Moneta Money (UK) Market Value
| 0RGC Stock | 82.45 61.75 42.82% |
| Symbol | Moneta |
Moneta Money '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 Moneta Money'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 Moneta Money.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Moneta Money on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Moneta Money Bank or generate 0.0% return on investment in Moneta Money over 90 days. Moneta Money is related to or competes with Fiinu PLC, AFC Energy, Argo Blockchain, SANTANDER, Coor Service, Mereo BioPharma, and IShares Dow. Moneta Money is entity of United Kingdom More
Moneta Money 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 Moneta Money'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 Moneta Money Bank upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0325 | |||
| Maximum Drawdown | 0.1214 |
Moneta Money Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moneta Money's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moneta Money's standard deviation. In reality, there are many statistical measures that can use Moneta Money historical prices to predict the future Moneta Money's volatility.| Risk Adjusted Performance | 0.0517 | |||
| Jensen Alpha | 0.3667 | |||
| Total Risk Alpha | (1.02) | |||
| Treynor Ratio | 0.5628 |
Moneta Money Bank Backtested Returns
Moneta Money appears to be very steady, given 3 months investment horizon. Moneta Money Bank has Sharpe Ratio of 0.0471, which conveys that the firm had a 0.0471 % return per unit of risk over the last 3 months. By analyzing Moneta Money's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please exercise Moneta Money's Mean Deviation of 2.25, risk adjusted performance of 0.0517, and Standard Deviation of 10.69 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Moneta Money holds a performance score of 3. The company secures a Beta (Market Risk) of 0.85, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Moneta Money's returns are expected to increase less than the market. However, during the bear market, the loss of holding Moneta Money is expected to be smaller as well. Please check Moneta Money's coefficient of variation, variance, jensen alpha, as well as the relationship between the standard deviation and information ratio , to make a quick decision on whether Moneta Money's current price movements will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Moneta Money Bank has no correlation between past and present. Overlapping area represents the amount of predictability between Moneta Money time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Moneta Money Bank price movement. The serial correlation of 0.0 indicates that just 0.0% of current Moneta Money price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Moneta Money Bank lagged returns against current returns
Autocorrelation, which is Moneta Money 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 Moneta Money's stock expected returns. We can calculate the autocorrelation of Moneta Money returns to help us make a trade decision. For example, suppose you find that Moneta Money 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 |
Moneta Money 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 Moneta Money stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Moneta Money stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Moneta Money stock over time.
Current vs Lagged Prices |
| Timeline |
Moneta Money Lagged Returns
When evaluating Moneta Money's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Moneta Money stock have on its future price. Moneta Money 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, Moneta Money autocorrelation shows the relationship between Moneta Money stock current value and its past values and can show if there is a momentum factor associated with investing in Moneta Money Bank.
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 Moneta Stock Analysis
When running Moneta Money's price analysis, check to measure Moneta Money'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 Moneta Money is operating at the current time. Most of Moneta Money's value examination focuses on studying past and present price action to predict the probability of Moneta Money's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Moneta Money's price. Additionally, you may evaluate how the addition of Moneta Money to your portfolios can decrease your overall portfolio volatility.