Mattr Corp Stock Market Value
| MATR Stock | 12.81 0.04 0.31% |
| Symbol | Mattr |
Mattr Corp Price To Book Ratio
Mattr Corp '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 Mattr Corp'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 Mattr Corp.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Mattr Corp on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Mattr Corp or generate 0.0% return on investment in Mattr Corp over 90 days. Mattr Corp is related to or competes with Arbor Metals, Doman Building, Andean Precious, Lion One, Dream Industrial, and Osisko Metals. Mattr Corp is entity of Canada. It is traded as Stock on TO exchange. More
Mattr Corp 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 Mattr Corp'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 Mattr Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.73 | |||
| Information Ratio | 0.13 | |||
| Maximum Drawdown | 12.16 | |||
| Value At Risk | (3.57) | |||
| Potential Upside | 4.6 |
Mattr Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mattr Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mattr Corp's standard deviation. In reality, there are many statistical measures that can use Mattr Corp historical prices to predict the future Mattr Corp's volatility.| Risk Adjusted Performance | 0.1775 | |||
| Jensen Alpha | 0.4729 | |||
| Total Risk Alpha | 0.1043 | |||
| Sortino Ratio | 0.1264 | |||
| Treynor Ratio | 23.54 |
Mattr Corp Backtested Returns
Mattr Corp appears to be not too volatile, given 3 months investment horizon. Mattr Corp has Sharpe Ratio of 0.2, which conveys that the firm had a 0.2 % return per unit of risk over the last 3 months. By analyzing Mattr Corp's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please exercise Mattr Corp's Risk Adjusted Performance of 0.1775, downside deviation of 2.73, and Mean Deviation of 2.06 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mattr Corp holds a performance score of 15. The company secures a Beta (Market Risk) of 0.0202, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mattr Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mattr Corp is expected to be smaller as well. Please check Mattr Corp's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether Mattr Corp's current price movements will revert.
Auto-correlation | 0.09 |
Virtually no predictability
Mattr Corp has virtually no predictability. Overlapping area represents the amount of predictability between Mattr Corp 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 Mattr Corp price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Mattr Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.76 |
Mattr Corp lagged returns against current returns
Autocorrelation, which is Mattr Corp 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 Mattr Corp's stock expected returns. We can calculate the autocorrelation of Mattr Corp returns to help us make a trade decision. For example, suppose you find that Mattr Corp 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 |
Mattr Corp 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 Mattr Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mattr Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mattr Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Mattr Corp Lagged Returns
When evaluating Mattr Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mattr Corp stock have on its future price. Mattr Corp 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, Mattr Corp autocorrelation shows the relationship between Mattr Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Mattr Corp.
Regressed Prices |
| Timeline |
Pair Trading with Mattr Corp
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Mattr Corp position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Mattr Corp will appreciate offsetting losses from the drop in the long position's value.Moving together with Mattr Stock
Moving against Mattr Stock
The ability to find closely correlated positions to Mattr Corp could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Mattr Corp when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Mattr Corp - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Mattr Corp to buy it.
The correlation of Mattr Corp is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Mattr Corp moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Mattr Corp moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Mattr Corp can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Mattr Stock
Mattr Corp financial ratios help investors to determine whether Mattr Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Mattr with respect to the benefits of owning Mattr Corp security.