MOLSON RS BREWING Market Value
| 60871RAG5 | 97.48 0.41 0.42% |
| Symbol | MOLSON |
MOLSON '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 MOLSON'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 MOLSON.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in MOLSON on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding MOLSON RS BREWING or generate 0.0% return on investment in MOLSON over 90 days. MOLSON is related to or competes with Treace Medical, Esperion Therapeutics, Alphatec Holdings, Kingboard Chemical, and Air Products. More
MOLSON 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 MOLSON'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 MOLSON RS BREWING upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1462 | |||
| Maximum Drawdown | 3.23 | |||
| Value At Risk | (0.45) | |||
| Potential Upside | 0.2778 |
MOLSON Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MOLSON's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MOLSON's standard deviation. In reality, there are many statistical measures that can use MOLSON historical prices to predict the future MOLSON's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.0006) | |||
| Treynor Ratio | (0.33) |
MOLSON RS BREWING Backtested Returns
MOLSON RS BREWING has Sharpe Ratio of close to zero, which conveys that the entity had a close to zero % return per unit of volatility over the last 3 months. MOLSON exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MOLSON's mean deviation of 0.1866, and Risk Adjusted Performance of (0.10) to check out the risk estimate we provide. The bond secures a Beta (Market Risk) of 0.15, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MOLSON's returns are expected to increase less than the market. However, during the bear market, the loss of holding MOLSON is expected to be smaller as well.
Auto-correlation | 0.02 |
Virtually no predictability
MOLSON RS BREWING has virtually no predictability. Overlapping area represents the amount of predictability between MOLSON time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 MOLSON RS BREWING price movement. The serial correlation of 0.02 indicates that only 2.0% of current MOLSON price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
MOLSON RS BREWING lagged returns against current returns
Autocorrelation, which is MOLSON 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 MOLSON's bond expected returns. We can calculate the autocorrelation of MOLSON returns to help us make a trade decision. For example, suppose you find that MOLSON 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 |
MOLSON 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 MOLSON bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MOLSON bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MOLSON bond over time.
Current vs Lagged Prices |
| Timeline |
MOLSON Lagged Returns
When evaluating MOLSON's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MOLSON bond have on its future price. MOLSON 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, MOLSON autocorrelation shows the relationship between MOLSON bond current value and its past values and can show if there is a momentum factor associated with investing in MOLSON RS BREWING.
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 MOLSON Bond
MOLSON financial ratios help investors to determine whether MOLSON 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 MOLSON with respect to the benefits of owning MOLSON security.