MOLSON COORS (Germany) Market Value
| NY70 Stock | EUR 46.00 0.20 0.43% |
| Symbol | MOLSON |
MOLSON COORS '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 MOLSON COORS'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 MOLSON COORS.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in MOLSON COORS on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding MOLSON RS BEVERAGE or generate 0.0% return on investment in MOLSON COORS over 90 days. MOLSON COORS is related to or competes with Fomento Econmico, Anheuser Busch, BUDWEISER BREWUNSPADR/4, China Resources, Molson Coors, MOLSON RS, and Royal Unibrew. Molson Coors Beverage Company manufactures, markets, and sells beer and other malt beverage products in the United State... More
MOLSON COORS 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 MOLSON COORS'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 MOLSON RS BEVERAGE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 17.32 | |||
| Value At Risk | (4.80) | |||
| Potential Upside | 3.23 |
MOLSON COORS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MOLSON COORS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MOLSON COORS's standard deviation. In reality, there are many statistical measures that can use MOLSON COORS historical prices to predict the future MOLSON COORS's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | (0.17) |
MOLSON RS BEVERAGE Backtested Returns
MOLSON RS BEVERAGE has Sharpe Ratio of -0.0397, which conveys that the firm had a -0.0397 % return per unit of volatility over the last 3 months. MOLSON COORS exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MOLSON COORS's risk adjusted performance of (0.04), and Mean Deviation of 1.35 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.71, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MOLSON COORS's returns are expected to increase less than the market. However, during the bear market, the loss of holding MOLSON COORS is expected to be smaller as well. At this point, MOLSON RS BEVERAGE has a negative expected return of -0.1%. Please make sure to verify MOLSON COORS's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if MOLSON RS BEVERAGE performance from the past will be repeated at future time.
Auto-correlation | 0.18 |
Very weak predictability
MOLSON RS BEVERAGE has very weak predictability. Overlapping area represents the amount of predictability between MOLSON COORS 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 MOLSON RS BEVERAGE price movement. The serial correlation of 0.18 indicates that over 18.0% of current MOLSON COORS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 3.95 |
MOLSON RS BEVERAGE lagged returns against current returns
Autocorrelation, which is MOLSON COORS 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 MOLSON COORS's stock expected returns. We can calculate the autocorrelation of MOLSON COORS returns to help us make a trade decision. For example, suppose you find that MOLSON COORS 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 |
MOLSON COORS 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 MOLSON COORS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MOLSON COORS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MOLSON COORS stock over time.
Current vs Lagged Prices |
| Timeline |
MOLSON COORS Lagged Returns
When evaluating MOLSON COORS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MOLSON COORS stock have on its future price. MOLSON COORS 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, MOLSON COORS autocorrelation shows the relationship between MOLSON COORS stock current value and its past values and can show if there is a momentum factor associated with investing in MOLSON RS BEVERAGE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in MOLSON Stock
MOLSON COORS financial ratios help investors to determine whether MOLSON 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 MOLSON with respect to the benefits of owning MOLSON COORS security.