Media Sentiment Stock Market Value
| MSEZ Stock | USD 0.1 0.00 0.00% |
| Symbol | Media |
Media Sentiment '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 Media Sentiment'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 Media Sentiment.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Media Sentiment on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Media Sentiment or generate 0.0% return on investment in Media Sentiment over 30 days. Media Sentiment is related to or competes with Meta Platforms, Alphabet, Twilio, Snap, and Baidu. Media Sentiment, Inc. operates an online real-time alerts portal that provides news and information More
Media Sentiment 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 Media Sentiment'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 Media Sentiment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 17.71 | |||
| Information Ratio | 0.1016 | |||
| Maximum Drawdown | 90.44 | |||
| Value At Risk | (14.29) | |||
| Potential Upside | 39.58 |
Media Sentiment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Media Sentiment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Media Sentiment's standard deviation. In reality, there are many statistical measures that can use Media Sentiment historical prices to predict the future Media Sentiment's volatility.| Risk Adjusted Performance | 0.0929 | |||
| Jensen Alpha | 1.3 | |||
| Total Risk Alpha | (0.40) | |||
| Sortino Ratio | 0.0849 | |||
| Treynor Ratio | 0.5371 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Media Sentiment'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.
Media Sentiment Backtested Returns
Media Sentiment is out of control given 3 months investment horizon. Media Sentiment has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11% return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-five different technical indicators, which can help you to evaluate if expected returns of 1.69% are justified by taking the suggested risk. Use Media Sentiment Risk Adjusted Performance of 0.0929, downside deviation of 17.71, and Mean Deviation of 6.39 to evaluate company specific risk that cannot be diversified away. Media Sentiment holds a performance score of 8 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 2.99, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Media Sentiment will likely underperform. Use Media Sentiment total risk alpha, as well as the relationship between the downside variance and day median price , to analyze future returns on Media Sentiment.
Auto-correlation | 0.00 |
No correlation between past and present
Media Sentiment has no correlation between past and present. Overlapping area represents the amount of predictability between Media Sentiment time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th 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 Media Sentiment price movement. The serial correlation of 0.0 indicates that just 0.0% of current Media Sentiment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Media Sentiment lagged returns against current returns
Autocorrelation, which is Media Sentiment 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 Media Sentiment's pink sheet expected returns. We can calculate the autocorrelation of Media Sentiment returns to help us make a trade decision. For example, suppose you find that Media Sentiment 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 |
Media Sentiment 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 Media Sentiment pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Media Sentiment pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Media Sentiment pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Media Sentiment Lagged Returns
When evaluating Media Sentiment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Media Sentiment pink sheet have on its future price. Media Sentiment 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, Media Sentiment autocorrelation shows the relationship between Media Sentiment pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Media Sentiment.
Regressed Prices |
| Timeline |
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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 Tools for Media Pink Sheet Analysis
When running Media Sentiment's price analysis, check to measure Media Sentiment'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 Media Sentiment is operating at the current time. Most of Media Sentiment's value examination focuses on studying past and present price action to predict the probability of Media Sentiment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Media Sentiment's price. Additionally, you may evaluate how the addition of Media Sentiment to your portfolios can decrease your overall portfolio volatility.