Mosaic (Brazil) Market Value
| MOSC34 Stock | BRL 25.00 0.61 2.50% |
| Symbol | Mosaic |
Mosaic '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 Mosaic'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 Mosaic.
| 06/28/2024 |
| 12/25/2024 |
If you would invest 0.00 in Mosaic on June 28, 2024 and sell it all today you would earn a total of 0.00 from holding The Mosaic or generate 0.0% return on investment in Mosaic over 180 days. Mosaic is related to or competes with Palantir Technologies, Livetech, Fidelity National, Technos SA, and Zoom Video. The Mosaic Company, through its subsidiaries, produces and markets concentrated phosphate and potash crop nutrients in N... More
Mosaic 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 Mosaic'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 The Mosaic upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.72 | |||
| Information Ratio | 0.0172 | |||
| Maximum Drawdown | 11.89 | |||
| Value At Risk | (4.09) | |||
| Potential Upside | 4.19 |
Mosaic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mosaic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mosaic's standard deviation. In reality, there are many statistical measures that can use Mosaic historical prices to predict the future Mosaic's volatility.| Risk Adjusted Performance | 0.0349 | |||
| Jensen Alpha | 0.0563 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0158 | |||
| Treynor Ratio | 0.1262 |
Mosaic Backtested Returns
At this point, Mosaic is not too volatile. Mosaic has Sharpe Ratio of 0.0414, which conveys that the firm had a 0.0414% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Mosaic, which you can use to evaluate the volatility of the firm. Please verify Mosaic's Risk Adjusted Performance of 0.0349, downside deviation of 2.72, and Market Risk Adjusted Performance of 0.1362 to check out if the risk estimate we provide is consistent with the expected return of 0.1%. Mosaic has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.62, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mosaic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mosaic is expected to be smaller as well. Mosaic right now secures a risk of 2.5%. Please verify The Mosaic downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if The Mosaic will be following its current price movements.
Auto-correlation | -0.1 |
Very weak reverse predictability
The Mosaic has very weak reverse predictability. Overlapping area represents the amount of predictability between Mosaic time series from 28th of June 2024 to 26th of September 2024 and 26th of September 2024 to 25th 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 Mosaic price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Mosaic price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 1.25 |
Mosaic lagged returns against current returns
Autocorrelation, which is Mosaic 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 Mosaic's stock expected returns. We can calculate the autocorrelation of Mosaic returns to help us make a trade decision. For example, suppose you find that Mosaic 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 |
Mosaic 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 Mosaic stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mosaic stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mosaic stock over time.
Current vs Lagged Prices |
| Timeline |
Mosaic Lagged Returns
When evaluating Mosaic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mosaic stock have on its future price. Mosaic 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, Mosaic autocorrelation shows the relationship between Mosaic stock current value and its past values and can show if there is a momentum factor associated with investing in The Mosaic.
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.Additional Information and Resources on Investing in Mosaic Stock
When determining whether Mosaic is a strong investment it is important to analyze Mosaic's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Mosaic's future performance. For an informed investment choice regarding Mosaic Stock, refer to the following important reports:Check out Mosaic Correlation, Mosaic Volatility and Mosaic Alpha and Beta module to complement your research on Mosaic. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Mosaic technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.