Ml Capital Group Stock Market Value
| MLCG Stock | USD 0.0001 0.00 0.00% |
| Symbol | MLCG |
ML Capital '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 ML Capital'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 ML Capital.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in ML Capital on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding ML Capital Group or generate 0.0% return on investment in ML Capital over 720 days. ML Capital is related to or competes with NN, Teijin, and 1847 Holdings. ML Capital Group, Inc. operates in the data valuation and monetization marketplace business More
ML Capital 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 ML Capital'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 ML Capital Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 50.0 |
ML Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ML Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ML Capital's standard deviation. In reality, there are many statistical measures that can use ML Capital historical prices to predict the future ML Capital's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.63) | |||
| Total Risk Alpha | (1.63) | |||
| Treynor Ratio | 0.553 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ML Capital'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.
ML Capital Group Backtested Returns
ML Capital Group retains Efficiency (Sharpe Ratio) of -0.12, which conveys that the firm had a -0.12% return per unit of price deviation over the last 3 months. ML Capital exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify ML Capital's Mean Deviation of 1.49, market risk adjusted performance of 0.563, and Information Ratio of (0.14) to check out the risk estimate we provide. The company owns a Beta (Systematic Risk) of -1.39, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning ML Capital are expected to decrease by larger amounts. On the other hand, during market turmoil, ML Capital is expected to outperform it. At this point, ML Capital Group has a negative expected return of -0.78%. Please make sure to verify ML Capital's standard deviation and the relationship between the treynor ratio and day typical price , to decide if ML Capital Group performance from the past will be repeated sooner or later.
Auto-correlation | 0.17 |
Very weak predictability
ML Capital Group has very weak predictability. Overlapping area represents the amount of predictability between ML Capital time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th of December 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 ML Capital Group price movement. The serial correlation of 0.17 indicates that over 17.0% of current ML Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | -0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ML Capital Group lagged returns against current returns
Autocorrelation, which is ML Capital 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 ML Capital's pink sheet expected returns. We can calculate the autocorrelation of ML Capital returns to help us make a trade decision. For example, suppose you find that ML Capital 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 |
ML Capital 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 ML Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ML Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ML Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
ML Capital Lagged Returns
When evaluating ML Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ML Capital pink sheet have on its future price. ML Capital 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, ML Capital autocorrelation shows the relationship between ML Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in ML Capital Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in MLCG Pink Sheet
ML Capital financial ratios help investors to determine whether MLCG 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 MLCG with respect to the benefits of owning ML Capital security.