MPC Container (Norway) Market Value
| MPCC Stock | NOK 18.70 0.34 1.85% |
| Symbol | MPC |
MPC Container '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 MPC Container'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 MPC Container.
| 01/31/2023 |
| 01/20/2025 |
If you would invest 0.00 in MPC Container on January 31, 2023 and sell it all today you would earn a total of 0.00 from holding MPC Container Ships or generate 0.0% return on investment in MPC Container over 720 days. MPC Container is related to or competes with 2020 Bulkers, Belships, BW LPG, REC Silicon, and Golden Ocean. MPC Container Ships ASA owns and operates a portfolio of container ships More
MPC Container 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 MPC Container'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 MPC Container Ships upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 15.9 | |||
| Value At Risk | (5.27) | |||
| Potential Upside | 3.48 |
MPC Container Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MPC Container's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MPC Container's standard deviation. In reality, there are many statistical measures that can use MPC Container historical prices to predict the future MPC Container's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.38) | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | 1.47 |
MPC Container Ships Backtested Returns
MPC Container Ships retains Efficiency (Sharpe Ratio) of -0.16, which conveys that the firm had a -0.16 % return per unit of risk over the last 3 months. MPC Container exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MPC Container's Coefficient Of Variation of (752.38), market risk adjusted performance of 1.48, and Mean Deviation of 1.92 to check out the risk estimate we provide. The company owns a Beta (Systematic Risk) of -0.26, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MPC Container are expected to decrease at a much lower rate. During the bear market, MPC Container is likely to outperform the market. At this point, MPC Container Ships has a negative expected return of -0.45%. Please make sure to verify MPC Container's coefficient of variation, information ratio, total risk alpha, as well as the relationship between the standard deviation and jensen alpha , to decide if MPC Container Ships performance from the past will be repeated in the future.
Auto-correlation | 0.62 |
Good predictability
MPC Container Ships has good predictability. Overlapping area represents the amount of predictability between MPC Container time series from 31st of January 2023 to 26th of January 2024 and 26th of January 2024 to 20th of January 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 MPC Container Ships price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current MPC Container price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 20.53 |
MPC Container Ships lagged returns against current returns
Autocorrelation, which is MPC Container 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 MPC Container's stock expected returns. We can calculate the autocorrelation of MPC Container returns to help us make a trade decision. For example, suppose you find that MPC Container 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 |
MPC Container 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 MPC Container stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MPC Container stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MPC Container stock over time.
Current vs Lagged Prices |
| Timeline |
MPC Container Lagged Returns
When evaluating MPC Container's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MPC Container stock have on its future price. MPC Container 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, MPC Container autocorrelation shows the relationship between MPC Container stock current value and its past values and can show if there is a momentum factor associated with investing in MPC Container Ships.
Regressed Prices |
| Timeline |
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MPC Container financial ratios help investors to determine whether MPC Stock 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 MPC with respect to the benefits of owning MPC Container security.