Mobile Tornado (UK) Market Value
| MBT Stock | 1.40 0.05 3.70% |
| Symbol | Mobile |
Mobile Tornado '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 Tornado'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 Tornado.
| 11/26/2024 |
| 12/26/2024 |
If you would invest 0.00 in Mobile Tornado on November 26, 2024 and sell it all today you would earn a total of 0.00 from holding Mobile Tornado Group or generate 0.0% return on investment in Mobile Tornado over 30 days. Mobile Tornado is related to or competes with Zoom Video, Capital Drilling, Charter Communications, Mobilezone Holding, Bellevue Healthcare, Eco Animal, and Zegona Communications. Mobile Tornado is entity of United Kingdom More
Mobile Tornado 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 Tornado'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 Tornado Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.89 | |||
| Information Ratio | 0.1285 | |||
| Maximum Drawdown | 34.1 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 15.74 |
Mobile Tornado Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mobile Tornado's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mobile Tornado's standard deviation. In reality, there are many statistical measures that can use Mobile Tornado historical prices to predict the future Mobile Tornado's volatility.| Risk Adjusted Performance | 0.1181 | |||
| Jensen Alpha | 0.6396 | |||
| Total Risk Alpha | 0.4803 | |||
| Sortino Ratio | 0.0853 | |||
| Treynor Ratio | 0.3605 |
Mobile Tornado Group Backtested Returns
Mobile Tornado appears to be dangerous, given 3 months investment horizon. Mobile Tornado Group has Sharpe Ratio of 0.0616, which conveys that the firm had a 0.0616% return per unit of risk over the last 3 months. We have found thirty technical indicators for Mobile Tornado, which you can use to evaluate the volatility of the firm. Please exercise Mobile Tornado's Risk Adjusted Performance of 0.1181, downside deviation of 7.89, and Mean Deviation of 2.78 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mobile Tornado holds a performance score of 4. The company secures a Beta (Market Risk) of 1.96, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Mobile Tornado will likely underperform. Please check Mobile Tornado's semi deviation, jensen alpha, maximum drawdown, as well as the relationship between the coefficient of variation and sortino ratio , to make a quick decision on whether Mobile Tornado's current price movements will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Mobile Tornado Group has no correlation between past and present. Overlapping area represents the amount of predictability between Mobile Tornado time series from 26th of November 2024 to 11th of December 2024 and 11th of December 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 Mobile Tornado Group price movement. The serial correlation of 0.0 indicates that just 0.0% of current Mobile Tornado price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mobile Tornado Group lagged returns against current returns
Autocorrelation, which is Mobile Tornado 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 Tornado's stock expected returns. We can calculate the autocorrelation of Mobile Tornado returns to help us make a trade decision. For example, suppose you find that Mobile Tornado 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 Tornado 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 Tornado stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mobile Tornado stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mobile Tornado stock over time.
Current vs Lagged Prices |
| Timeline |
Mobile Tornado Lagged Returns
When evaluating Mobile Tornado's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mobile Tornado stock have on its future price. Mobile Tornado 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 Tornado autocorrelation shows the relationship between Mobile Tornado stock current value and its past values and can show if there is a momentum factor associated with investing in Mobile Tornado Group.
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 Tornado 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 Tornado security.