Megaport (Australia) Market Value
| MP1 Stock | 14.24 0.39 2.67% |
| Symbol | Megaport |
Megaport '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 Megaport'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 Megaport.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Megaport on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Megaport or generate 0.0% return on investment in Megaport over 90 days. Megaport is related to or competes with Clean Seas, Technology One, Spirit Technology, Eroad, and Centaurus Metals. Megaport is entity of Australia. It is traded as Stock on AU exchange. More
Megaport 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 Megaport'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 Megaport upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.02 | |||
| Information Ratio | 0.201 | |||
| Maximum Drawdown | 11.29 | |||
| Value At Risk | (2.37) | |||
| Potential Upside | 5.12 |
Megaport Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Megaport's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Megaport's standard deviation. In reality, there are many statistical measures that can use Megaport historical prices to predict the future Megaport's volatility.| Risk Adjusted Performance | 0.2532 | |||
| Jensen Alpha | 0.5573 | |||
| Total Risk Alpha | 0.261 | |||
| Sortino Ratio | 0.2252 | |||
| Treynor Ratio | 2.34 |
Megaport Backtested Returns
Megaport appears to be not too volatile, given 3 months investment horizon. Megaport has Sharpe Ratio of 0.24, which conveys that the firm had a 0.24 % return per unit of risk over the last 3 months. By analyzing Megaport's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please exercise Megaport's Mean Deviation of 1.74, downside deviation of 2.02, and Risk Adjusted Performance of 0.2532 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Megaport holds a performance score of 18. The company secures a Beta (Market Risk) of 0.25, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Megaport's returns are expected to increase less than the market. However, during the bear market, the loss of holding Megaport is expected to be smaller as well. Please check Megaport's information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Megaport's current price movements will revert.
Auto-correlation | -0.02 |
Very weak reverse predictability
Megaport has very weak reverse predictability. Overlapping area represents the amount of predictability between Megaport 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 Megaport price movement. The serial correlation of -0.02 indicates that only 2.0% of current Megaport price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
Megaport lagged returns against current returns
Autocorrelation, which is Megaport 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 Megaport's stock expected returns. We can calculate the autocorrelation of Megaport returns to help us make a trade decision. For example, suppose you find that Megaport 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 |
Megaport 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 Megaport stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Megaport stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Megaport stock over time.
Current vs Lagged Prices |
| Timeline |
Megaport Lagged Returns
When evaluating Megaport's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Megaport stock have on its future price. Megaport 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, Megaport autocorrelation shows the relationship between Megaport stock current value and its past values and can show if there is a momentum factor associated with investing in Megaport.
Regressed Prices |
| Timeline |
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Additional Tools for Megaport Stock Analysis
When running Megaport's price analysis, check to measure Megaport'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 Megaport is operating at the current time. Most of Megaport's value examination focuses on studying past and present price action to predict the probability of Megaport's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Megaport's price. Additionally, you may evaluate how the addition of Megaport to your portfolios can decrease your overall portfolio volatility.