Mitie Group Plc Stock Market Value
| MITFF Stock | USD 2.29 0.03 1.29% |
| Symbol | Mitie |
Mitie Group '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 Mitie Group's pink sheet 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 Mitie Group.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Mitie Group on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding Mitie Group plc or generate 0.0% return on investment in Mitie Group over 90 days. Mitie Group is related to or competes with Exchange Income, Tcnicas Reunidas, Ipsos SA, Japan Airport, Serco Group, Serco Group, and Kubota Corp. Mitie Group plc, together with its subsidiaries, provides strategic outsourcing services in the United Kingdom and inter... More
Mitie Group 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 Mitie Group's pink sheet 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 Mitie Group plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.77 | |||
| Information Ratio | 0.0361 | |||
| Maximum Drawdown | 16.69 | |||
| Value At Risk | (4.09) | |||
| Potential Upside | 5.13 |
Mitie Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mitie Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mitie Group's standard deviation. In reality, there are many statistical measures that can use Mitie Group historical prices to predict the future Mitie Group's volatility.| Risk Adjusted Performance | 0.0561 | |||
| Jensen Alpha | 0.188 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0193 | |||
| Treynor Ratio | (0.40) |
Mitie Group January 24, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
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| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0561 | |||
| Market Risk Adjusted Performance | (0.39) | |||
| Mean Deviation | 1.3 | |||
| Semi Deviation | 1.97 | |||
| Downside Deviation | 4.77 | |||
| Coefficient Of Variation | 1495.45 | |||
| Standard Deviation | 2.55 | |||
| Variance | 6.49 | |||
| Information Ratio | 0.0361 | |||
| Jensen Alpha | 0.188 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0193 | |||
| Treynor Ratio | (0.40) | |||
| Maximum Drawdown | 16.69 | |||
| Value At Risk | (4.09) | |||
| Potential Upside | 5.13 | |||
| Downside Variance | 22.75 | |||
| Semi Variance | 3.87 | |||
| Expected Short fall | (2.32) | |||
| Skewness | 0.3836 | |||
| Kurtosis | 4.92 |
Mitie Group plc Backtested Returns
At this point, Mitie Group is risky. Mitie Group plc has Sharpe Ratio of 0.081, which conveys that the firm had a 0.081 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Mitie Group, which you can use to evaluate the volatility of the firm. Please verify Mitie Group's Risk Adjusted Performance of 0.0561, downside deviation of 4.77, and Mean Deviation of 1.3 to check out if the risk estimate we provide is consistent with the expected return of 0.19%. Mitie Group has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.4, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Mitie Group are expected to decrease at a much lower rate. During the bear market, Mitie Group is likely to outperform the market. Mitie Group plc right now secures a risk of 2.39%. Please verify Mitie Group plc value at risk, as well as the relationship between the expected short fall and day median price , to decide if Mitie Group plc will be following its current price movements.
Auto-correlation | 0.13 |
Insignificant predictability
Mitie Group plc has insignificant predictability. Overlapping area represents the amount of predictability between Mitie Group time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Mitie Group plc price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Mitie Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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Other Information on Investing in Mitie Pink Sheet
Mitie Group financial ratios help investors to determine whether Mitie Pink Sheet 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 Mitie with respect to the benefits of owning Mitie Group security.