Mayfield Childcare (Australia) Market Value
| MFD Stock | 0.45 0.01 2.27% |
| Symbol | Mayfield |
Mayfield Childcare '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 Mayfield Childcare'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 Mayfield Childcare.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Mayfield Childcare on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Mayfield Childcare or generate 0.0% return on investment in Mayfield Childcare over 90 days. Mayfield Childcare is related to or competes with Latitude Financial, Collins Foods, Insignia Financial, G8 Education, Prime Financial, Janison Education, and Finexia Financial. Mayfield Childcare is entity of Australia More
Mayfield Childcare 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 Mayfield Childcare'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 Mayfield Childcare upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 23.75 | |||
| Value At Risk | (6.67) | |||
| Potential Upside | 7.14 |
Mayfield Childcare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mayfield Childcare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mayfield Childcare's standard deviation. In reality, there are many statistical measures that can use Mayfield Childcare historical prices to predict the future Mayfield Childcare's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | 0.2997 | |||
| Treynor Ratio | 0.2077 |
Mayfield Childcare Backtested Returns
Mayfield Childcare has Sharpe Ratio of -0.018, which conveys that the firm had a -0.018 % return per unit of risk over the last 3 months. Mayfield Childcare exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mayfield Childcare's Risk Adjusted Performance of (0.03), mean deviation of 2.2, and Standard Deviation of 3.7 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.79, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Mayfield Childcare are expected to decrease at a much lower rate. During the bear market, Mayfield Childcare is likely to outperform the market. At this point, Mayfield Childcare has a negative expected return of -0.0681%. Please make sure to verify Mayfield Childcare's coefficient of variation, variance, and the relationship between the mean deviation and standard deviation , to decide if Mayfield Childcare performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.14 |
Insignificant predictability
Mayfield Childcare has insignificant predictability. Overlapping area represents the amount of predictability between Mayfield Childcare 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 Mayfield Childcare price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Mayfield Childcare price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mayfield Childcare lagged returns against current returns
Autocorrelation, which is Mayfield Childcare 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 Mayfield Childcare's stock expected returns. We can calculate the autocorrelation of Mayfield Childcare returns to help us make a trade decision. For example, suppose you find that Mayfield Childcare 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 |
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Mayfield Childcare 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 Mayfield Childcare stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mayfield Childcare stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mayfield Childcare stock over time.
Current vs Lagged Prices |
| Timeline |
Mayfield Childcare Lagged Returns
When evaluating Mayfield Childcare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mayfield Childcare stock have on its future price. Mayfield Childcare 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, Mayfield Childcare autocorrelation shows the relationship between Mayfield Childcare stock current value and its past values and can show if there is a momentum factor associated with investing in Mayfield Childcare.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Mayfield Stock Analysis
When running Mayfield Childcare's price analysis, check to measure Mayfield Childcare'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 Mayfield Childcare is operating at the current time. Most of Mayfield Childcare's value examination focuses on studying past and present price action to predict the probability of Mayfield Childcare's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mayfield Childcare's price. Additionally, you may evaluate how the addition of Mayfield Childcare to your portfolios can decrease your overall portfolio volatility.