Match Group 5625 Market Value
| 57665RAJ5 | 92.63 5.71 5.81% |
| Symbol | Match |
Match '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 Match'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 Match.
| 09/04/2024 |
| 12/03/2024 |
If you would invest 0.00 in Match on September 4, 2024 and sell it all today you would earn a total of 0.00 from holding Match Group 5625 or generate 0.0% return on investment in Match over 90 days. Match is related to or competes with Biglari Holdings, Yum Brands, Dennys Corp, Kura Sushi, Hurco Companies, Skyline, and Wendys. More
Match 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 Match'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 Match Group 5625 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.39) | |||
| Maximum Drawdown | 4.98 | |||
| Value At Risk | (0.66) | |||
| Potential Upside | 0.5102 |
Match Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Match's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Match's standard deviation. In reality, there are many statistical measures that can use Match historical prices to predict the future Match's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (2.50) |
Match Group 5625 Backtested Returns
Match Group 5625 has Sharpe Ratio of -0.17, which conveys that the entity had a -0.17% return per unit of risk over the last 3 months. Match exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Match's Risk Adjusted Performance of (0.14), mean deviation of 0.2925, and Standard Deviation of 0.592 to check out the risk estimate we provide. The bond secures a Beta (Market Risk) of 0.0467, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Match's returns are expected to increase less than the market. However, during the bear market, the loss of holding Match is expected to be smaller as well.
Auto-correlation | 0.33 |
Below average predictability
Match Group 5625 has below average predictability. Overlapping area represents the amount of predictability between Match time series from 4th of September 2024 to 19th of October 2024 and 19th of October 2024 to 3rd 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 Match Group 5625 price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Match price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 1.19 |
Match Group 5625 lagged returns against current returns
Autocorrelation, which is Match 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 Match's bond expected returns. We can calculate the autocorrelation of Match returns to help us make a trade decision. For example, suppose you find that Match 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 |
Match 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 Match bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Match bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Match bond over time.
Current vs Lagged Prices |
| Timeline |
Match Lagged Returns
When evaluating Match's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Match bond have on its future price. Match 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, Match autocorrelation shows the relationship between Match bond current value and its past values and can show if there is a momentum factor associated with investing in Match Group 5625.
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.Other Information on Investing in Match Bond
Match financial ratios help investors to determine whether Match 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 Match with respect to the benefits of owning Match security.