Mondelez International (Mexico) Market Value
| MDLZ Stock | MXN 1,218 98.51 8.80% |
| Symbol | Mondelez |
Mondelez International '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 Mondelez International'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 Mondelez International.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Mondelez International on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Mondelez International or generate 0.0% return on investment in Mondelez International over 30 days. Mondelez International is related to or competes with Deutsche Bank, Genworth Financial, Air Transport, GMxico Transportes, UnitedHealth Group, Micron Technology, and Bank of Nova Scotia. Mondelez International, Inc., through its subsidiaries, manufactures, markets, and sells snack food and beverage product... More
Mondelez International 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 Mondelez International'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 Mondelez International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 12.27 | |||
| Value At Risk | (2.26) | |||
| Potential Upside | 2.22 |
Mondelez International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mondelez International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mondelez International's standard deviation. In reality, there are many statistical measures that can use Mondelez International historical prices to predict the future Mondelez International's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | (0.30) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mondelez International'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.
Mondelez International Backtested Returns
Mondelez International has Sharpe Ratio of -0.0324, which conveys that the firm had a -0.0324% return per unit of risk over the last 3 months. Mondelez International exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mondelez International's Risk Adjusted Performance of (0.04), standard deviation of 1.62, and Mean Deviation of 0.742 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.43, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mondelez International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mondelez International is expected to be smaller as well. Mondelez International has an expected return of -0.0635%. Please make sure to verify Mondelez International treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Mondelez International performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.72 |
Good predictability
Mondelez International has good predictability. Overlapping area represents the amount of predictability between Mondelez International time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Mondelez International price movement. The serial correlation of 0.72 indicates that around 72.0% of current Mondelez International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 551.9 |
Mondelez International lagged returns against current returns
Autocorrelation, which is Mondelez International 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 Mondelez International's stock expected returns. We can calculate the autocorrelation of Mondelez International returns to help us make a trade decision. For example, suppose you find that Mondelez International 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 |
Mondelez International 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 Mondelez International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mondelez International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mondelez International stock over time.
Current vs Lagged Prices |
| Timeline |
Mondelez International Lagged Returns
When evaluating Mondelez International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mondelez International stock have on its future price. Mondelez International 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, Mondelez International autocorrelation shows the relationship between Mondelez International stock current value and its past values and can show if there is a momentum factor associated with investing in Mondelez International.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Mondelez International in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Mondelez International's short interest history, or implied volatility extrapolated from Mondelez International options trading.
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Complementary Tools for Mondelez Stock analysis
When running Mondelez International's price analysis, check to measure Mondelez International's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Mondelez International is operating at the current time. Most of Mondelez International's value examination focuses on studying past and present price action to predict the probability of Mondelez International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mondelez International's price. Additionally, you may evaluate how the addition of Mondelez International to your portfolios can decrease your overall portfolio volatility.
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Mondelez International technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.