Mobile Max (Israel) Market Value
| MBMX Stock | 38.10 0.10 0.26% |
| Symbol | Mobile |
Mobile Max '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 Mobile Max'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 Mobile Max.
| 02/08/2025 |
| 03/10/2025 |
If you would invest 0.00 in Mobile Max on February 8, 2025 and sell it all today you would earn a total of 0.00 from holding Mobile Max M or generate 0.0% return on investment in Mobile Max over 30 days. Mobile Max is related to or competes with Analyst IMS, Bezeq Israeli, Adgar Investments, Hiron Trade, Isras Investment, B Communications, and Aura Investments. Mobile Max Technologies Ltd develops and licenses patentpending unified communication solutions and mobile least cost routing technology to service providers, carriers, and IPPBX providers in Israel. More
Mobile Max 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 Mobile Max'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 Mobile Max M upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.51 | |||
| Information Ratio | 0.0779 | |||
| Maximum Drawdown | 19.39 | |||
| Value At Risk | (4.55) | |||
| Potential Upside | 8.06 |
Mobile Max Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mobile Max's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mobile Max's standard deviation. In reality, there are many statistical measures that can use Mobile Max historical prices to predict the future Mobile Max's volatility.| Risk Adjusted Performance | 0.0563 | |||
| Jensen Alpha | 0.2923 | |||
| Total Risk Alpha | 0.5967 | |||
| Sortino Ratio | 0.086 | |||
| Treynor Ratio | 0.2615 |
Mobile Max M Backtested Returns
Mobile Max appears to be very steady, given 3 months investment horizon. Mobile Max M has Sharpe Ratio of 0.0644, which conveys that the firm had a 0.0644 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Mobile Max, which you can use to evaluate the volatility of the firm. Please exercise Mobile Max's Risk Adjusted Performance of 0.0563, mean deviation of 2.71, and Downside Deviation of 3.51 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mobile Max holds a performance score of 5. The company secures a Beta (Market Risk) of 0.87, which conveys possible diversification benefits within a given portfolio. Mobile Max returns are very sensitive to returns on the market. As the market goes up or down, Mobile Max is expected to follow. Please check Mobile Max's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Mobile Max's current price movements will revert.
Auto-correlation | 0.82 |
Very good predictability
Mobile Max M has very good predictability. Overlapping area represents the amount of predictability between Mobile Max time series from 8th of February 2025 to 23rd of February 2025 and 23rd of February 2025 to 10th 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 Mobile Max M price movement. The serial correlation of 0.82 indicates that around 82.0% of current Mobile Max price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.69 |
Mobile Max M lagged returns against current returns
Autocorrelation, which is Mobile Max 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 Mobile Max's stock expected returns. We can calculate the autocorrelation of Mobile Max returns to help us make a trade decision. For example, suppose you find that Mobile Max 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 |
Mobile Max 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 Mobile Max stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mobile Max stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mobile Max stock over time.
Current vs Lagged Prices |
| Timeline |
Mobile Max Lagged Returns
When evaluating Mobile Max's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mobile Max stock have on its future price. Mobile Max 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, Mobile Max autocorrelation shows the relationship between Mobile Max stock current value and its past values and can show if there is a momentum factor associated with investing in Mobile Max M.
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 Mobile Stock
Mobile Max financial ratios help investors to determine whether Mobile 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 Mobile with respect to the benefits of owning Mobile Max security.