Mtropole Tlvision (France) Market Value
| MMT Stock | EUR 13.46 0.16 1.20% |
| Symbol | Mtropole |
Mtropole Tlvision '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 Mtropole Tlvision'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 Mtropole Tlvision.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Mtropole Tlvision on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Mtropole Tlvision SA or generate 0.0% return on investment in Mtropole Tlvision over 90 days. Mtropole Tlvision is related to or competes with Television Francaise, Nexity, Lagardere SCA, Eutelsat Communications, and SCOR SE. Mtropole Tlvision S.A. provides a range of programs, products, and services on various media More
Mtropole Tlvision 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 Mtropole Tlvision'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 Mtropole Tlvision SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.1 | |||
| Information Ratio | 0.4018 | |||
| Maximum Drawdown | 4.34 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 1.74 |
Mtropole Tlvision Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mtropole Tlvision's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mtropole Tlvision's standard deviation. In reality, there are many statistical measures that can use Mtropole Tlvision historical prices to predict the future Mtropole Tlvision's volatility.| Risk Adjusted Performance | 0.2662 | |||
| Jensen Alpha | 0.3129 | |||
| Total Risk Alpha | 0.4257 | |||
| Sortino Ratio | 0.3713 | |||
| Treynor Ratio | 2.27 |
Mtropole Tlvision Backtested Returns
Mtropole Tlvision appears to be very steady, given 3 months investment horizon. Mtropole Tlvision has Sharpe Ratio of 0.36, which conveys that the firm had a 0.36 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Mtropole Tlvision, which you can use to evaluate the volatility of the firm. Please exercise Mtropole Tlvision's Risk Adjusted Performance of 0.2662, downside deviation of 1.1, and Mean Deviation of 0.7844 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mtropole Tlvision holds a performance score of 28. The company secures a Beta (Market Risk) of 0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mtropole Tlvision's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mtropole Tlvision is expected to be smaller as well. Please check Mtropole Tlvision's expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to make a quick decision on whether Mtropole Tlvision's current price movements will revert.
Auto-correlation | 0.77 |
Good predictability
Mtropole Tlvision SA has good predictability. Overlapping area represents the amount of predictability between Mtropole Tlvision time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Mtropole Tlvision price movement. The serial correlation of 0.77 indicates that around 77.0% of current Mtropole Tlvision price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Mtropole Tlvision lagged returns against current returns
Autocorrelation, which is Mtropole Tlvision 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 Mtropole Tlvision's stock expected returns. We can calculate the autocorrelation of Mtropole Tlvision returns to help us make a trade decision. For example, suppose you find that Mtropole Tlvision 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 |
Mtropole Tlvision 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 Mtropole Tlvision stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mtropole Tlvision stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mtropole Tlvision stock over time.
Current vs Lagged Prices |
| Timeline |
Mtropole Tlvision Lagged Returns
When evaluating Mtropole Tlvision's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mtropole Tlvision stock have on its future price. Mtropole Tlvision 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, Mtropole Tlvision autocorrelation shows the relationship between Mtropole Tlvision stock current value and its past values and can show if there is a momentum factor associated with investing in Mtropole Tlvision SA.
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 Mtropole Stock
Mtropole Tlvision financial ratios help investors to determine whether Mtropole 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 Mtropole with respect to the benefits of owning Mtropole Tlvision security.