Melco Resorts (Germany) Market Value
| MAS Stock | 7.05 0.40 6.02% |
| Symbol | Melco |
Melco Resorts '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 Melco Resorts' 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 Melco Resorts.
| 04/05/2025 |
| 07/04/2025 |
If you would invest 0.00 in Melco Resorts on April 5, 2025 and sell it all today you would earn a total of 0.00 from holding Melco Resorts Entertainment or generate 0.0% return on investment in Melco Resorts over 90 days. Melco Resorts is related to or competes with UNIQA INSURANCE, VIENNA INSURANCE, SIVERS SEMICONDUCTORS, Elmos Semiconductor, Safety Insurance, and TOREX SEMICONDUCTOR. More
Melco Resorts 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 Melco Resorts' 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 Melco Resorts Entertainment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.2 | |||
| Information Ratio | 0.2366 | |||
| Maximum Drawdown | 14.19 | |||
| Value At Risk | (4.59) | |||
| Potential Upside | 6.64 |
Melco Resorts Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Melco Resorts' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Melco Resorts' standard deviation. In reality, there are many statistical measures that can use Melco Resorts historical prices to predict the future Melco Resorts' volatility.| Risk Adjusted Performance | 0.4464 | |||
| Jensen Alpha | 0.9549 | |||
| Total Risk Alpha | 0.6746 | |||
| Sortino Ratio | 0.2428 | |||
| Treynor Ratio | (1.19) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Melco Resorts' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Melco Resorts Entert Backtested Returns
Melco Resorts appears to be slightly risky, given 3 months investment horizon. Melco Resorts Entert has Sharpe Ratio of 0.27, which conveys that the firm had a 0.27 % return per unit of risk over the last 3 months. By analyzing Melco Resorts' technical indicators, you can evaluate if the expected return of 0.89% is justified by implied risk. Please exercise Melco Resorts' Risk Adjusted Performance of 0.4464, downside deviation of 3.2, and Mean Deviation of 2.4 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Melco Resorts holds a performance score of 21. The company secures a Beta (Market Risk) of -0.74, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Melco Resorts are expected to decrease at a much lower rate. During the bear market, Melco Resorts is likely to outperform the market. Please check Melco Resorts' sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to make a quick decision on whether Melco Resorts' current price movements will revert.
Auto-correlation | 0.53 |
Modest predictability
Melco Resorts Entertainment has modest predictability. Overlapping area represents the amount of predictability between Melco Resorts time series from 5th of April 2025 to 20th of May 2025 and 20th of May 2025 to 4th 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 Melco Resorts Entert price movement. The serial correlation of 0.53 indicates that about 53.0% of current Melco Resorts price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Melco Resorts Entert lagged returns against current returns
Autocorrelation, which is Melco Resorts 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 Melco Resorts' stock expected returns. We can calculate the autocorrelation of Melco Resorts returns to help us make a trade decision. For example, suppose you find that Melco Resorts 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 |
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Melco Resorts 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 Melco Resorts stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Melco Resorts stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Melco Resorts stock over time.
Current vs Lagged Prices |
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Melco Resorts Lagged Returns
When evaluating Melco Resorts' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Melco Resorts stock have on its future price. Melco Resorts 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, Melco Resorts autocorrelation shows the relationship between Melco Resorts stock current value and its past values and can show if there is a momentum factor associated with investing in Melco Resorts Entertainment.
Regressed Prices |
| Timeline |
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Additional Tools for Melco Stock Analysis
When running Melco Resorts' price analysis, check to measure Melco Resorts' 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 Melco Resorts is operating at the current time. Most of Melco Resorts' value examination focuses on studying past and present price action to predict the probability of Melco Resorts' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Melco Resorts' price. Additionally, you may evaluate how the addition of Melco Resorts to your portfolios can decrease your overall portfolio volatility.