Marks (UK) Market Value
| MKS Stock | 364.70 9.90 2.79% |
| Symbol | Marks |
Marks '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 Marks' 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 Marks.
| 02/02/2025 |
| 03/04/2025 |
If you would invest 0.00 in Marks on February 2, 2025 and sell it all today you would earn a total of 0.00 from holding Marks and Spencer or generate 0.0% return on investment in Marks over 30 days. Marks is related to or competes with Aurora Investment, EJF Investments, Cairn Homes, MTI Wireless, Young Cos, Jade Road, and Chrysalis Investments. Marks is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Marks 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 Marks' 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 Marks and Spencer upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0) | |||
| Maximum Drawdown | 12.03 | |||
| Value At Risk | (3.21) | |||
| Potential Upside | 3.06 |
Marks Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marks' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marks' standard deviation. In reality, there are many statistical measures that can use Marks historical prices to predict the future Marks' volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | 0.0884 | |||
| Treynor Ratio | 1.24 |
Marks and Spencer Backtested Returns
Marks and Spencer has Sharpe Ratio of -0.0634, which conveys that the firm had a -0.0634 % return per unit of risk over the last 3 months. Marks exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Marks' Standard Deviation of 1.92, risk adjusted performance of (0.02), and Mean Deviation of 1.33 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.0538, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Marks are expected to decrease at a much lower rate. During the bear market, Marks is likely to outperform the market. At this point, Marks and Spencer has a negative expected return of -0.12%. Please make sure to verify Marks' accumulation distribution, and the relationship between the potential upside and day median price , to decide if Marks and Spencer performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Marks and Spencer has no correlation between past and present. Overlapping area represents the amount of predictability between Marks time series from 2nd of February 2025 to 17th of February 2025 and 17th of February 2025 to 4th 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 Marks and Spencer price movement. The serial correlation of 0.0 indicates that just 0.0% of current Marks price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 37.23 |
Marks and Spencer lagged returns against current returns
Autocorrelation, which is Marks 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 Marks' stock expected returns. We can calculate the autocorrelation of Marks returns to help us make a trade decision. For example, suppose you find that Marks 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 |
Marks 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 Marks stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marks stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marks stock over time.
Current vs Lagged Prices |
| Timeline |
Marks Lagged Returns
When evaluating Marks' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marks stock have on its future price. Marks 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, Marks autocorrelation shows the relationship between Marks stock current value and its past values and can show if there is a momentum factor associated with investing in Marks and Spencer.
Regressed Prices |
| Timeline |
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Marks financial ratios help investors to determine whether Marks 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 Marks with respect to the benefits of owning Marks security.