Mentor Capital Stock Market Value
| MNTR Stock | USD 0.06 0.00 0.00% |
| Symbol | Mentor |
Mentor Capital '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 Mentor Capital'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 Mentor Capital.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Mentor Capital on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Mentor Capital or generate 0.0% return on investment in Mentor Capital over 720 days. Mentor Capital is related to or competes with First Tractor, Ag Growth, AmeraMex International, Arts Way, Buhler Industries, Textainer Group, and Austin Engineering. Mentor Capital, Inc. is a private equity firm specializing in acquisitions and emerging growth investments More
Mentor Capital 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 Mentor Capital'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 Mentor Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 14.39 | |||
| Information Ratio | 0.0513 | |||
| Maximum Drawdown | 65.08 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 26.46 |
Mentor Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mentor Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mentor Capital's standard deviation. In reality, there are many statistical measures that can use Mentor Capital historical prices to predict the future Mentor Capital's volatility.| Risk Adjusted Performance | 0.0564 | |||
| Jensen Alpha | 1.12 | |||
| Total Risk Alpha | (1.44) | |||
| Sortino Ratio | 0.0484 | |||
| Treynor Ratio | (0.36) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mentor Capital's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Mentor Capital Backtested Returns
Mentor Capital appears to be out of control, given 3 months investment horizon. Mentor Capital has Sharpe Ratio of 0.0421, which conveys that the firm had a 0.0421% return per unit of risk over the last 3 months. By analyzing Mentor Capital's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please exercise Mentor Capital's Risk Adjusted Performance of 0.0564, downside deviation of 14.39, and Mean Deviation of 8.92 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mentor Capital holds a performance score of 3. The company secures a Beta (Market Risk) of -2.32, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Mentor Capital are expected to decrease by larger amounts. On the other hand, during market turmoil, Mentor Capital is expected to outperform it. Please check Mentor Capital's information ratio, value at risk, as well as the relationship between the Value At Risk and kurtosis , to make a quick decision on whether Mentor Capital's current price movements will revert.
Auto-correlation | 0.15 |
Insignificant predictability
Mentor Capital has insignificant predictability. Overlapping area represents the amount of predictability between Mentor Capital time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Mentor Capital price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Mentor Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mentor Capital lagged returns against current returns
Autocorrelation, which is Mentor Capital 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 Mentor Capital's otc stock expected returns. We can calculate the autocorrelation of Mentor Capital returns to help us make a trade decision. For example, suppose you find that Mentor Capital 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 |
| Timeline |
Mentor Capital 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 Mentor Capital otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mentor Capital otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mentor Capital otc stock over time.
Current vs Lagged Prices |
| Timeline |
Mentor Capital Lagged Returns
When evaluating Mentor Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mentor Capital otc stock have on its future price. Mentor Capital 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, Mentor Capital autocorrelation shows the relationship between Mentor Capital otc stock current value and its past values and can show if there is a momentum factor associated with investing in Mentor Capital.
Regressed Prices |
| Timeline |
Pair Trading with Mentor Capital
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Mentor Capital position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Mentor Capital will appreciate offsetting losses from the drop in the long position's value.Moving against Mentor OTC Stock
| 0.67 | SSNLF | Samsung Electronics | PairCorr |
| 0.53 | PTAIF | PT Astra International | PairCorr |
| 0.5 | TLKMF | Telkom Indonesia Tbk | PairCorr |
| 0.42 | IBKR | Interactive Brokers Fiscal Year End 21st of January 2025 | PairCorr |
| 0.4 | MS | Morgan Stanley Fiscal Year End 21st of January 2025 | PairCorr |
The ability to find closely correlated positions to Mentor Capital could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Mentor Capital when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Mentor Capital - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Mentor Capital to buy it.
The correlation of Mentor Capital is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Mentor Capital moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Mentor Capital moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Mentor Capital can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Mentor OTC Stock Analysis
When running Mentor Capital's price analysis, check to measure Mentor Capital'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 Mentor Capital is operating at the current time. Most of Mentor Capital's value examination focuses on studying past and present price action to predict the probability of Mentor Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mentor Capital's price. Additionally, you may evaluate how the addition of Mentor Capital to your portfolios can decrease your overall portfolio volatility.