MediaZest Plc (UK) Market Value
| MDZ Stock | 0.08 0.0005 0.64% |
| Symbol | MediaZest |
MediaZest Plc '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 MediaZest Plc'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 MediaZest Plc.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in MediaZest Plc on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding MediaZest plc or generate 0.0% return on investment in MediaZest Plc over 90 days. MediaZest Plc is related to or competes with Gaztransport, Deutsche Pfandbriefbank, Jacquet Metal, St Galler, Metals Exploration, JD Sports, and Darden Restaurants. MediaZest Plc is entity of United Kingdom More
MediaZest Plc 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 MediaZest Plc'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 MediaZest plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0166 | |||
| Maximum Drawdown | 17.56 | |||
| Value At Risk | (3.03) | |||
| Potential Upside | 4.29 |
MediaZest Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MediaZest Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MediaZest Plc's standard deviation. In reality, there are many statistical measures that can use MediaZest Plc historical prices to predict the future MediaZest Plc's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | 0.3137 | |||
| Treynor Ratio | 0.166 |
MediaZest plc Backtested Returns
At this point, MediaZest Plc is out of control. MediaZest plc has Sharpe Ratio of 0.0531, which conveys that the firm had a 0.0531 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for MediaZest Plc, which you can use to evaluate the volatility of the firm. Please verify MediaZest Plc's Standard Deviation of 2.98, risk adjusted performance of (0.01), and Mean Deviation of 1.29 to check out if the risk estimate we provide is consistent with the expected return of 0.14%. MediaZest Plc has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.36, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning MediaZest Plc are expected to decrease at a much lower rate. During the bear market, MediaZest Plc is likely to outperform the market. MediaZest plc right now secures a risk of 2.67%. Please verify MediaZest plc skewness, day typical price, and the relationship between the maximum drawdown and daily balance of power , to decide if MediaZest plc will be following its current price movements.
Auto-correlation | -0.14 |
Insignificant reverse predictability
MediaZest plc has insignificant reverse predictability. Overlapping area represents the amount of predictability between MediaZest Plc time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 MediaZest plc price movement. The serial correlation of -0.14 indicates that less than 14.0% of current MediaZest Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
MediaZest plc lagged returns against current returns
Autocorrelation, which is MediaZest Plc 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 MediaZest Plc's stock expected returns. We can calculate the autocorrelation of MediaZest Plc returns to help us make a trade decision. For example, suppose you find that MediaZest Plc 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 |
MediaZest Plc 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 MediaZest Plc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MediaZest Plc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MediaZest Plc stock over time.
Current vs Lagged Prices |
| Timeline |
MediaZest Plc Lagged Returns
When evaluating MediaZest Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MediaZest Plc stock have on its future price. MediaZest Plc 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, MediaZest Plc autocorrelation shows the relationship between MediaZest Plc stock current value and its past values and can show if there is a momentum factor associated with investing in MediaZest plc.
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 MediaZest Stock
MediaZest Plc financial ratios help investors to determine whether MediaZest 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 MediaZest with respect to the benefits of owning MediaZest Plc security.