Marquette National Corp Stock Market Value
| MNAT Stock | USD 29.40 0.30 1.03% |
| Symbol | Marquette |
Marquette National '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 Marquette National's otc 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 Marquette National.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Marquette National on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Marquette National Corp or generate 0.0% return on investment in Marquette National over 90 days. Marquette National is related to or competes with Pinnacle Bankshares, Malaga Financial, Isabella Bank, and Lyons Bancorp. Marquette National Corporation operates as the bank holding company of Marquette Bank that provides community banking se... More
Marquette National 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 Marquette National's otc 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 Marquette National Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.54 | |||
| Information Ratio | 0.0966 | |||
| Maximum Drawdown | 10.59 | |||
| Value At Risk | (2.51) | |||
| Potential Upside | 2.73 |
Marquette National Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marquette National's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marquette National's standard deviation. In reality, there are many statistical measures that can use Marquette National historical prices to predict the future Marquette National's volatility.| Risk Adjusted Performance | 0.038 | |||
| Jensen Alpha | 0.0397 | |||
| Total Risk Alpha | 0.2667 | |||
| Sortino Ratio | 0.0462 | |||
| Treynor Ratio | (0.40) |
Marquette National Corp Backtested Returns
Currently, Marquette National Corp is very steady. Marquette National Corp has Sharpe Ratio of 0.0211, which conveys that the firm had a 0.0211 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Marquette National, which you can use to evaluate the volatility of the firm. Please verify Marquette National's Mean Deviation of 0.8006, downside deviation of 3.54, and Risk Adjusted Performance of 0.038 to check out if the risk estimate we provide is consistent with the expected return of 0.0248%. Marquette National has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.14, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Marquette National are expected to decrease at a much lower rate. During the bear market, Marquette National is likely to outperform the market. Marquette National Corp right now secures a risk of 1.18%. Please verify Marquette National Corp value at risk, as well as the relationship between the skewness and day typical price , to decide if Marquette National Corp will be following its current price movements.
Auto-correlation | -0.49 |
Modest reverse predictability
Marquette National Corp has modest reverse predictability. Overlapping area represents the amount of predictability between Marquette National 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 Marquette National Corp price movement. The serial correlation of -0.49 indicates that about 49.0% of current Marquette National price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Marquette National Corp lagged returns against current returns
Autocorrelation, which is Marquette National otc 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 Marquette National's otc stock expected returns. We can calculate the autocorrelation of Marquette National returns to help us make a trade decision. For example, suppose you find that Marquette National has exhibited high autocorrelation historically, and you observe that the otc 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 |
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Marquette National 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 Marquette National otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marquette National otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marquette National otc stock over time.
Current vs Lagged Prices |
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Marquette National Lagged Returns
When evaluating Marquette National's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marquette National otc stock have on its future price. Marquette National 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, Marquette National autocorrelation shows the relationship between Marquette National otc stock current value and its past values and can show if there is a momentum factor associated with investing in Marquette National Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Marquette OTC Stock Analysis
When running Marquette National's price analysis, check to measure Marquette National'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 Marquette National is operating at the current time. Most of Marquette National's value examination focuses on studying past and present price action to predict the probability of Marquette National's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marquette National's price. Additionally, you may evaluate how the addition of Marquette National to your portfolios can decrease your overall portfolio volatility.