MFE Mediaforeurope's market value is the price at which a share of MFE Mediaforeurope trades on a public exchange. It measures the collective expectations of MFE Mediaforeurope NV investors about its performance. MFE Mediaforeurope is trading at 2.79 as of the 22nd of July 2025, a 1.06% down since the beginning of the trading day. The stock's open price was 2.82. With this module, you can estimate the performance of a buy and hold strategy of MFE Mediaforeurope NV and determine expected loss or profit from investing in MFE Mediaforeurope over a given investment horizon. Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
MFE
MFE Mediaforeurope '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 MFE Mediaforeurope'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 MFE Mediaforeurope.
0.00
04/23/2025
No Change 0.00
0.0
In 3 months and 1 day
07/22/2025
0.00
If you would invest 0.00 in MFE Mediaforeurope on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding MFE Mediaforeurope NV or generate 0.0% return on investment in MFE Mediaforeurope over 90 days.
MFE Mediaforeurope 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 MFE Mediaforeurope'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 MFE Mediaforeurope NV upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for MFE Mediaforeurope's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MFE Mediaforeurope's standard deviation. In reality, there are many statistical measures that can use MFE Mediaforeurope historical prices to predict the future MFE Mediaforeurope's volatility.
At this point, MFE Mediaforeurope is slightly risky. MFE Mediaforeurope has Sharpe Ratio of 0.012, which conveys that the firm had a 0.012 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for MFE Mediaforeurope, which you can use to evaluate the volatility of the firm. Please verify MFE Mediaforeurope's mean deviation of 1.33, and Risk Adjusted Performance of (0.04) to check out if the risk estimate we provide is consistent with the expected return of 0.0215%. The company secures a Beta (Market Risk) of 0.35, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MFE Mediaforeurope's returns are expected to increase less than the market. However, during the bear market, the loss of holding MFE Mediaforeurope is expected to be smaller as well. MFE Mediaforeurope now secures a risk of 1.8%. Please verify MFE Mediaforeurope NV jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if MFE Mediaforeurope NV will be following its current price movements.
Auto-correlation
-0.7
Very good reverse predictability
MFE Mediaforeurope NV has very good reverse predictability. Overlapping area represents the amount of predictability between MFE Mediaforeurope 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 MFE Mediaforeurope price movement. The serial correlation of -0.7 indicates that around 70.0% of current MFE Mediaforeurope price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.7
Spearman Rank Test
-0.53
Residual Average
0.0
Price Variance
0.01
MFE Mediaforeurope lagged returns against current returns
Autocorrelation, which is MFE Mediaforeurope 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 MFE Mediaforeurope's stock expected returns. We can calculate the autocorrelation of MFE Mediaforeurope returns to help us make a trade decision. For example, suppose you find that MFE Mediaforeurope 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
MFE Mediaforeurope 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 MFE Mediaforeurope stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MFE Mediaforeurope stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MFE Mediaforeurope stock over time.
Current vs Lagged Prices
Timeline
MFE Mediaforeurope Lagged Returns
When evaluating MFE Mediaforeurope's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MFE Mediaforeurope stock have on its future price. MFE Mediaforeurope 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, MFE Mediaforeurope autocorrelation shows the relationship between MFE Mediaforeurope stock current value and its past values and can show if there is a momentum factor associated with investing in MFE Mediaforeurope NV.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.