MIRAMAR HOTEL (Germany) Market Value
| MRL Stock | EUR 1.09 0.01 0.93% |
| Symbol | MIRAMAR |
MIRAMAR HOTEL '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 MIRAMAR HOTEL'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 MIRAMAR HOTEL.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in MIRAMAR HOTEL on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding MIRAMAR HOTEL INV or generate 0.0% return on investment in MIRAMAR HOTEL over 90 days. MIRAMAR HOTEL is related to or competes with MUTUIONLINE, SOFI TECHNOLOGIES, Firan Technology, Agilent Technologies, AAC TECHNOLOGHLDGADR, Gruppo Mutuionline, and Kingdee International. More
MIRAMAR HOTEL 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 MIRAMAR HOTEL'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 MIRAMAR HOTEL INV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.44 | |||
| Information Ratio | 0.0334 | |||
| Maximum Drawdown | 6.6 | |||
| Value At Risk | (1.82) | |||
| Potential Upside | 2.97 |
MIRAMAR HOTEL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MIRAMAR HOTEL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MIRAMAR HOTEL's standard deviation. In reality, there are many statistical measures that can use MIRAMAR HOTEL historical prices to predict the future MIRAMAR HOTEL's volatility.| Risk Adjusted Performance | 0.1319 | |||
| Jensen Alpha | 0.1708 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0312 | |||
| Treynor Ratio | 4.67 |
MIRAMAR HOTEL INV Backtested Returns
At this point, MIRAMAR HOTEL is unstable. MIRAMAR HOTEL INV has Sharpe Ratio of 0.14, which conveys that the firm had a 0.14 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for MIRAMAR HOTEL, which you can use to evaluate the volatility of the firm. Please verify MIRAMAR HOTEL's mean deviation of 0.9793, and Risk Adjusted Performance of 0.1319 to check out if the risk estimate we provide is consistent with the expected return of 0.19%. MIRAMAR HOTEL has a performance score of 11 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0376, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MIRAMAR HOTEL's returns are expected to increase less than the market. However, during the bear market, the loss of holding MIRAMAR HOTEL is expected to be smaller as well. MIRAMAR HOTEL INV currently secures a risk of 1.37%. Please verify MIRAMAR HOTEL INV treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if MIRAMAR HOTEL INV will be following its current price movements.
Auto-correlation | -0.49 |
Modest reverse predictability
MIRAMAR HOTEL INV has modest reverse predictability. Overlapping area represents the amount of predictability between MIRAMAR HOTEL time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 MIRAMAR HOTEL INV price movement. The serial correlation of -0.49 indicates that about 49.0% of current MIRAMAR HOTEL price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
MIRAMAR HOTEL INV lagged returns against current returns
Autocorrelation, which is MIRAMAR HOTEL 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 MIRAMAR HOTEL's stock expected returns. We can calculate the autocorrelation of MIRAMAR HOTEL returns to help us make a trade decision. For example, suppose you find that MIRAMAR HOTEL 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 |
MIRAMAR HOTEL 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 MIRAMAR HOTEL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MIRAMAR HOTEL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MIRAMAR HOTEL stock over time.
Current vs Lagged Prices |
| Timeline |
MIRAMAR HOTEL Lagged Returns
When evaluating MIRAMAR HOTEL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MIRAMAR HOTEL stock have on its future price. MIRAMAR HOTEL 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, MIRAMAR HOTEL autocorrelation shows the relationship between MIRAMAR HOTEL stock current value and its past values and can show if there is a momentum factor associated with investing in MIRAMAR HOTEL INV.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in MIRAMAR Stock
MIRAMAR HOTEL financial ratios help investors to determine whether MIRAMAR 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 MIRAMAR with respect to the benefits of owning MIRAMAR HOTEL security.