MCH Group (Switzerland) Market Value
| MCHN Stock | CHF 3.55 0.04 1.11% |
| Symbol | MCH |
MCH 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 MCH 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 MCH Group.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in MCH Group on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding MCH Group AG or generate 0.0% return on investment in MCH Group over 90 days. MCH Group is related to or competes with Implenia, Ascom Holding, Leclanche, Rieter Holding, and Santhera Pharmaceuticals. MCH Group AG, through its subsidiaries, operates as a live marketing company that provides a network of services in the ... More
MCH 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 MCH 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 MCH Group AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 11.83 | |||
| Value At Risk | (3.63) | |||
| Potential Upside | 2.94 |
MCH Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MCH Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MCH Group's standard deviation. In reality, there are many statistical measures that can use MCH Group historical prices to predict the future MCH Group's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | 0.1825 | |||
| Treynor Ratio | 0.6378 |
MCH Group AG Backtested Returns
MCH Group AG has Sharpe Ratio of -0.0768, which conveys that the company had a -0.0768 % return per unit of risk over the last 3 months. MCH Group exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MCH Group's Mean Deviation of 1.52, standard deviation of 2.09, and Coefficient Of Variation of (1,311) to check out the risk estimate we provide. The firm secures a Beta (Market Risk) of -0.27, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MCH Group are expected to decrease at a much lower rate. During the bear market, MCH Group is likely to outperform the market. At this point, MCH Group AG has a negative expected return of -0.17%. Please make sure to verify MCH Group's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if MCH Group AG performance from the past will be repeated in the future.
Auto-correlation | 0.04 |
Virtually no predictability
MCH Group AG has virtually no predictability. Overlapping area represents the amount of predictability between MCH Group time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 MCH Group AG price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current MCH Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
MCH Group AG lagged returns against current returns
Autocorrelation, which is MCH 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 MCH Group's stock expected returns. We can calculate the autocorrelation of MCH Group returns to help us make a trade decision. For example, suppose you find that MCH 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 |
MCH 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 MCH Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MCH Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MCH Group stock over time.
Current vs Lagged Prices |
| Timeline |
MCH Group Lagged Returns
When evaluating MCH Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MCH Group stock have on its future price. MCH 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, MCH Group autocorrelation shows the relationship between MCH Group stock current value and its past values and can show if there is a momentum factor associated with investing in MCH Group AG.
Regressed Prices |
| Timeline |
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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.Additional Tools for MCH Stock Analysis
When running MCH Group's price analysis, check to measure MCH Group'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 MCH Group is operating at the current time. Most of MCH Group's value examination focuses on studying past and present price action to predict the probability of MCH Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MCH Group's price. Additionally, you may evaluate how the addition of MCH Group to your portfolios can decrease your overall portfolio volatility.