Media Investment (Spain) Market Value
| MIO Stock | 3.06 0.18 5.56% |
| Symbol | Media |
Media 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 Media 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 Media Investment.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Media Investment on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Media Investment Optimization or generate 0.0% return on investment in Media Investment over 720 days. Media Investment is related to or competes with Metrovacesa, Atom Hoteles, Aedas Homes, Hispanotels Inversiones, Clinica Baviera, Atresmedia Corporacin, and Caixabank. More
Media 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 Media 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 Media Investment Optimization upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 45.16 | |||
| Value At Risk | (1.90) |
Media Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Media Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Media Investment's standard deviation. In reality, there are many statistical measures that can use Media Investment historical prices to predict the future Media Investment's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.64) | |||
| Total Risk Alpha | (1.65) | |||
| Treynor Ratio | 0.7582 |
Media Investment Opt Backtested Returns
Media Investment Opt has Sharpe Ratio of -0.15, which conveys that the firm had a -0.15% return per unit of risk over the last 3 months. Media Investment exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Media Investment's Mean Deviation of 1.61, risk adjusted performance of (0.09), and Standard Deviation of 5.65 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -1.0, which conveys a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Media Investment are expected to decrease slowly. On the other hand, during market turmoil, Media Investment is expected to outperform it slightly. At this point, Media Investment Opt has a negative expected return of -0.86%. Please make sure to verify Media Investment's information ratio, kurtosis, price action indicator, as well as the relationship between the treynor ratio and rate of daily change , to decide if Media Investment Opt performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.04 |
Very weak reverse predictability
Media Investment Optimization has very weak reverse predictability. Overlapping area represents the amount of predictability between Media Investment time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Media Investment Opt price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Media Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.78 |
Media Investment Opt lagged returns against current returns
Autocorrelation, which is Media 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 Media Investment's stock expected returns. We can calculate the autocorrelation of Media Investment returns to help us make a trade decision. For example, suppose you find that Media 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 |
Media 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 Media Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Media Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Media Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Media Investment Lagged Returns
When evaluating Media Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Media Investment stock have on its future price. Media 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, Media Investment autocorrelation shows the relationship between Media Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Media Investment Optimization.
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 Media Stock
Media Investment financial ratios help investors to determine whether Media 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 Media with respect to the benefits of owning Media Investment security.