Malaga Financial Stock Market Value
| MLGF Stock | USD 20.62 0.04 0.19% |
| Symbol | Malaga |
Malaga 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 Malaga Financial'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 Malaga Financial.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Malaga Financial on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Malaga Financial or generate 0.0% return on investment in Malaga Financial over 90 days. Malaga Financial is related to or competes with MF Bancorp, United Bancorporation, Harbor Bankshares, BankFirst Capital, Security Federal, First Bancorp, and Triumph Financial. Malaga Financial Corporation operates as the holding company for Malaga Bank that provides various community banking pro... More
Malaga 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 Malaga Financial'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 Malaga Financial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0431 | |||
| Maximum Drawdown | 7.49 | |||
| Value At Risk | (1.98) | |||
| Potential Upside | 1.12 |
Malaga Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Malaga Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Malaga Financial's standard deviation. In reality, there are many statistical measures that can use Malaga Financial historical prices to predict the future Malaga Financial's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | 0.0721 | |||
| Treynor Ratio | (0.37) |
Malaga Financial Backtested Returns
Malaga Financial has Sharpe Ratio of -0.0647, which conveys that the firm had a -0.0647 % return per unit of risk over the last 3 months. Malaga Financial exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Malaga Financial's Mean Deviation of 0.6049, risk adjusted performance of (0.04), and Standard Deviation of 1.08 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.17, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Malaga Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Malaga Financial is expected to be smaller as well. At this point, Malaga Financial has a negative expected return of -0.0719%. Please make sure to verify Malaga Financial's skewness, and the relationship between the treynor ratio and rate of daily change , to decide if Malaga Financial performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.75 |
Good predictability
Malaga Financial has good predictability. Overlapping area represents the amount of predictability between Malaga Financial time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Malaga Financial price movement. The serial correlation of 0.75 indicates that around 75.0% of current Malaga Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
Malaga Financial lagged returns against current returns
Autocorrelation, which is Malaga Financial 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 Malaga Financial's pink sheet expected returns. We can calculate the autocorrelation of Malaga Financial returns to help us make a trade decision. For example, suppose you find that Malaga Financial 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 |
Malaga 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 Malaga Financial pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Malaga Financial pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Malaga Financial pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Malaga Financial Lagged Returns
When evaluating Malaga Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Malaga Financial pink sheet have on its future price. Malaga 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, Malaga Financial autocorrelation shows the relationship between Malaga Financial pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Malaga Financial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Malaga Pink Sheet
Malaga Financial financial ratios help investors to determine whether Malaga 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 Malaga with respect to the benefits of owning Malaga Financial security.