MFF Capital (Australia) Market Value
| MFF Stock | 4.45 0.03 0.68% |
| Symbol | MFF |
MFF Capital '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 MFF Capital'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 MFF Capital.
| 04/10/2025 |
| 07/09/2025 |
If you would invest 0.00 in MFF Capital on April 10, 2025 and sell it all today you would earn a total of 0.00 from holding MFF Capital Investments or generate 0.0% return on investment in MFF Capital over 90 days. MFF Capital is related to or competes with Australian Unity, Wisetech Global, and Emvision Medical. MFF Capital is entity of Australia. It is traded as Stock on AU exchange. More
MFF Capital 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 MFF Capital'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 MFF Capital Investments upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.59 | |||
| Information Ratio | 0.034 | |||
| Maximum Drawdown | 9.45 | |||
| Value At Risk | (2.05) | |||
| Potential Upside | 1.99 |
MFF Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MFF Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MFF Capital's standard deviation. In reality, there are many statistical measures that can use MFF Capital historical prices to predict the future MFF Capital's volatility.| Risk Adjusted Performance | 0.1449 | |||
| Jensen Alpha | 0.0952 | |||
| Total Risk Alpha | 0.0569 | |||
| Sortino Ratio | 0.0325 | |||
| Treynor Ratio | 0.3058 |
MFF Capital Investments Backtested Returns
Currently, MFF Capital Investments is not too volatile. MFF Capital Investments has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for MFF Capital, which you can use to evaluate the volatility of the firm. Please verify MFF Capital's risk adjusted performance of 0.1449, and Mean Deviation of 0.9258 to check out if the risk estimate we provide is consistent with the expected return of 0.13%. MFF Capital has a performance score of 10 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.41, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MFF Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding MFF Capital is expected to be smaller as well. MFF Capital Investments now secures a risk of 0.97%. Please verify MFF Capital Investments information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if MFF Capital Investments will be following its current price movements.
Auto-correlation | 0.72 |
Good predictability
MFF Capital Investments has good predictability. Overlapping area represents the amount of predictability between MFF Capital time series from 10th of April 2025 to 25th of May 2025 and 25th of May 2025 to 9th 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 MFF Capital Investments price movement. The serial correlation of 0.72 indicates that around 72.0% of current MFF Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
MFF Capital Investments lagged returns against current returns
Autocorrelation, which is MFF Capital 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 MFF Capital's stock expected returns. We can calculate the autocorrelation of MFF Capital returns to help us make a trade decision. For example, suppose you find that MFF Capital 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 |
MFF Capital 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 MFF Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MFF Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MFF Capital stock over time.
Current vs Lagged Prices |
| Timeline |
MFF Capital Lagged Returns
When evaluating MFF Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MFF Capital stock have on its future price. MFF Capital 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, MFF Capital autocorrelation shows the relationship between MFF Capital stock current value and its past values and can show if there is a momentum factor associated with investing in MFF Capital Investments.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for MFF Stock Analysis
When running MFF Capital's price analysis, check to measure MFF Capital'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 MFF Capital is operating at the current time. Most of MFF Capital's value examination focuses on studying past and present price action to predict the probability of MFF Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MFF Capital's price. Additionally, you may evaluate how the addition of MFF Capital to your portfolios can decrease your overall portfolio volatility.