Msp Recovery Stock Market Value
| MSPR Stock | USD 2.42 0.04 1.68% |
| Symbol | MSP |
MSP Recovery Price To Book Ratio
Is Property & Casualty Insurance 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 MSP Recovery. If investors know MSP 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 MSP Recovery listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (4.72) | Revenue Per Share | Quarterly Revenue Growth 2.345 | Return On Assets | Return On Equity |
The market value of MSP Recovery is measured differently than its book value, which is the value of MSP that is recorded on the company's balance sheet. Investors also form their own opinion of MSP Recovery's value that differs from its market value or its book value, called intrinsic value, which is MSP Recovery'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 MSP Recovery's market value can be influenced by many factors that don't directly affect MSP Recovery'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 MSP Recovery's value and its price as these two are different measures arrived at by different means. Investors typically determine if MSP Recovery is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MSP Recovery'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.
MSP Recovery '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 MSP Recovery'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 MSP Recovery.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in MSP Recovery on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding MSP Recovery or generate 0.0% return on investment in MSP Recovery over 60 days. MSP Recovery is related to or competes with Naked Wines, Oatly Group, Primo Brands, National Beverage, Citizens Bancorp, SNDL, and Safety Shot. MSP Recovery, Inc. operates as a healthcare recoveries and data analytics company in the United States and Puerto Rico More
MSP Recovery 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 MSP Recovery'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 MSP Recovery upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.69 | |||
| Information Ratio | 0.1248 | |||
| Maximum Drawdown | 2250.44 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 16.17 |
MSP Recovery Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MSP Recovery's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MSP Recovery's standard deviation. In reality, there are many statistical measures that can use MSP Recovery historical prices to predict the future MSP Recovery's volatility.| Risk Adjusted Performance | 0.1113 | |||
| Jensen Alpha | 34.41 | |||
| Total Risk Alpha | 30.04 | |||
| Sortino Ratio | 3.2 | |||
| Treynor Ratio | (2.01) |
MSP Recovery Backtested Returns
MSP Recovery is out of control given 3 months investment horizon. MSP Recovery has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13% return per unit of volatility over the last 3 months. We were able to interpolate data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 16.69% are justified by taking the suggested risk. Use MSP Recovery risk adjusted performance of 0.1113, and Mean Deviation of 68.39 to evaluate company specific risk that cannot be diversified away. MSP Recovery holds a performance score of 10 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -16.98, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning MSP Recovery are expected to decrease by larger amounts. On the other hand, during market turmoil, MSP Recovery is expected to outperform it. Use MSP Recovery potential upside, as well as the relationship between the accumulation distribution and price action indicator , to analyze future returns on MSP Recovery.
Auto-correlation | -0.03 |
Very weak reverse predictability
MSP Recovery has very weak reverse predictability. Overlapping area represents the amount of predictability between MSP Recovery time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th 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 MSP Recovery price movement. The serial correlation of -0.03 indicates that only 3.0% of current MSP Recovery price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
MSP Recovery lagged returns against current returns
Autocorrelation, which is MSP Recovery 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 MSP Recovery's stock expected returns. We can calculate the autocorrelation of MSP Recovery returns to help us make a trade decision. For example, suppose you find that MSP Recovery 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 |
MSP Recovery 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 MSP Recovery stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MSP Recovery stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MSP Recovery stock over time.
Current vs Lagged Prices |
| Timeline |
MSP Recovery Lagged Returns
When evaluating MSP Recovery's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MSP Recovery stock have on its future price. MSP Recovery 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, MSP Recovery autocorrelation shows the relationship between MSP Recovery stock current value and its past values and can show if there is a momentum factor associated with investing in MSP Recovery.
Regressed Prices |
| Timeline |
Pair Trading with MSP Recovery
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if MSP Recovery position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in MSP Recovery will appreciate offsetting losses from the drop in the long position's value.Moving against MSP Stock
| 0.7 | FIS | Fidelity National | PairCorr |
| 0.69 | AIZN | Assurant | PairCorr |
| 0.62 | FAAS | DigiAsia Corp Symbol Change | PairCorr |
| 0.62 | QTI | QT Imaging Holdings Symbol Change | PairCorr |
| 0.58 | STSSW | Sharps Technology Warrant | PairCorr |
The ability to find closely correlated positions to MSP Recovery could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace MSP Recovery when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back MSP Recovery - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling MSP Recovery to buy it.
The correlation of MSP Recovery is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as MSP Recovery moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if MSP Recovery moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for MSP Recovery can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for MSP Stock Analysis
When running MSP Recovery's price analysis, check to measure MSP Recovery'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 MSP Recovery is operating at the current time. Most of MSP Recovery's value examination focuses on studying past and present price action to predict the probability of MSP Recovery's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MSP Recovery's price. Additionally, you may evaluate how the addition of MSP Recovery to your portfolios can decrease your overall portfolio volatility.