Middlebury National Stock Market Value
| MDVT Stock | USD 35.00 2.05 6.22% |
| Symbol | Middlebury |
Middlebury National '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 Middlebury National's 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 Middlebury National.
| 11/25/2024 |
| 12/25/2024 |
If you would invest 0.00 in Middlebury National on November 25, 2024 and sell it all today you would earn a total of 0.00 from holding Middlebury National or generate 0.0% return on investment in Middlebury National over 30 days. Middlebury National is related to or competes with Banco Bradesco, Itau Unibanco, Lloyds Banking, Deutsche Bank, and Banco Santander. Middlebury National Corporation operates as the holding company for National Bank of Middlebury that provides various ba... More
Middlebury National 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 Middlebury National's 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 Middlebury National upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.18 | |||
| Information Ratio | 0.0756 | |||
| Maximum Drawdown | 18.1 | |||
| Value At Risk | (1.39) | |||
| Potential Upside | 5.6 |
Middlebury National Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Middlebury National's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Middlebury National's standard deviation. In reality, there are many statistical measures that can use Middlebury National historical prices to predict the future Middlebury National's volatility.| Risk Adjusted Performance | 0.079 | |||
| Jensen Alpha | 0.2887 | |||
| Total Risk Alpha | 0.1386 | |||
| Sortino Ratio | 0.034 | |||
| Treynor Ratio | (1.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Middlebury National's 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.
Middlebury National Backtested Returns
Middlebury National appears to be very steady, given 3 months investment horizon. Middlebury National has Sharpe Ratio of 0.34, which conveys that the firm had a 0.34% return per unit of risk over the last 3 months. By analyzing Middlebury National's technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please exercise Middlebury National's Mean Deviation of 1.52, risk adjusted performance of 0.079, and Downside Deviation of 7.18 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Middlebury National holds a performance score of 26. The company secures a Beta (Market Risk) of -0.28, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Middlebury National are expected to decrease at a much lower rate. During the bear market, Middlebury National is likely to outperform the market. Please check Middlebury National's downside variance, and the relationship between the total risk alpha and daily balance of power , to make a quick decision on whether Middlebury National's current price movements will revert.
Auto-correlation | 0.62 |
Good predictability
Middlebury National has good predictability. Overlapping area represents the amount of predictability between Middlebury National time series from 25th of November 2024 to 10th of December 2024 and 10th of December 2024 to 25th 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 Middlebury National price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Middlebury National price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 1.48 |
Middlebury National lagged returns against current returns
Autocorrelation, which is Middlebury National 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 Middlebury National's pink sheet expected returns. We can calculate the autocorrelation of Middlebury National returns to help us make a trade decision. For example, suppose you find that Middlebury National 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 |
| Timeline |
Middlebury National 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 Middlebury National pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Middlebury National pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Middlebury National pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Middlebury National Lagged Returns
When evaluating Middlebury National's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Middlebury National pink sheet have on its future price. Middlebury National 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, Middlebury National autocorrelation shows the relationship between Middlebury National pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Middlebury National.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Middlebury Pink Sheet Analysis
When running Middlebury National's price analysis, check to measure Middlebury National'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 Middlebury National is operating at the current time. Most of Middlebury National's value examination focuses on studying past and present price action to predict the probability of Middlebury National's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Middlebury National's price. Additionally, you may evaluate how the addition of Middlebury National to your portfolios can decrease your overall portfolio volatility.