MLP SE (UK) Market Value
| 0NDP Stock | 8.83 0.03 0.34% |
| Symbol | MLP |
MLP SE '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 MLP SE'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 MLP SE.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in MLP SE on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding MLP SE or generate 0.0% return on investment in MLP SE over 90 days. MLP SE is related to or competes with Cembra Money, International Consolidated, Sovereign Metals, Virgin Wines, Metro Bank, Tetragon Financial, and European Metals. MLP SE is entity of United Kingdom. It is traded as Stock on LSE exchange. More
MLP SE 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 MLP SE'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 MLP SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.26 | |||
| Information Ratio | 0.0805 | |||
| Maximum Drawdown | 11.3 | |||
| Value At Risk | (3.62) | |||
| Potential Upside | 4.69 |
MLP SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MLP SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MLP SE's standard deviation. In reality, there are many statistical measures that can use MLP SE historical prices to predict the future MLP SE's volatility.| Risk Adjusted Performance | 0.1387 | |||
| Jensen Alpha | 0.4085 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0812 | |||
| Treynor Ratio | (0.44) |
MLP SE Backtested Returns
MLP SE appears to be somewhat reliable, given 3 months investment horizon. MLP SE has Sharpe Ratio of 0.15, which conveys that the firm had a 0.15 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for MLP SE, which you can use to evaluate the volatility of the firm. Please exercise MLP SE's risk adjusted performance of 0.1387, and Mean Deviation of 1.69 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MLP SE holds a performance score of 11. The company secures a Beta (Market Risk) of -0.72, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning MLP SE are expected to decrease at a much lower rate. During the bear market, MLP SE is likely to outperform the market. Please check MLP SE's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether MLP SE's current price movements will revert.
Auto-correlation | 0.43 |
Average predictability
MLP SE has average predictability. Overlapping area represents the amount of predictability between MLP SE time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 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 MLP SE price movement. The serial correlation of 0.43 indicates that just about 43.0% of current MLP SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
MLP SE lagged returns against current returns
Autocorrelation, which is MLP SE 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 MLP SE's stock expected returns. We can calculate the autocorrelation of MLP SE returns to help us make a trade decision. For example, suppose you find that MLP SE 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 |
MLP SE 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 MLP SE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MLP SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MLP SE stock over time.
Current vs Lagged Prices |
| Timeline |
MLP SE Lagged Returns
When evaluating MLP SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MLP SE stock have on its future price. MLP SE 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, MLP SE autocorrelation shows the relationship between MLP SE stock current value and its past values and can show if there is a momentum factor associated with investing in MLP SE.
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.Additional Tools for MLP Stock Analysis
When running MLP SE's price analysis, check to measure MLP SE'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 MLP SE is operating at the current time. Most of MLP SE's value examination focuses on studying past and present price action to predict the probability of MLP SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MLP SE's price. Additionally, you may evaluate how the addition of MLP SE to your portfolios can decrease your overall portfolio volatility.