Mcdonalds Holdings Stock Market Value
| MDNDF Stock | USD 45.99 0.00 0.00% |
| Symbol | McDonalds |
McDonalds Holdings '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 McDonalds Holdings' pink sheet 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 McDonalds Holdings.
| 03/24/2024 |
| 04/23/2024 |
If you would invest 0.00 in McDonalds Holdings on March 24, 2024 and sell it all today you would earn a total of 0.00 from holding McDonalds Holdings or generate 0.0% return on investment in McDonalds Holdings over 30 days. McDonalds Holdings is related to or competes with Jollibee Foods, Nathans Famous, Good Times, Compass Group, Wingstop, Papa Johns, and Chipotle Mexican. McDonalds Holdings Company , Ltd. operates a chain of hamburger restaurants under the McDonalds brand in Japan More
McDonalds Holdings 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 McDonalds Holdings' pink sheet 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 McDonalds Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0998 | |||
| Maximum Drawdown | 7.35 |
McDonalds Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for McDonalds Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as McDonalds Holdings' standard deviation. In reality, there are many statistical measures that can use McDonalds Holdings historical prices to predict the future McDonalds Holdings' volatility.| Risk Adjusted Performance | 0.1113 | |||
| Jensen Alpha | 0.1903 | |||
| Total Risk Alpha | 0.0485 | |||
| Treynor Ratio | (25.99) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of McDonalds Holdings' 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.
McDonalds Holdings Backtested Returns
McDonalds Holdings appears to be very steady, given 3 months investment horizon. McDonalds Holdings has Sharpe Ratio of 0.18, which conveys that the firm had a 0.18% return per unit of risk over the last 3 months. We have found sixteen technical indicators for McDonalds Holdings, which you can use to evaluate the volatility of the firm. Please exercise McDonalds Holdings' risk adjusted performance of 0.1113, and Mean Deviation of 0.3874 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, McDonalds Holdings holds a performance score of 14. The company secures a Beta (Market Risk) of -0.0073, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning McDonalds Holdings are expected to decrease at a much lower rate. During the bear market, McDonalds Holdings is likely to outperform the market. Please check McDonalds Holdings' variance, as well as the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether McDonalds Holdings' current price movements will revert.
Auto-correlation | 0.00 |
No correlation between past and present
McDonalds Holdings has no correlation between past and present. Overlapping area represents the amount of predictability between McDonalds Holdings time series from 24th of March 2024 to 8th of April 2024 and 8th of April 2024 to 23rd 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 McDonalds Holdings price movement. The serial correlation of 0.0 indicates that just 0.0% of current McDonalds Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
McDonalds Holdings lagged returns against current returns
Autocorrelation, which is McDonalds Holdings pink sheet'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 McDonalds Holdings' pink sheet expected returns. We can calculate the autocorrelation of McDonalds Holdings returns to help us make a trade decision. For example, suppose you find that McDonalds Holdings has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
McDonalds Holdings 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 McDonalds Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if McDonalds Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in McDonalds Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
McDonalds Holdings Lagged Returns
When evaluating McDonalds Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of McDonalds Holdings pink sheet have on its future price. McDonalds Holdings 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, McDonalds Holdings autocorrelation shows the relationship between McDonalds Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in McDonalds Holdings.
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 McDonalds Holdings 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, McDonalds Holdings' short interest history, or implied volatility extrapolated from McDonalds Holdings options trading.
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Try AI Portfolio ArchitectCheck out McDonalds Holdings Correlation, McDonalds Holdings Volatility and McDonalds Holdings Alpha and Beta module to complement your research on McDonalds Holdings. Note that the McDonalds Holdings information on this page should be used as a complementary analysis to other McDonalds Holdings' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Complementary Tools for McDonalds Pink Sheet analysis
When running McDonalds Holdings' price analysis, check to measure McDonalds Holdings' 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 McDonalds Holdings is operating at the current time. Most of McDonalds Holdings' value examination focuses on studying past and present price action to predict the probability of McDonalds Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move McDonalds Holdings' price. Additionally, you may evaluate how the addition of McDonalds Holdings to your portfolios can decrease your overall portfolio volatility.
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McDonalds Holdings technical pink sheet 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, pink sheet market cycles, or different charting patterns.