current vs Lagged Prices |
| Timeline |
MAS Financial Lagged Returns
When evaluating MAS Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MAS Financial stock have on its future price. MAS Financial 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, MAS Financial autocorrelation shows the relationship between MAS Financial stock current value and its past values and can show if there is a momentum factor associated with investing in MAS Financial Services.
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.Other Information on Investing in MAS Stock
MAS Financial financial ratios help investors to determine whether MAS 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 MAS with respect to the benefits of owning MAS Financial security.