Maggie Beer (Australia) Market Value
| MBH Stock | 0.06 0 1.85% |
| Symbol | Maggie |
Maggie Beer '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 Maggie Beer'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 Maggie Beer.
| 12/02/2023 |
| 12/26/2024 |
If you would invest 0.00 in Maggie Beer on December 2, 2023 and sell it all today you would earn a total of 0.00 from holding Maggie Beer Holdings or generate 0.0% return on investment in Maggie Beer over 390 days. Maggie Beer is related to or competes with Coronado Global. Maggie Beer is entity of Australia. It is traded as Stock on AU exchange. More
Maggie Beer 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 Maggie Beer'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 Maggie Beer Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.61 | |||
| Information Ratio | 0.0187 | |||
| Maximum Drawdown | 42.21 | |||
| Value At Risk | (8.45) | |||
| Potential Upside | 9.23 |
Maggie Beer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maggie Beer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Maggie Beer's standard deviation. In reality, there are many statistical measures that can use Maggie Beer historical prices to predict the future Maggie Beer's volatility.| Risk Adjusted Performance | 0.03 | |||
| Jensen Alpha | 0.1104 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | 0.0156 | |||
| Treynor Ratio | 0.1749 |
Maggie Beer Holdings Backtested Returns
Maggie Beer Holdings has Sharpe Ratio of -0.041, which conveys that the firm had a -0.041% return per unit of risk over the last 3 months. Maggie Beer exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Maggie Beer's Risk Adjusted Performance of 0.03, mean deviation of 3.45, and Downside Deviation of 6.61 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.79, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Maggie Beer's returns are expected to increase less than the market. However, during the bear market, the loss of holding Maggie Beer is expected to be smaller as well. At this point, Maggie Beer Holdings has a negative expected return of -0.19%. Please make sure to verify Maggie Beer's downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Maggie Beer Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.25 |
Poor predictability
Maggie Beer Holdings has poor predictability. Overlapping area represents the amount of predictability between Maggie Beer time series from 2nd of December 2023 to 14th of June 2024 and 14th of June 2024 to 26th 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 Maggie Beer Holdings price movement. The serial correlation of 0.25 indicates that over 25.0% of current Maggie Beer price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Maggie Beer Holdings lagged returns against current returns
Autocorrelation, which is Maggie Beer 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 Maggie Beer's stock expected returns. We can calculate the autocorrelation of Maggie Beer returns to help us make a trade decision. For example, suppose you find that Maggie Beer 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 |
Maggie Beer 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 Maggie Beer stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Maggie Beer stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Maggie Beer stock over time.
Current vs Lagged Prices |
| Timeline |
Maggie Beer Lagged Returns
When evaluating Maggie Beer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Maggie Beer stock have on its future price. Maggie Beer 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, Maggie Beer autocorrelation shows the relationship between Maggie Beer stock current value and its past values and can show if there is a momentum factor associated with investing in Maggie Beer Holdings.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Maggie Stock Analysis
When running Maggie Beer's price analysis, check to measure Maggie Beer's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Maggie Beer is operating at the current time. Most of Maggie Beer's value examination focuses on studying past and present price action to predict the probability of Maggie Beer's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Maggie Beer's price. Additionally, you may evaluate how the addition of Maggie Beer to your portfolios can decrease your overall portfolio volatility.