Midcap Financial Investment Stock Market Value
| MFICL Stock | 25.35 0.03 0.12% |
| Symbol | MidCap |
Is Specialized Finance space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of MidCap Financial. If investors know MidCap will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about MidCap Financial listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of MidCap Financial Inv is measured differently than its book value, which is the value of MidCap that is recorded on the company's balance sheet. Investors also form their own opinion of MidCap Financial's value that differs from its market value or its book value, called intrinsic value, which is MidCap Financial's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because MidCap Financial's market value can be influenced by many factors that don't directly affect MidCap Financial's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between MidCap Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if MidCap Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MidCap Financial's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
MidCap Financial '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 MidCap Financial'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 MidCap Financial.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in MidCap Financial on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding MidCap Financial Investment or generate 0.0% return on investment in MidCap Financial over 90 days. MidCap Financial is related to or competes with National Beverage, Griffon, Eldorado Gold, Lithium Americas, NioCorp Developments, Axcelis Technologies, and Vita Coco. More
MidCap Financial 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 MidCap Financial'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 MidCap Financial Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4839 | |||
| Information Ratio | 0.3103 | |||
| Maximum Drawdown | 2.56 | |||
| Value At Risk | (0.60) | |||
| Potential Upside | 0.5924 |
MidCap Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MidCap Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MidCap Financial's standard deviation. In reality, there are many statistical measures that can use MidCap Financial historical prices to predict the future MidCap Financial's volatility.| Risk Adjusted Performance | 0.0687 | |||
| Jensen Alpha | 0.0224 | |||
| Total Risk Alpha | 0.0865 | |||
| Sortino Ratio | 0.2878 | |||
| Treynor Ratio | (0.42) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MidCap Financial'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.
MidCap Financial Inv Backtested Returns
As of now, MidCap Stock is very steady. MidCap Financial Inv has Sharpe Ratio of 0.0896, which conveys that the firm had a 0.0896 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for MidCap Financial, which you can use to evaluate the volatility of the firm. Please verify MidCap Financial's Downside Deviation of 0.4839, risk adjusted performance of 0.0687, and Mean Deviation of 0.2697 to check out if the risk estimate we provide is consistent with the expected return of 0.0402%. MidCap Financial has a performance score of 7 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0718, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MidCap Financial are expected to decrease at a much lower rate. During the bear market, MidCap Financial is likely to outperform the market. MidCap Financial Inv right now secures a risk of 0.45%. Please verify MidCap Financial Investment downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to decide if MidCap Financial Investment will be following its current price movements.
Auto-correlation | 0.38 |
Below average predictability
MidCap Financial Investment has below average predictability. Overlapping area represents the amount of predictability between MidCap Financial time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 MidCap Financial Inv price movement. The serial correlation of 0.38 indicates that just about 38.0% of current MidCap Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
MidCap Financial Inv lagged returns against current returns
Autocorrelation, which is MidCap Financial 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 MidCap Financial's stock expected returns. We can calculate the autocorrelation of MidCap Financial returns to help us make a trade decision. For example, suppose you find that MidCap Financial 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 |
MidCap Financial 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 MidCap Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MidCap Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MidCap Financial stock over time.
Current vs Lagged Prices |
| Timeline |
MidCap Financial Lagged Returns
When evaluating MidCap Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MidCap Financial stock have on its future price. MidCap Financial 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, MidCap Financial autocorrelation shows the relationship between MidCap Financial stock current value and its past values and can show if there is a momentum factor associated with investing in MidCap Financial Investment.
Regressed Prices |
| Timeline |
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MidCap Financial technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.