Micropolis Holding Stock Market Value
| MCRP Stock | 2.61 0.25 10.59% |
| Symbol | Micropolis |
Micropolis Holding Price To Book Ratio
Is Industrial Machinery & Supplies & Components space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Micropolis Holding. If investors know Micropolis will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Micropolis Holding listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Micropolis Holding is measured differently than its book value, which is the value of Micropolis that is recorded on the company's balance sheet. Investors also form their own opinion of Micropolis Holding's value that differs from its market value or its book value, called intrinsic value, which is Micropolis Holding's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Micropolis Holding's market value can be influenced by many factors that don't directly affect Micropolis Holding's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Micropolis Holding's value and its price as these two are different measures arrived at by different means. Investors typically determine if Micropolis Holding is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Micropolis Holding's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Micropolis Holding '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 Micropolis Holding'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 Micropolis Holding.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Micropolis Holding on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Micropolis Holding or generate 0.0% return on investment in Micropolis Holding over 90 days. Micropolis Holding is related to or competes with Thai Beverage, Monster Beverage, SL Green, SNDL, RBC Bearings, Utah Medical, and Willamette Valley. Micropolis Holding is entity of United States More
Micropolis Holding 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 Micropolis Holding'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 Micropolis Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 54.44 | |||
| Value At Risk | (11.35) | |||
| Potential Upside | 15.74 |
Micropolis Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Micropolis Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Micropolis Holding's standard deviation. In reality, there are many statistical measures that can use Micropolis Holding historical prices to predict the future Micropolis Holding's volatility.| Risk Adjusted Performance | 0.0058 | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (1.33) | |||
| Treynor Ratio | (0.06) |
Micropolis Holding Backtested Returns
Micropolis Holding appears to be dangerous, given 3 months investment horizon. Micropolis Holding has Sharpe Ratio of 0.0408, which conveys that the firm had a 0.0408 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Micropolis Holding, which you can use to evaluate the volatility of the firm. Please exercise Micropolis Holding's Mean Deviation of 5.74, risk adjusted performance of 0.0058, and Standard Deviation of 8.81 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Micropolis Holding holds a performance score of 3. The company secures a Beta (Market Risk) of 0.63, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Micropolis Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Micropolis Holding is expected to be smaller as well. Please check Micropolis Holding's treynor ratio, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether Micropolis Holding's current price movements will revert.
Auto-correlation | 0.01 |
Virtually no predictability
Micropolis Holding has virtually no predictability. Overlapping area represents the amount of predictability between Micropolis Holding time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Micropolis Holding price movement. The serial correlation of 0.01 indicates that just 1.0% of current Micropolis Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Micropolis Holding lagged returns against current returns
Autocorrelation, which is Micropolis Holding 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 Micropolis Holding's stock expected returns. We can calculate the autocorrelation of Micropolis Holding returns to help us make a trade decision. For example, suppose you find that Micropolis Holding 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 |
Micropolis Holding 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 Micropolis Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Micropolis Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Micropolis Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Micropolis Holding Lagged Returns
When evaluating Micropolis Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Micropolis Holding stock have on its future price. Micropolis Holding 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, Micropolis Holding autocorrelation shows the relationship between Micropolis Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Micropolis Holding.
Regressed Prices |
| Timeline |
Pair Trading with Micropolis Holding
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 Micropolis Holding 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 Micropolis Holding will appreciate offsetting losses from the drop in the long position's value.Moving against Micropolis Stock
| 0.51 | S | SentinelOne | PairCorr |
| 0.5 | DVLT | Datavault AI Symbol Change | PairCorr |
| 0.47 | DTSS | Datasea | PairCorr |
| 0.42 | DOCN | DigitalOcean Holdings | PairCorr |
| 0.37 | VERI | Veritone Tech Boost | PairCorr |
The ability to find closely correlated positions to Micropolis Holding could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Micropolis Holding 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 Micropolis Holding - 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 Micropolis Holding to buy it.
The correlation of Micropolis Holding 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 Micropolis Holding moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Micropolis Holding 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 Micropolis Holding 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.Additional Tools for Micropolis Stock Analysis
When running Micropolis Holding's price analysis, check to measure Micropolis Holding'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 Micropolis Holding is operating at the current time. Most of Micropolis Holding's value examination focuses on studying past and present price action to predict the probability of Micropolis Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Micropolis Holding's price. Additionally, you may evaluate how the addition of Micropolis Holding to your portfolios can decrease your overall portfolio volatility.