Maple Leaf Foods Stock Market Value
| MLFNF Stock | USD 22.18 0.08 0.36% |
| Symbol | Maple |
Maple Leaf '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 Maple Leaf'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 Maple Leaf.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Maple Leaf on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Maple Leaf Foods or generate 0.0% return on investment in Maple Leaf over 90 days. Maple Leaf is related to or competes with Natures Sunshine, Nocera, Mamas Creations, Laird Superfood, Nomad Foods, Saputo, and Metro. Maple Leaf Foods Inc. produces food products in the United States, Canada, Japan, China, and internationally More
Maple Leaf 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 Maple Leaf'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 Maple Leaf Foods upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.54 | |||
| Information Ratio | 0.2099 | |||
| Maximum Drawdown | 8.65 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 2.42 |
Maple Leaf Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maple Leaf's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Maple Leaf's standard deviation. In reality, there are many statistical measures that can use Maple Leaf historical prices to predict the future Maple Leaf's volatility.| Risk Adjusted Performance | 0.3004 | |||
| Jensen Alpha | 0.3863 | |||
| Total Risk Alpha | 0.2212 | |||
| Sortino Ratio | 0.1759 | |||
| Treynor Ratio | 3.26 |
Maple Leaf Foods Backtested Returns
Maple Leaf appears to be very steady, given 3 months investment horizon. Maple Leaf Foods has Sharpe Ratio of 0.29, which conveys that the firm had a 0.29 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Maple Leaf, which you can use to evaluate the volatility of the firm. Please exercise Maple Leaf's Mean Deviation of 0.8804, downside deviation of 1.54, and Risk Adjusted Performance of 0.3004 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Maple Leaf holds a performance score of 23. The company secures a Beta (Market Risk) of 0.12, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Maple Leaf's returns are expected to increase less than the market. However, during the bear market, the loss of holding Maple Leaf is expected to be smaller as well. Please check Maple Leaf's semi variance, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Maple Leaf's current price movements will revert.
Auto-correlation | 0.88 |
Very good predictability
Maple Leaf Foods has very good predictability. Overlapping area represents the amount of predictability between Maple Leaf time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Maple Leaf Foods price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Maple Leaf price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.39 |
Maple Leaf Foods lagged returns against current returns
Autocorrelation, which is Maple Leaf pink sheet'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 Maple Leaf's pink sheet expected returns. We can calculate the autocorrelation of Maple Leaf returns to help us make a trade decision. For example, suppose you find that Maple Leaf has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Maple Leaf 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 Maple Leaf pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Maple Leaf pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Maple Leaf pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Maple Leaf Lagged Returns
When evaluating Maple Leaf's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Maple Leaf pink sheet have on its future price. Maple Leaf 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, Maple Leaf autocorrelation shows the relationship between Maple Leaf pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Maple Leaf Foods.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Maple Pink Sheet
Maple Leaf financial ratios help investors to determine whether Maple 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 Maple with respect to the benefits of owning Maple Leaf security.