Moncler Spa Stock Market Value
| MONRF Stock | USD 67.76 3.99 5.56% |
| Symbol | Moncler |
Moncler SpA '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 Moncler SpA's pink sheet 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 Moncler SpA.
| 09/02/2024 |
| 03/01/2025 |
If you would invest 0.00 in Moncler SpA on September 2, 2024 and sell it all today you would earn a total of 0.00 from holding Moncler SpA or generate 0.0% return on investment in Moncler SpA over 180 days. Moncler SpA is related to or competes with Moncler SpA, Kering SA, Compagnie Financière, Prada Spa, and Next PLC. Moncler S.p.A., together with its subsidiaries, designs, produces, and distributes clothing and related accessories for ... More
Moncler SpA 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 Moncler SpA's pink sheet 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 Moncler SpA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.28 | |||
| Information Ratio | 0.2231 | |||
| Maximum Drawdown | 13.47 | |||
| Value At Risk | (1.60) | |||
| Potential Upside | 7.04 |
Moncler SpA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moncler SpA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moncler SpA's standard deviation. In reality, there are many statistical measures that can use Moncler SpA historical prices to predict the future Moncler SpA's volatility.| Risk Adjusted Performance | 0.1665 | |||
| Jensen Alpha | 0.4648 | |||
| Total Risk Alpha | 0.5334 | |||
| Sortino Ratio | 0.1488 | |||
| Treynor Ratio | (32.75) |
Moncler SpA Backtested Returns
Moncler SpA appears to be very steady, given 3 months investment horizon. Moncler SpA has Sharpe Ratio of 0.27, which conveys that the firm had a 0.27 % return per unit of risk over the last 3 months. By analyzing Moncler SpA's technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please exercise Moncler SpA's Risk Adjusted Performance of 0.1665, downside deviation of 3.28, and Mean Deviation of 1.23 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Moncler SpA holds a performance score of 21. The company secures a Beta (Market Risk) of -0.0142, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Moncler SpA are expected to decrease at a much lower rate. During the bear market, Moncler SpA is likely to outperform the market. Please check Moncler SpA's maximum drawdown, as well as the relationship between the expected short fall and day median price , to make a quick decision on whether Moncler SpA's current price movements will revert.
Auto-correlation | -0.61 |
Very good reverse predictability
Moncler SpA has very good reverse predictability. Overlapping area represents the amount of predictability between Moncler SpA time series from 2nd of September 2024 to 1st of December 2024 and 1st of December 2024 to 1st 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 Moncler SpA price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Moncler SpA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 41.58 |
Moncler SpA lagged returns against current returns
Autocorrelation, which is Moncler SpA pink sheet'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 Moncler SpA's pink sheet expected returns. We can calculate the autocorrelation of Moncler SpA returns to help us make a trade decision. For example, suppose you find that Moncler SpA has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Moncler SpA 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 Moncler SpA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Moncler SpA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Moncler SpA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Moncler SpA Lagged Returns
When evaluating Moncler SpA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Moncler SpA pink sheet have on its future price. Moncler SpA 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, Moncler SpA autocorrelation shows the relationship between Moncler SpA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Moncler SpA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Moncler Pink Sheet
Moncler SpA financial ratios help investors to determine whether Moncler Pink Sheet 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 Moncler with respect to the benefits of owning Moncler SpA security.