Marcventures Holdings (Philippines) Market Value
| MARC Stock | 0.50 0.01 1.96% |
| Symbol | Marcventures |
Marcventures Holdings '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 Marcventures Holdings' 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 Marcventures Holdings.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Marcventures Holdings on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Marcventures Holdings or generate 0.0% return on investment in Marcventures Holdings over 90 days.
Marcventures Holdings 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 Marcventures Holdings' 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 Marcventures Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.58 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 11.56 | |||
| Value At Risk | (3.64) | |||
| Potential Upside | 3.77 |
Marcventures Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marcventures Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marcventures Holdings' standard deviation. In reality, there are many statistical measures that can use Marcventures Holdings historical prices to predict the future Marcventures Holdings' volatility.| Risk Adjusted Performance | 0.0159 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0554 |
Marcventures Holdings Backtested Returns
Marcventures Holdings has Sharpe Ratio of -0.0803, which conveys that the firm had a -0.0803 % return per unit of risk over the last 3 months. Marcventures Holdings exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Marcventures Holdings' Risk Adjusted Performance of 0.0159, downside deviation of 2.58, and Mean Deviation of 1.65 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.25, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Marcventures Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Marcventures Holdings is expected to be smaller as well. At this point, Marcventures Holdings has a negative expected return of -0.17%. Please make sure to verify Marcventures Holdings' treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if Marcventures Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.53 |
Modest predictability
Marcventures Holdings has modest predictability. Overlapping area represents the amount of predictability between Marcventures Holdings 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 Marcventures Holdings price movement. The serial correlation of 0.53 indicates that about 53.0% of current Marcventures Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Marcventures Holdings lagged returns against current returns
Autocorrelation, which is Marcventures Holdings 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 Marcventures Holdings' stock expected returns. We can calculate the autocorrelation of Marcventures Holdings returns to help us make a trade decision. For example, suppose you find that Marcventures Holdings 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 |
Marcventures Holdings 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 Marcventures Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marcventures Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marcventures Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Marcventures Holdings Lagged Returns
When evaluating Marcventures Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marcventures Holdings stock have on its future price. Marcventures Holdings 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, Marcventures Holdings autocorrelation shows the relationship between Marcventures Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Marcventures Holdings.
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 Marcventures Stock Analysis
When running Marcventures Holdings' price analysis, check to measure Marcventures Holdings' 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 Marcventures Holdings is operating at the current time. Most of Marcventures Holdings' value examination focuses on studying past and present price action to predict the probability of Marcventures Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marcventures Holdings' price. Additionally, you may evaluate how the addition of Marcventures Holdings to your portfolios can decrease your overall portfolio volatility.