MPC Energy (Norway) Market Value
| MPCES Stock | NOK 10.70 0.10 0.93% |
| Symbol | MPC |
MPC Energy '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 MPC Energy'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 MPC Energy.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in MPC Energy on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding MPC Energy Solutions or generate 0.0% return on investment in MPC Energy over 90 days. MPC Energy is related to or competes with Scatec Solar, Cloudberry Clean, Otovo AS, Integrated Wind, Ocean Sun, and Skandia Greenpower. MPC Energy Solutions NV develop, construct, distribute, own, and operate renewable energy assets globally More
MPC Energy 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 MPC Energy'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 MPC Energy Solutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.53 | |||
| Information Ratio | 0.0976 | |||
| Maximum Drawdown | 10.48 | |||
| Value At Risk | (2.40) | |||
| Potential Upside | 3.14 |
MPC Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MPC Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MPC Energy's standard deviation. In reality, there are many statistical measures that can use MPC Energy historical prices to predict the future MPC Energy's volatility.| Risk Adjusted Performance | 0.1865 | |||
| Jensen Alpha | 0.3309 | |||
| Total Risk Alpha | 0.0156 | |||
| Sortino Ratio | 0.1099 | |||
| Treynor Ratio | 11.27 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MPC Energy's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
MPC Energy Solutions Backtested Returns
MPC Energy appears to be not too volatile, given 3 months investment horizon. MPC Energy Solutions retains Efficiency (Sharpe Ratio) of 0.18, which conveys that the firm had a 0.18 % return per unit of risk over the last 3 months. We have found thirty technical indicators for MPC Energy, which you can use to evaluate the volatility of the firm. Please exercise MPC Energy's Market Risk Adjusted Performance of 11.28, mean deviation of 1.3, and Semi Deviation of 1.09 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MPC Energy holds a performance score of 13. The company owns a Beta (Systematic Risk) of 0.0298, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MPC Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding MPC Energy is expected to be smaller as well. Please check MPC Energy's jensen alpha, skewness, relative strength index, as well as the relationship between the value at risk and day median price , to make a quick decision on whether MPC Energy's current price history will revert.
Auto-correlation | 0.42 |
Average predictability
MPC Energy Solutions has average predictability. Overlapping area represents the amount of predictability between MPC Energy time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 MPC Energy Solutions price movement. The serial correlation of 0.42 indicates that just about 42.0% of current MPC Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
MPC Energy Solutions lagged returns against current returns
Autocorrelation, which is MPC Energy 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 MPC Energy's stock expected returns. We can calculate the autocorrelation of MPC Energy returns to help us make a trade decision. For example, suppose you find that MPC Energy 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 |
MPC Energy 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 MPC Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MPC Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MPC Energy stock over time.
Current vs Lagged Prices |
| Timeline |
MPC Energy Lagged Returns
When evaluating MPC Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MPC Energy stock have on its future price. MPC Energy 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, MPC Energy autocorrelation shows the relationship between MPC Energy stock current value and its past values and can show if there is a momentum factor associated with investing in MPC Energy Solutions.
Regressed Prices |
| Timeline |
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MPC Energy financial ratios help investors to determine whether MPC 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 MPC with respect to the benefits of owning MPC Energy security.