Macquarie (Australia) Market Value
| MQGPD Preferred Stock | 104.45 0.10 0.1% |
| Symbol | Macquarie |
Macquarie '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 Macquarie's preferred 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 Macquarie.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Macquarie on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Macquarie Group or generate 0.0% return on investment in Macquarie over 90 days. Macquarie is related to or competes with Patriot Battery, Sports Entertainment, Centuria Office, MAC Copper, Catalyst Metals, and Insurance Australia. More
Macquarie 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 Macquarie's preferred 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 Macquarie Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.303 | |||
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 1.72 | |||
| Value At Risk | (0.49) | |||
| Potential Upside | 0.7646 |
Macquarie Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Macquarie's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Macquarie's standard deviation. In reality, there are many statistical measures that can use Macquarie historical prices to predict the future Macquarie's volatility.| Risk Adjusted Performance | 0.0927 | |||
| Jensen Alpha | 0.025 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.32) | |||
| Treynor Ratio | 0.4998 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Macquarie'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.
Macquarie Group Backtested Returns
At this point, Macquarie is very steady. Macquarie Group has Sharpe Ratio of 0.0962, which conveys that the firm had a 0.0962 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Macquarie, which you can use to evaluate the volatility of the firm. Please verify Macquarie's Risk Adjusted Performance of 0.0927, mean deviation of 0.2793, and Downside Deviation of 0.303 to check out if the risk estimate we provide is consistent with the expected return of 0.037%. Macquarie has a performance score of 7 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0677, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Macquarie's returns are expected to increase less than the market. However, during the bear market, the loss of holding Macquarie is expected to be smaller as well. Macquarie Group right now secures a risk of 0.38%. Please verify Macquarie Group downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to decide if Macquarie Group will be following its current price movements.
Auto-correlation | 0.51 |
Modest predictability
Macquarie Group has modest predictability. Overlapping area represents the amount of predictability between Macquarie 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 Macquarie Group price movement. The serial correlation of 0.51 indicates that about 51.0% of current Macquarie price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.38 |
Macquarie Group lagged returns against current returns
Autocorrelation, which is Macquarie preferred 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 Macquarie's preferred stock expected returns. We can calculate the autocorrelation of Macquarie returns to help us make a trade decision. For example, suppose you find that Macquarie has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Macquarie 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 Macquarie preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Macquarie preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Macquarie preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Macquarie Lagged Returns
When evaluating Macquarie's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Macquarie preferred stock have on its future price. Macquarie 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, Macquarie autocorrelation shows the relationship between Macquarie preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Macquarie Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Macquarie Preferred Stock
Macquarie financial ratios help investors to determine whether Macquarie Preferred 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 Macquarie with respect to the benefits of owning Macquarie security.