MUA (Mauritius) Market Value
| MUA Stock | 65.00 3.50 5.69% |
| Symbol | MUA |
MUA '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 MUA'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 MUA.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in MUA on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding MUA LTD or generate 0.0% return on investment in MUA over 90 days.
MUA 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 MUA'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 MUA LTD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.96 | |||
| Information Ratio | 0.0091 | |||
| Maximum Drawdown | 28.71 | |||
| Value At Risk | (3.70) | |||
| Potential Upside | 4.84 |
MUA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MUA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MUA's standard deviation. In reality, there are many statistical measures that can use MUA historical prices to predict the future MUA's volatility.| Risk Adjusted Performance | 0.0551 | |||
| Jensen Alpha | 0.1742 | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | 0.008 | |||
| Treynor Ratio | (3.39) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MUA'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.
MUA LTD Backtested Returns
As of now, MUA Stock is very steady. MUA LTD retains Efficiency (Sharpe Ratio) of 0.0163, which conveys that the firm had a 0.0163 % return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for MUA, which you can use to evaluate the volatility of the firm. Please verify MUA's Downside Deviation of 3.96, mean deviation of 1.52, and Market Risk Adjusted Performance of (3.38) to check out if the risk estimate we provide is consistent with the expected return of 0.0566%. MUA has a performance score of 1 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of -0.0494, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MUA are expected to decrease at a much lower rate. During the bear market, MUA is likely to outperform the market. MUA LTD currently owns a risk of 3.48%. Please verify MUA LTD treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if MUA LTD will be following its current price history.
Auto-correlation | -0.61 |
Very good reverse predictability
MUA LTD has very good reverse predictability. Overlapping area represents the amount of predictability between MUA 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 MUA LTD price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current MUA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 23.79 |
MUA LTD lagged returns against current returns
Autocorrelation, which is MUA 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 MUA's stock expected returns. We can calculate the autocorrelation of MUA returns to help us make a trade decision. For example, suppose you find that MUA 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 |
MUA 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 MUA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MUA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MUA stock over time.
Current vs Lagged Prices |
| Timeline |
MUA Lagged Returns
When evaluating MUA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MUA stock have on its future price. MUA 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, MUA autocorrelation shows the relationship between MUA stock current value and its past values and can show if there is a momentum factor associated with investing in MUA LTD.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio Architect