Mercedes-Benz Group (Germany) Market Value
| MBG Stock | EUR 59.20 0.55 0.92% |
| Symbol | Mercedes-Benz |
Mercedes-Benz 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 Mercedes-Benz Group'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 Mercedes-Benz Group.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in Mercedes-Benz Group on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding Mercedes Benz Group AG or generate 0.0% return on investment in Mercedes-Benz Group over 30 days. Mercedes-Benz Group is related to or competes with Ubisoft Entertainment, ANTA Sports, ZhongAn Online, and LINMON MEDIA. Marinomed Biotech AG, a biopharmaceutical company, develops products for respiratory and ophthalmological diseases in Au... More
Mercedes-Benz 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 Mercedes-Benz Group'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 Mercedes Benz Group AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.44 | |||
| Information Ratio | 0.141 | |||
| Maximum Drawdown | 7.42 | |||
| Value At Risk | (2.06) | |||
| Potential Upside | 2.7 |
Mercedes-Benz Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mercedes-Benz Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mercedes-Benz Group's standard deviation. In reality, there are many statistical measures that can use Mercedes-Benz Group historical prices to predict the future Mercedes-Benz Group's volatility.| Risk Adjusted Performance | 0.1023 | |||
| Jensen Alpha | 0.1899 | |||
| Total Risk Alpha | 0.2301 | |||
| Sortino Ratio | 0.1443 | |||
| Treynor Ratio | 0.7519 |
Mercedes Benz Group Backtested Returns
Mercedes-Benz Group appears to be very steady, given 3 months investment horizon. Mercedes Benz Group 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 thirty technical indicators for Mercedes-Benz Group, which you can use to evaluate the volatility of the firm. Please exercise Mercedes-Benz Group's Mean Deviation of 1.14, downside deviation of 1.44, and Risk Adjusted Performance of 0.1023 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mercedes-Benz Group holds a performance score of 10. The company secures a Beta (Market Risk) of 0.25, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mercedes-Benz Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mercedes-Benz Group is expected to be smaller as well. Please check Mercedes-Benz Group's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Mercedes-Benz Group's current price movements will revert.
Auto-correlation | -0.23 |
Weak reverse predictability
Mercedes Benz Group AG has weak reverse predictability. Overlapping area represents the amount of predictability between Mercedes-Benz 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 Mercedes Benz Group price movement. The serial correlation of -0.23 indicates that over 23.0% of current Mercedes-Benz Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 1.07 |
Mercedes Benz Group lagged returns against current returns
Autocorrelation, which is Mercedes-Benz Group 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 Mercedes-Benz Group's stock expected returns. We can calculate the autocorrelation of Mercedes-Benz Group returns to help us make a trade decision. For example, suppose you find that Mercedes-Benz Group 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 |
Mercedes-Benz 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 Mercedes-Benz Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mercedes-Benz Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mercedes-Benz Group stock over time.
Current vs Lagged Prices |
| Timeline |
Mercedes-Benz Group Lagged Returns
When evaluating Mercedes-Benz Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mercedes-Benz Group stock have on its future price. Mercedes-Benz 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, Mercedes-Benz Group autocorrelation shows the relationship between Mercedes-Benz Group stock current value and its past values and can show if there is a momentum factor associated with investing in Mercedes Benz Group AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Mercedes-Benz Stock
Mercedes-Benz Group financial ratios help investors to determine whether Mercedes-Benz 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 Mercedes-Benz with respect to the benefits of owning Mercedes-Benz Group security.