Mühlbauer Holding (Germany) Market Value

MUB Stock   42.00  0.60  1.45%   
Mühlbauer Holding's market value is the price at which a share of Mühlbauer Holding trades on a public exchange. It measures the collective expectations of Mhlbauer Holding AG investors about its performance. Mühlbauer Holding is selling for under 42.00 as of the 19th of March 2025; that is 1.45 percent increase since the beginning of the trading day. The stock's last reported lowest price was 41.2.
With this module, you can estimate the performance of a buy and hold strategy of Mhlbauer Holding AG and determine expected loss or profit from investing in Mühlbauer Holding over a given investment horizon. Check out Mühlbauer Holding Correlation, Mühlbauer Holding Volatility and Mühlbauer Holding Alpha and Beta module to complement your research on Mühlbauer Holding.
Symbol

Please note, there is a significant difference between Mühlbauer Holding's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mühlbauer Holding is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mühlbauer Holding'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.

Mühlbauer Holding '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 Mühlbauer Holding'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 Mühlbauer Holding.
0.00
12/19/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/19/2025
0.00
If you would invest  0.00  in Mühlbauer Holding on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Mhlbauer Holding AG or generate 0.0% return on investment in Mühlbauer Holding over 90 days. Mühlbauer Holding is related to or competes with Wizz Air, INTERSHOP Communications, SmarTone Telecommunicatio, and TELECOM ITALIA. More

Mühlbauer Holding 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 Mühlbauer Holding'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 Mhlbauer Holding AG upside and downside potential and time the market with a certain degree of confidence.

Mühlbauer Holding Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Mühlbauer Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mühlbauer Holding's standard deviation. In reality, there are many statistical measures that can use Mühlbauer Holding historical prices to predict the future Mühlbauer Holding's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mühlbauer Holding'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.
Hype
Prediction
LowEstimatedHigh
40.5242.0043.48
Details
Intrinsic
Valuation
LowRealHigh
40.1241.6043.08
Details
Naive
Forecast
LowNextHigh
39.8941.3842.86
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
41.0742.0643.04
Details

Mühlbauer Holding Backtested Returns

Currently, Mhlbauer Holding AG is very steady. Mühlbauer Holding has Sharpe Ratio of 0.0977, which conveys that the firm had a 0.0977 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Mühlbauer Holding, which you can use to evaluate the volatility of the firm. Please verify Mühlbauer Holding's Downside Deviation of 1.33, risk adjusted performance of 0.0635, and Mean Deviation of 0.9812 to check out if the risk estimate we provide is consistent with the expected return of 0.14%. Mühlbauer Holding has a performance score of 7 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.14, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mühlbauer Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mühlbauer Holding is expected to be smaller as well. Mühlbauer Holding right now secures a risk of 1.48%. Please verify Mhlbauer Holding AG sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to decide if Mhlbauer Holding AG will be following its current price movements.

Auto-correlation

    
  0.20  

Weak predictability

Mhlbauer Holding AG has weak predictability. Overlapping area represents the amount of predictability between Mühlbauer Holding time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 Mühlbauer Holding price movement. The serial correlation of 0.2 indicates that over 20.0% of current Mühlbauer Holding price fluctuation can be explain by its past prices.
Correlation Coefficient0.2
Spearman Rank Test0.36
Residual Average0.0
Price Variance0.2

Mühlbauer Holding lagged returns against current returns

Autocorrelation, which is Mühlbauer Holding 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 Mühlbauer Holding's stock expected returns. We can calculate the autocorrelation of Mühlbauer Holding returns to help us make a trade decision. For example, suppose you find that Mühlbauer Holding 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   
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Mühlbauer Holding 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 Mühlbauer Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mühlbauer Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mühlbauer Holding stock over time.
   Current vs Lagged Prices   
       Timeline  

Mühlbauer Holding Lagged Returns

When evaluating Mühlbauer Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mühlbauer Holding stock have on its future price. Mühlbauer Holding 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, Mühlbauer Holding autocorrelation shows the relationship between Mühlbauer Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Mhlbauer Holding AG.
   Regressed Prices   
       Timeline  

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Additional Tools for Mühlbauer Stock Analysis

When running Mühlbauer Holding's price analysis, check to measure Mühlbauer Holding'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 Mühlbauer Holding is operating at the current time. Most of Mühlbauer Holding's value examination focuses on studying past and present price action to predict the probability of Mühlbauer Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mühlbauer Holding's price. Additionally, you may evaluate how the addition of Mühlbauer Holding to your portfolios can decrease your overall portfolio volatility.