MASTERCARD INC Market Value
| 57636QAL8 | 76.18 0.17 0.22% |
| Symbol | MASTERCARD |
MASTERCARD '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 MASTERCARD's bond 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 MASTERCARD.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in MASTERCARD on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding MASTERCARD INC or generate 0.0% return on investment in MASTERCARD over 90 days. MASTERCARD is related to or competes with TechTarget, Common, Integral, Compania Cervecerias, Primo Brands, Imax Corp, Iridium Communications, and Fomento Economico. More
MASTERCARD 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 MASTERCARD's bond 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 MASTERCARD INC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0407 | |||
| Maximum Drawdown | 19.03 | |||
| Value At Risk | (2.91) | |||
| Potential Upside | 1.62 |
MASTERCARD Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MASTERCARD's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MASTERCARD's standard deviation. In reality, there are many statistical measures that can use MASTERCARD historical prices to predict the future MASTERCARD's volatility.| Risk Adjusted Performance | 0.0011 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | 0.2464 | |||
| Treynor Ratio | (0.14) |
MASTERCARD INC Backtested Returns
MASTERCARD INC has Sharpe Ratio of -0.033, which conveys that the bond had a -0.033 % return per unit of standard deviation over the last 3 months. MASTERCARD exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MASTERCARD's standard deviation of 2.14, and Mean Deviation of 1.12 to check out the risk estimate we provide. The entity secures a Beta (Market Risk) of 0.16, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MASTERCARD's returns are expected to increase less than the market. However, during the bear market, the loss of holding MASTERCARD is expected to be smaller as well.
Auto-correlation | -0.02 |
Very weak reverse predictability
MASTERCARD INC has very weak reverse predictability. Overlapping area represents the amount of predictability between MASTERCARD 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 MASTERCARD INC price movement. The serial correlation of -0.02 indicates that only 2.0% of current MASTERCARD price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 2.46 |
MASTERCARD INC lagged returns against current returns
Autocorrelation, which is MASTERCARD bond'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 MASTERCARD's bond expected returns. We can calculate the autocorrelation of MASTERCARD returns to help us make a trade decision. For example, suppose you find that MASTERCARD has exhibited high autocorrelation historically, and you observe that the bond 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 |
MASTERCARD 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 MASTERCARD bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MASTERCARD bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MASTERCARD bond over time.
Current vs Lagged Prices |
| Timeline |
MASTERCARD Lagged Returns
When evaluating MASTERCARD's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MASTERCARD bond have on its future price. MASTERCARD 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, MASTERCARD autocorrelation shows the relationship between MASTERCARD bond current value and its past values and can show if there is a momentum factor associated with investing in MASTERCARD INC.
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 MASTERCARD Bond
MASTERCARD financial ratios help investors to determine whether MASTERCARD Bond 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 MASTERCARD with respect to the benefits of owning MASTERCARD security.