Macquarie Bank (Australia) Market Value
| MBLPC Preferred Stock | 101.85 0.10 0.1% |
| Symbol | Macquarie |
Macquarie Bank '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 Macquarie Bank's preferred 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 Macquarie Bank.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Macquarie Bank on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Macquarie Bank or generate 0.0% return on investment in Macquarie Bank over 90 days. Macquarie Bank is related to or competes with Liberty Financial, MA Financial, Ainsworth Game, Super Retail, Sequoia Financial, KKR Credit, and National Australia. More
Macquarie Bank 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 Macquarie Bank's preferred 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 Macquarie Bank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1679 | |||
| Information Ratio | (0.71) | |||
| Maximum Drawdown | 0.7625 | |||
| Value At Risk | (0.25) | |||
| Potential Upside | 0.2885 |
Macquarie Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Macquarie Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Macquarie Bank's standard deviation. In reality, there are many statistical measures that can use Macquarie Bank historical prices to predict the future Macquarie Bank's volatility.| Risk Adjusted Performance | 0.1138 | |||
| Jensen Alpha | 0.0125 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.67) | |||
| Treynor Ratio | 0.4453 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Macquarie Bank's 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.
Macquarie Bank Backtested Returns
At this point, Macquarie Bank is very steady. Macquarie Bank has Sharpe Ratio of 0.17, which conveys that the firm had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Macquarie Bank, which you can use to evaluate the volatility of the firm. Please verify Macquarie Bank's Coefficient Of Variation of 574.39, risk adjusted performance of 0.1138, and Mean Deviation of 0.1207 to check out if the risk estimate we provide is consistent with the expected return of 0.0276%. Macquarie Bank has a performance score of 13 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0396, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Macquarie Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Macquarie Bank is expected to be smaller as well. Macquarie Bank right now secures a risk of 0.16%. Please verify Macquarie Bank value at risk, kurtosis, and the relationship between the sortino ratio and semi variance , to decide if Macquarie Bank will be following its current price movements.
Auto-correlation | 0.60 |
Good predictability
Macquarie Bank has good predictability. Overlapping area represents the amount of predictability between Macquarie Bank time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Macquarie Bank price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Macquarie Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Macquarie Bank lagged returns against current returns
Autocorrelation, which is Macquarie Bank preferred 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 Macquarie Bank's preferred stock expected returns. We can calculate the autocorrelation of Macquarie Bank returns to help us make a trade decision. For example, suppose you find that Macquarie Bank has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Macquarie Bank 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 Macquarie Bank preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Macquarie Bank preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Macquarie Bank preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Macquarie Bank Lagged Returns
When evaluating Macquarie Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Macquarie Bank preferred stock have on its future price. Macquarie Bank 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, Macquarie Bank autocorrelation shows the relationship between Macquarie Bank preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Macquarie Bank.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Macquarie Preferred Stock
Macquarie Bank financial ratios help investors to determine whether Macquarie Preferred 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 Macquarie with respect to the benefits of owning Macquarie Bank security.