Manulife Financial (Germany) Market Value
| MLU Stock | EUR 26.39 0.10 0.38% |
| Symbol | Manulife |
Manulife Financial '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 Manulife Financial'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 Manulife Financial.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Manulife Financial on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Manulife Financial or generate 0.0% return on investment in Manulife Financial over 90 days. Manulife Financial is related to or competes with Vienna Insurance, VIENNA INSURANCE, Singapore Reinsurance, Universal Display, SBI Insurance, LG Display, and QBE Insurance. Manulife Financial Corporation, together with its subsidiaries, provides financial advice, insurance, and wealth and ass... More
Manulife Financial 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 Manulife Financial'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 Manulife Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9937 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 6.05 | |||
| Value At Risk | (1.62) | |||
| Potential Upside | 2.18 |
Manulife Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Manulife Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Manulife Financial's standard deviation. In reality, there are many statistical measures that can use Manulife Financial historical prices to predict the future Manulife Financial's volatility.| Risk Adjusted Performance | 0.0402 | |||
| Jensen Alpha | 0.0441 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.1) | |||
| Treynor Ratio | (1.36) |
Manulife Financial Backtested Returns
At this point, Manulife Financial is very steady. Manulife Financial has Sharpe Ratio of 0.0405, which conveys that the firm had a 0.0405 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Manulife Financial, which you can use to evaluate the volatility of the firm. Please verify Manulife Financial's Downside Deviation of 0.9937, mean deviation of 0.9344, and Risk Adjusted Performance of 0.0402 to check out if the risk estimate we provide is consistent with the expected return of 0.0501%. Manulife Financial has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0294, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Manulife Financial are expected to decrease at a much lower rate. During the bear market, Manulife Financial is likely to outperform the market. Manulife Financial right now secures a risk of 1.24%. Please verify Manulife Financial value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if Manulife Financial will be following its current price movements.
Auto-correlation | -0.65 |
Very good reverse predictability
Manulife Financial has very good reverse predictability. Overlapping area represents the amount of predictability between Manulife Financial 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 Manulife Financial price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Manulife Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.41 |
Manulife Financial lagged returns against current returns
Autocorrelation, which is Manulife Financial 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 Manulife Financial's stock expected returns. We can calculate the autocorrelation of Manulife Financial returns to help us make a trade decision. For example, suppose you find that Manulife Financial 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 |
Manulife Financial 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 Manulife Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Manulife Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Manulife Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Manulife Financial Lagged Returns
When evaluating Manulife Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Manulife Financial stock have on its future price. Manulife Financial 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, Manulife Financial autocorrelation shows the relationship between Manulife Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Manulife Financial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Manulife Stock
Manulife Financial financial ratios help investors to determine whether Manulife Stock 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 Manulife with respect to the benefits of owning Manulife Financial security.