Midasco Capital Corp Stock Market Value
| MGC-H Stock | 0.20 0.01 5.26% |
| Symbol | Midasco |
Midasco 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 Midasco 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 Midasco Capital.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Midasco Capital on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Midasco Capital Corp or generate 0.0% return on investment in Midasco Capital over 90 days. Midasco Capital is related to or competes with Perseus Mining, Elcora Advanced, MAG Silver, McEwen Mining, Falcon Energy, NeuPath Health, and UnitedHealth Group. Midasco Capital is entity of Canada. It is traded as Stock on V exchange. More
Midasco 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 Midasco 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 Midasco Capital Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1296 | |||
| Maximum Drawdown | 42.46 | |||
| Value At Risk | (6.67) | |||
| Potential Upside | 15.38 |
Midasco Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Midasco Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Midasco Capital's standard deviation. In reality, there are many statistical measures that can use Midasco Capital historical prices to predict the future Midasco Capital's volatility.| Risk Adjusted Performance | 0.1504 | |||
| Jensen Alpha | 1.03 | |||
| Total Risk Alpha | 0.0649 | |||
| Treynor Ratio | (1.59) |
Midasco Capital Corp Backtested Returns
Midasco Capital appears to be out of control, given 3 months investment horizon. Midasco Capital Corp has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11 % return per unit of risk over the last 3 months. By analyzing Midasco Capital's technical indicators, you can evaluate if the expected return of 0.6% is justified by implied risk. Please exercise Midasco Capital's Mean Deviation of 3.16, standard deviation of 6.32, and Risk Adjusted Performance of 0.1504 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Midasco Capital holds a performance score of 8. The company secures a Beta (Market Risk) of -0.6, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Midasco Capital are expected to decrease at a much lower rate. During the bear market, Midasco Capital is likely to outperform the market. Please check Midasco Capital's coefficient of variation, information ratio, total risk alpha, as well as the relationship between the standard deviation and jensen alpha , to make a quick decision on whether Midasco Capital's current price movements will revert.
Auto-correlation | 0.78 |
Good predictability
Midasco Capital Corp has good predictability. Overlapping area represents the amount of predictability between Midasco Capital time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Midasco Capital Corp price movement. The serial correlation of 0.78 indicates that around 78.0% of current Midasco Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Midasco Capital Corp lagged returns against current returns
Autocorrelation, which is Midasco 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 Midasco Capital's stock expected returns. We can calculate the autocorrelation of Midasco Capital returns to help us make a trade decision. For example, suppose you find that Midasco 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 |
Midasco 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 Midasco Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Midasco Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Midasco Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Midasco Capital Lagged Returns
When evaluating Midasco Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Midasco Capital stock have on its future price. Midasco 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, Midasco Capital autocorrelation shows the relationship between Midasco Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Midasco Capital Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Midasco Stock Analysis
When running Midasco Capital's price analysis, check to measure Midasco 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 Midasco Capital is operating at the current time. Most of Midasco Capital's value examination focuses on studying past and present price action to predict the probability of Midasco 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 Midasco Capital's price. Additionally, you may evaluate how the addition of Midasco Capital to your portfolios can decrease your overall portfolio volatility.