Mutual Federal Bancorp Stock Market Value
| MFDB Stock | USD 3.00 0.00 0.00% |
| Symbol | Mutual |
Mutual Federal '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 Mutual Federal'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 Mutual Federal.
| 12/09/2024 |
| 01/08/2025 |
If you would invest 0.00 in Mutual Federal on December 9, 2024 and sell it all today you would earn a total of 0.00 from holding Mutual Federal Bancorp or generate 0.0% return on investment in Mutual Federal over 30 days. Mutual Federal is related to or competes with Eurobank Ergasias, Standard Bank, Bank Central, PSB Holdings, United Overseas, Commercial International, and Turkiye Garanti. Mutual Federal Bancorp, Inc. operates as the holding company for Mutual Federal Bank that provides various financial pro... More
Mutual Federal 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 Mutual Federal'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 Mutual Federal Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1091 | |||
| Maximum Drawdown | 15.38 |
Mutual Federal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mutual Federal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mutual Federal's standard deviation. In reality, there are many statistical measures that can use Mutual Federal historical prices to predict the future Mutual Federal's volatility.| Risk Adjusted Performance | 0.1051 | |||
| Jensen Alpha | 0.2439 | |||
| Total Risk Alpha | 0.2038 | |||
| Treynor Ratio | 0.5978 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mutual Federal'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.
Mutual Federal Bancorp Backtested Returns
Mutual Federal appears to be slightly risky, given 3 months investment horizon. Mutual Federal Bancorp has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13% return per unit of risk over the last 3 months. We have found seventeen technical indicators for Mutual Federal, which you can use to evaluate the volatility of the firm. Please exercise Mutual Federal's Mean Deviation of 0.6646, risk adjusted performance of 0.1051, and Standard Deviation of 2.14 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mutual Federal holds a performance score of 10. The company secures a Beta (Market Risk) of 0.42, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mutual Federal's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mutual Federal is expected to be smaller as well. Please check Mutual Federal's mean deviation, information ratio, kurtosis, as well as the relationship between the standard deviation and maximum drawdown , to make a quick decision on whether Mutual Federal's current price movements will revert.
Auto-correlation | -92,233,720,368,547,760 |
Near perfect reversele predictability
Mutual Federal Bancorp has near perfect reversele predictability. Overlapping area represents the amount of predictability between Mutual Federal time series from 9th of December 2024 to 24th of December 2024 and 24th of December 2024 to 8th of January 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 Mutual Federal Bancorp price movement. The serial correlation of -9.223372036854776E16 indicates that 9.223372036854776E16% of current Mutual Federal price fluctuation can be explain by its past prices.
| Correlation Coefficient | -92233.7 T | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mutual Federal Bancorp lagged returns against current returns
Autocorrelation, which is Mutual Federal 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 Mutual Federal's pink sheet expected returns. We can calculate the autocorrelation of Mutual Federal returns to help us make a trade decision. For example, suppose you find that Mutual Federal 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 |
Mutual Federal 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 Mutual Federal pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mutual Federal pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mutual Federal pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mutual Federal Lagged Returns
When evaluating Mutual Federal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mutual Federal pink sheet have on its future price. Mutual Federal 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, Mutual Federal autocorrelation shows the relationship between Mutual Federal pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mutual Federal Bancorp.
Regressed Prices |
| Timeline |
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Other Information on Investing in Mutual Pink Sheet
Mutual Federal financial ratios help investors to determine whether Mutual 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 Mutual with respect to the benefits of owning Mutual Federal security.