Marwyn Value (UK) Market Value
| MVI Stock | 105.00 1.00 0.96% |
| Symbol | Marwyn |
Marwyn Value '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 Marwyn Value'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 Marwyn Value.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Marwyn Value on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Marwyn Value Investors or generate 0.0% return on investment in Marwyn Value over 90 days. Marwyn Value is related to or competes with Norwegian Air, Supermarket Income, Amedeo Air, Delta Air, Finnair Oyj, Naked Wines, and Gamma Communications. More
Marwyn Value 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 Marwyn Value'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 Marwyn Value Investors upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.4646 | |||
| Maximum Drawdown | 4.78 | |||
| Value At Risk | (0.50) | |||
| Potential Upside | 2.55 |
Marwyn Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marwyn Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marwyn Value's standard deviation. In reality, there are many statistical measures that can use Marwyn Value historical prices to predict the future Marwyn Value's volatility.| Risk Adjusted Performance | 0.3116 | |||
| Jensen Alpha | 0.313 | |||
| Total Risk Alpha | 0.435 | |||
| Treynor Ratio | (5.35) |
Marwyn Value Investors Backtested Returns
Marwyn Value appears to be very steady, given 3 months investment horizon. Marwyn Value Investors has Sharpe Ratio of 0.36, which conveys that the firm had a 0.36 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Marwyn Value, which you can use to evaluate the volatility of the firm. Please exercise Marwyn Value's Risk Adjusted Performance of 0.3116, mean deviation of 0.5923, and Standard Deviation of 0.9223 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Marwyn Value holds a performance score of 28. The company secures a Beta (Market Risk) of -0.0597, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Marwyn Value are expected to decrease at a much lower rate. During the bear market, Marwyn Value is likely to outperform the market. Please check Marwyn Value's accumulation distribution, day typical price, and the relationship between the skewness and rate of daily change , to make a quick decision on whether Marwyn Value's current price movements will revert.
Auto-correlation | 0.98 |
Excellent predictability
Marwyn Value Investors has excellent predictability. Overlapping area represents the amount of predictability between Marwyn Value time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Marwyn Value Investors price movement. The serial correlation of 0.98 indicates that 98.0% of current Marwyn Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.98 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 5.95 |
Marwyn Value Investors lagged returns against current returns
Autocorrelation, which is Marwyn Value 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 Marwyn Value's stock expected returns. We can calculate the autocorrelation of Marwyn Value returns to help us make a trade decision. For example, suppose you find that Marwyn Value 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 |
Marwyn Value 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 Marwyn Value stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marwyn Value stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marwyn Value stock over time.
Current vs Lagged Prices |
| Timeline |
Marwyn Value Lagged Returns
When evaluating Marwyn Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marwyn Value stock have on its future price. Marwyn Value 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, Marwyn Value autocorrelation shows the relationship between Marwyn Value stock current value and its past values and can show if there is a momentum factor associated with investing in Marwyn Value Investors.
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.Other Information on Investing in Marwyn Stock
Marwyn Value financial ratios help investors to determine whether Marwyn 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 Marwyn with respect to the benefits of owning Marwyn Value security.