Mcdonalds Holdings Stock Market Value
| MDNDF Stock | USD 38.40 0.58 1.53% |
| Symbol | McDonalds |
McDonalds Holdings '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 McDonalds Holdings' pink sheet 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 McDonalds Holdings.
| 02/02/2025 |
| 03/04/2025 |
If you would invest 0.00 in McDonalds Holdings on February 2, 2025 and sell it all today you would earn a total of 0.00 from holding McDonalds Holdings or generate 0.0% return on investment in McDonalds Holdings over 30 days. McDonalds Holdings is related to or competes with Jollibee Foods, Nathans Famous, Good Times, Compass Group, Wingstop, Papa Johns, and Chipotle Mexican. McDonalds Holdings Company , Ltd. operates a chain of hamburger restaurants under the McDonalds brand in Japan More
McDonalds Holdings 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 McDonalds Holdings' pink sheet 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 McDonalds Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0832 | |||
| Maximum Drawdown | 18.08 | |||
| Potential Upside | 1.14 |
McDonalds Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for McDonalds Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as McDonalds Holdings' standard deviation. In reality, there are many statistical measures that can use McDonalds Holdings historical prices to predict the future McDonalds Holdings' volatility.| Risk Adjusted Performance | 0.0408 | |||
| Jensen Alpha | 0.0925 | |||
| Total Risk Alpha | 0.3167 | |||
| Treynor Ratio | 0.692 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of McDonalds Holdings' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
McDonalds Holdings Backtested Returns
At this point, McDonalds Holdings is very steady. McDonalds Holdings has Sharpe Ratio of 0.045, which conveys that the firm had a 0.045 % return per unit of risk over the last 3 months. We have found twenty technical indicators for McDonalds Holdings, which you can use to evaluate the volatility of the firm. Please verify McDonalds Holdings' risk adjusted performance of 0.0408, and Mean Deviation of 0.5986 to check out if the risk estimate we provide is consistent with the expected return of 0.092%. McDonalds Holdings has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.12, which conveys not very significant fluctuations relative to the market. As returns on the market increase, McDonalds Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding McDonalds Holdings is expected to be smaller as well. McDonalds Holdings presently secures a risk of 2.05%. Please verify McDonalds Holdings variance, kurtosis, period momentum indicator, as well as the relationship between the total risk alpha and day median price , to decide if McDonalds Holdings will be following its current price movements.
Auto-correlation | -0.3 |
Weak reverse predictability
McDonalds Holdings has weak reverse predictability. Overlapping area represents the amount of predictability between McDonalds Holdings time series from 2nd of February 2025 to 17th of February 2025 and 17th of February 2025 to 4th 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 McDonalds Holdings price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current McDonalds Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
McDonalds Holdings lagged returns against current returns
Autocorrelation, which is McDonalds Holdings pink sheet'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 McDonalds Holdings' pink sheet expected returns. We can calculate the autocorrelation of McDonalds Holdings returns to help us make a trade decision. For example, suppose you find that McDonalds Holdings has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
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McDonalds Holdings 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 McDonalds Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if McDonalds Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in McDonalds Holdings pink sheet over time.
Current vs Lagged Prices |
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McDonalds Holdings Lagged Returns
When evaluating McDonalds Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of McDonalds Holdings pink sheet have on its future price. McDonalds Holdings 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, McDonalds Holdings autocorrelation shows the relationship between McDonalds Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in McDonalds Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in McDonalds Pink Sheet
McDonalds Holdings financial ratios help investors to determine whether McDonalds Pink Sheet 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 McDonalds with respect to the benefits of owning McDonalds Holdings security.