Motorcar Parts (Germany) Market Value
| 54M Stock | EUR 9.85 0.05 0.51% |
| Symbol | Motorcar |
Motorcar Parts '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 Motorcar Parts' 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 Motorcar Parts.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Motorcar Parts on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Motorcar Parts of or generate 0.0% return on investment in Motorcar Parts over 90 days. Motorcar Parts is related to or competes with BJs Wholesale, Fast Retailing, Transportadora, Fukuyama Transporting, National Retail, RETAIL FOOD, and SPORTING. More
Motorcar Parts 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 Motorcar Parts' 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 Motorcar Parts of upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.38 | |||
| Information Ratio | 0.0832 | |||
| Maximum Drawdown | 25.93 | |||
| Value At Risk | (4.47) | |||
| Potential Upside | 6.67 |
Motorcar Parts Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Motorcar Parts' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Motorcar Parts' standard deviation. In reality, there are many statistical measures that can use Motorcar Parts historical prices to predict the future Motorcar Parts' volatility.| Risk Adjusted Performance | 0.118 | |||
| Jensen Alpha | 0.4714 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | 0.0767 | |||
| Treynor Ratio | (14.42) |
Motorcar Parts Backtested Returns
Motorcar Parts appears to be slightly risky, given 3 months investment horizon. Motorcar Parts has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Motorcar Parts, which you can use to evaluate the volatility of the firm. Please exercise Motorcar Parts' Risk Adjusted Performance of 0.118, mean deviation of 2.81, and Downside Deviation of 4.38 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Motorcar Parts holds a performance score of 9. The company secures a Beta (Market Risk) of -0.0324, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Motorcar Parts are expected to decrease at a much lower rate. During the bear market, Motorcar Parts is likely to outperform the market. Please check Motorcar Parts' total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Motorcar Parts' current price movements will revert.
Auto-correlation | 0.42 |
Average predictability
Motorcar Parts of has average predictability. Overlapping area represents the amount of predictability between Motorcar Parts 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 Motorcar Parts price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Motorcar Parts price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.53 |
Motorcar Parts lagged returns against current returns
Autocorrelation, which is Motorcar Parts 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 Motorcar Parts' stock expected returns. We can calculate the autocorrelation of Motorcar Parts returns to help us make a trade decision. For example, suppose you find that Motorcar Parts 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 |
Motorcar Parts 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 Motorcar Parts stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Motorcar Parts stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Motorcar Parts stock over time.
Current vs Lagged Prices |
| Timeline |
Motorcar Parts Lagged Returns
When evaluating Motorcar Parts' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Motorcar Parts stock have on its future price. Motorcar Parts 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, Motorcar Parts autocorrelation shows the relationship between Motorcar Parts stock current value and its past values and can show if there is a momentum factor associated with investing in Motorcar Parts of.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Motorcar Stock
When determining whether Motorcar Parts offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Motorcar Parts' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Motorcar Parts Of Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Motorcar Parts Of Stock:Check out Motorcar Parts Correlation, Motorcar Parts Volatility and Motorcar Parts Alpha and Beta module to complement your research on Motorcar Parts. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
Motorcar Parts technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.