Monroe Capital Corp Stock Market Value
| MRCC Stock | USD 7.89 0.08 1.02% |
| Symbol | Monroe |
Monroe Capital Corp Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Monroe Capital. If investors know Monroe will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Monroe Capital listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.05) | Dividend Share 1 | Earnings Share 0.45 | Revenue Per Share | Quarterly Revenue Growth (0.1) |
The market value of Monroe Capital Corp is measured differently than its book value, which is the value of Monroe that is recorded on the company's balance sheet. Investors also form their own opinion of Monroe Capital's value that differs from its market value or its book value, called intrinsic value, which is Monroe Capital's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Monroe Capital's market value can be influenced by many factors that don't directly affect Monroe Capital's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Monroe Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Monroe Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Monroe Capital's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Monroe 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 Monroe Capital'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 Monroe Capital.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Monroe Capital on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Monroe Capital Corp or generate 0.0% return on investment in Monroe Capital over 90 days. Monroe Capital is related to or competes with WhiteHorse Finance, OFS Capital, Fidus Investment, BlackRock TCP, and New Mountain. Monroe Capital Corporation is a business development company specializing in customized financing solutions in senior, u... More
Monroe 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 Monroe Capital'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 Monroe Capital Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0843 | |||
| Maximum Drawdown | 6.99 | |||
| Value At Risk | (2.44) | |||
| Potential Upside | 1.6 |
Monroe Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Monroe Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Monroe Capital's standard deviation. In reality, there are many statistical measures that can use Monroe Capital historical prices to predict the future Monroe Capital's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | 0.0505 | |||
| Total Risk Alpha | 0.1778 | |||
| Treynor Ratio | (0.06) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Monroe 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.
Monroe Capital Corp Backtested Returns
Monroe Capital Corp has Sharpe Ratio of -0.0247, which conveys that the firm had a -0.0247 % return per unit of risk over the last 3 months. Monroe Capital exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Monroe Capital's Mean Deviation of 0.9061, risk adjusted performance of (0.01), and Standard Deviation of 1.27 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.6, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Monroe Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Monroe Capital is expected to be smaller as well. At this point, Monroe Capital Corp has a negative expected return of -0.031%. Please make sure to verify Monroe Capital's kurtosis, and the relationship between the maximum drawdown and rate of daily change , to decide if Monroe Capital Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.24 |
Weak reverse predictability
Monroe Capital Corp has weak reverse predictability. Overlapping area represents the amount of predictability between Monroe Capital time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Monroe Capital Corp price movement. The serial correlation of -0.24 indicates that over 24.0% of current Monroe Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Monroe Capital Corp lagged returns against current returns
Autocorrelation, which is Monroe Capital 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 Monroe Capital's stock expected returns. We can calculate the autocorrelation of Monroe Capital returns to help us make a trade decision. For example, suppose you find that Monroe Capital 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 |
Monroe 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 Monroe Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Monroe Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Monroe Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Monroe Capital Lagged Returns
When evaluating Monroe Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Monroe Capital stock have on its future price. Monroe 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, Monroe Capital autocorrelation shows the relationship between Monroe Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Monroe Capital Corp.
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.When determining whether Monroe Capital Corp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Monroe Capital's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Monroe Capital Corp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Monroe Capital Corp Stock:Check out Monroe Capital Correlation, Monroe Capital Volatility and Monroe Capital Alpha and Beta module to complement your research on Monroe Capital. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Monroe Capital 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.