Maggie Beer (Australia) Market Value
| MBH Stock | 0.06 0 1.59% |
| Symbol | Maggie |
Maggie Beer '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 Maggie Beer'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 Maggie Beer.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Maggie Beer on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Maggie Beer Holdings or generate 0.0% return on investment in Maggie Beer over 90 days. Maggie Beer is related to or competes with Aneka Tambang, National Australia, Commonwealth Bank, Commonwealth Bank, and BHP. Maggie Beer is entity of Australia. It is traded as Stock on AU exchange. More
Maggie Beer 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 Maggie Beer'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 Maggie Beer Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.34 | |||
| Information Ratio | 0.018 | |||
| Maximum Drawdown | 17.49 | |||
| Value At Risk | (5.80) | |||
| Potential Upside | 5.26 |
Maggie Beer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maggie Beer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Maggie Beer's standard deviation. In reality, there are many statistical measures that can use Maggie Beer historical prices to predict the future Maggie Beer's volatility.| Risk Adjusted Performance | 0.0653 | |||
| Jensen Alpha | 0.1669 | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | 0.0171 | |||
| Treynor Ratio | 1.17 |
Maggie Beer Holdings Backtested Returns
Maggie Beer appears to be out of control, given 3 months investment horizon. Maggie Beer Holdings has Sharpe Ratio of 0.0645, which conveys that the firm had a 0.0645 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Maggie Beer, which you can use to evaluate the volatility of the firm. Please exercise Maggie Beer's Downside Deviation of 3.34, risk adjusted performance of 0.0653, and Mean Deviation of 1.99 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Maggie Beer holds a performance score of 5. The company secures a Beta (Market Risk) of 0.16, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Maggie Beer's returns are expected to increase less than the market. However, during the bear market, the loss of holding Maggie Beer is expected to be smaller as well. Please check Maggie Beer's information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Maggie Beer's current price movements will revert.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Maggie Beer Holdings has insignificant reverse predictability. Overlapping area represents the amount of predictability between Maggie Beer 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 Maggie Beer Holdings price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Maggie Beer price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Maggie Beer Holdings lagged returns against current returns
Autocorrelation, which is Maggie Beer 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 Maggie Beer's stock expected returns. We can calculate the autocorrelation of Maggie Beer returns to help us make a trade decision. For example, suppose you find that Maggie Beer 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 |
Maggie Beer 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 Maggie Beer stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Maggie Beer stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Maggie Beer stock over time.
Current vs Lagged Prices |
| Timeline |
Maggie Beer Lagged Returns
When evaluating Maggie Beer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Maggie Beer stock have on its future price. Maggie Beer 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, Maggie Beer autocorrelation shows the relationship between Maggie Beer stock current value and its past values and can show if there is a momentum factor associated with investing in Maggie Beer Holdings.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Maggie Stock Analysis
When running Maggie Beer's price analysis, check to measure Maggie Beer'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 Maggie Beer is operating at the current time. Most of Maggie Beer's value examination focuses on studying past and present price action to predict the probability of Maggie Beer's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Maggie Beer's price. Additionally, you may evaluate how the addition of Maggie Beer to your portfolios can decrease your overall portfolio volatility.