Monks Investment (UK) Market Value
| MNKS Stock | 1,200 30.00 2.56% |
| Symbol | Monks |
Monks 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 Monks 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 Monks Investment.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Monks Investment on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Monks Investment Trust or generate 0.0% return on investment in Monks Investment over 90 days. Monks Investment is related to or competes with Beowulf Mining, Science In, Berner Kantonalbank, Deutsche Pfandbriefbank, Resolute Mining, and Tetragon Financial. Monks Investment is entity of United Kingdom More
Monks 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 Monks 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 Monks Investment Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0148 | |||
| Maximum Drawdown | 5.8 | |||
| Value At Risk | (2.33) | |||
| Potential Upside | 1.59 |
Monks Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Monks Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Monks Investment's standard deviation. In reality, there are many statistical measures that can use Monks Investment historical prices to predict the future Monks Investment's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | 0.0707 | |||
| Treynor Ratio | (0.16) |
Monks Investment Trust Backtested Returns
Monks Investment Trust has Sharpe Ratio of -0.0736, which conveys that the firm had a -0.0736 % return per unit of risk over the last 3 months. Monks Investment exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Monks Investment's Mean Deviation of 1.0, standard deviation of 1.28, and Risk Adjusted Performance of (0.05) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.58, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Monks Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Monks Investment is expected to be smaller as well. At this point, Monks Investment Trust has a negative expected return of -0.0957%. Please make sure to verify Monks Investment's treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Monks Investment Trust performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.83 |
Excellent reverse predictability
Monks Investment Trust has excellent reverse predictability. Overlapping area represents the amount of predictability between Monks Investment 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 Monks Investment Trust price movement. The serial correlation of -0.83 indicates that around 83.0% of current Monks Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.83 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 3342.99 |
Monks Investment Trust lagged returns against current returns
Autocorrelation, which is Monks 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 Monks Investment's stock expected returns. We can calculate the autocorrelation of Monks Investment returns to help us make a trade decision. For example, suppose you find that Monks 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 |
Monks 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 Monks Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Monks Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Monks Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Monks Investment Lagged Returns
When evaluating Monks Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Monks Investment stock have on its future price. Monks 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, Monks Investment autocorrelation shows the relationship between Monks Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Monks Investment Trust.
Regressed Prices |
| Timeline |
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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 Monks Stock Analysis
When running Monks Investment's price analysis, check to measure Monks 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 Monks Investment is operating at the current time. Most of Monks Investment's value examination focuses on studying past and present price action to predict the probability of Monks 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 Monks Investment's price. Additionally, you may evaluate how the addition of Monks Investment to your portfolios can decrease your overall portfolio volatility.