Mobius Investment (UK) Market Value
| MMIT Stock | 133.00 0.50 0.37% |
| Symbol | Mobius |
Mobius 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 Mobius 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 Mobius Investment.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in Mobius Investment on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding Mobius Investment Trust or generate 0.0% return on investment in Mobius Investment over 90 days. Mobius Investment is related to or competes with Chocoladefabriken, Rockwood Realisation, Toyota, SL Private, and Booking Holdings. Mobius Investment is entity of United Kingdom More
Mobius 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 Mobius 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 Mobius Investment Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.027 | |||
| Maximum Drawdown | 4.72 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 1.55 |
Mobius Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mobius Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mobius Investment's standard deviation. In reality, there are many statistical measures that can use Mobius Investment historical prices to predict the future Mobius Investment's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | 0.0628 | |||
| Treynor Ratio | (0.30) |
Mobius Investment Trust Backtested Returns
Mobius Investment Trust has Sharpe Ratio of -0.1, which conveys that the firm had a -0.1 % return per unit of risk over the last 3 months. Mobius Investment exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mobius Investment's Mean Deviation of 0.7829, standard deviation of 1.05, and Risk Adjusted Performance of (0.07) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.34, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mobius Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mobius Investment is expected to be smaller as well. At this point, Mobius Investment Trust has a negative expected return of -0.11%. Please make sure to verify Mobius Investment's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Mobius Investment Trust performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
Mobius Investment Trust has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Mobius Investment time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th 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 Mobius Investment Trust price movement. The serial correlation of -0.71 indicates that around 71.0% of current Mobius Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 17.7 |
Mobius Investment Trust lagged returns against current returns
Autocorrelation, which is Mobius 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 Mobius Investment's stock expected returns. We can calculate the autocorrelation of Mobius Investment returns to help us make a trade decision. For example, suppose you find that Mobius 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 |
Mobius 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 Mobius Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mobius Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mobius Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Mobius Investment Lagged Returns
When evaluating Mobius Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mobius Investment stock have on its future price. Mobius 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, Mobius Investment autocorrelation shows the relationship between Mobius Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Mobius Investment Trust.
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.Additional Tools for Mobius Stock Analysis
When running Mobius Investment's price analysis, check to measure Mobius 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 Mobius Investment is operating at the current time. Most of Mobius Investment's value examination focuses on studying past and present price action to predict the probability of Mobius 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 Mobius Investment's price. Additionally, you may evaluate how the addition of Mobius Investment to your portfolios can decrease your overall portfolio volatility.