Marfin Investment (Greece) Market Value
| MIG Stock | EUR 2.82 0.02 0.71% |
| Symbol | Marfin |
Marfin Investment '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 Marfin Investment'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 Marfin Investment.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Marfin Investment on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Marfin Investment Group or generate 0.0% return on investment in Marfin Investment over 90 days. Marfin Investment is related to or competes with Elvalhalcor Hellenic, Elton International, Eurobank Ergasias, Profile Systems, Hellenic Telecommunicatio, Thrace Plastics, and Bank of Greece. Marfin Investment Group Holdings S.A. is a private equity and venture capital firm specializing in seedstartups, middle ... More
Marfin Investment 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 Marfin Investment'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 Marfin Investment Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0429 | |||
| Maximum Drawdown | 6.01 | |||
| Value At Risk | (2.07) | |||
| Potential Upside | 2.46 |
Marfin Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marfin Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marfin Investment's standard deviation. In reality, there are many statistical measures that can use Marfin Investment historical prices to predict the future Marfin Investment's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | 0.1007 | |||
| Treynor Ratio | (5.67) |
Marfin Investment Backtested Returns
Marfin Investment has Sharpe Ratio of -0.0365, which conveys that the firm had a -0.0365 % return per unit of risk over the last 3 months. Marfin Investment exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Marfin Investment's Standard Deviation of 1.25, risk adjusted performance of (0.03), and Mean Deviation of 0.9595 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0098, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Marfin Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Marfin Investment is expected to be smaller as well. At this point, Marfin Investment has a negative expected return of -0.0456%. Please make sure to verify Marfin Investment's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Marfin Investment performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.36 |
Below average predictability
Marfin Investment Group has below average predictability. Overlapping area represents the amount of predictability between Marfin Investment 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 Marfin Investment price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Marfin Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Marfin Investment lagged returns against current returns
Autocorrelation, which is Marfin Investment 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 Marfin Investment's stock expected returns. We can calculate the autocorrelation of Marfin Investment returns to help us make a trade decision. For example, suppose you find that Marfin Investment 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 |
Marfin Investment 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 Marfin Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marfin Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marfin Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Marfin Investment Lagged Returns
When evaluating Marfin Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marfin Investment stock have on its future price. Marfin Investment 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, Marfin Investment autocorrelation shows the relationship between Marfin Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Marfin Investment Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Marfin Stock Analysis
When running Marfin Investment's price analysis, check to measure Marfin Investment'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 Marfin Investment is operating at the current time. Most of Marfin Investment's value examination focuses on studying past and present price action to predict the probability of Marfin Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marfin Investment's price. Additionally, you may evaluate how the addition of Marfin Investment to your portfolios can decrease your overall portfolio volatility.