Marstons Plc Stock Market Value
| MARZF Stock | USD 0.39 0.00 0.00% |
| Symbol | Marstons |
Marstons PLC '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 Marstons PLC's 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 Marstons PLC.
| 01/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Marstons PLC on January 25, 2024 and sell it all today you would earn a total of 0.00 from holding Marstons PLC or generate 0.0% return on investment in Marstons PLC over 90 days. Marstons PLC is related to or competes with Alsea SAB, Dominos Pizza, and Marstons PLC. Marstons PLC operates managed, franchised, tenanted, and leased pubs, bars, restaurants, and accommodations in the Unite... More
Marstons PLC 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 Marstons PLC's 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 Marstons PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 7.5 |
Marstons PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marstons PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marstons PLC's standard deviation. In reality, there are many statistical measures that can use Marstons PLC historical prices to predict the future Marstons PLC's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (0.25) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Marstons PLC'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.
Marstons PLC Backtested Returns
Marstons PLC has Sharpe Ratio of -0.0286, which conveys that the firm had a -0.0286% return per unit of risk over the last 3 months. Marstons PLC exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Marstons PLC's Risk Adjusted Performance of (0.01), standard deviation of 1.18, and Mean Deviation of 0.2408 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.18, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Marstons PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Marstons PLC is expected to be smaller as well. Marstons PLC has an expected return of -0.0338%. Please make sure to verify Marstons PLC jensen alpha and day median price , to decide if Marstons PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Marstons PLC has no correlation between past and present. Overlapping area represents the amount of predictability between Marstons PLC time series from 25th of January 2024 to 10th of March 2024 and 10th of March 2024 to 24th 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 Marstons PLC price movement. The serial correlation of 0.0 indicates that just 0.0% of current Marstons PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Marstons PLC lagged returns against current returns
Autocorrelation, which is Marstons PLC 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 Marstons PLC's pink sheet expected returns. We can calculate the autocorrelation of Marstons PLC returns to help us make a trade decision. For example, suppose you find that Marstons PLC 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 |
Marstons PLC 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 Marstons PLC pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marstons PLC pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marstons PLC pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Marstons PLC Lagged Returns
When evaluating Marstons PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marstons PLC pink sheet have on its future price. Marstons PLC 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, Marstons PLC autocorrelation shows the relationship between Marstons PLC pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Marstons PLC.
Regressed Prices |
| Timeline |
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Complementary Tools for Marstons Pink Sheet analysis
When running Marstons PLC's price analysis, check to measure Marstons PLC'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 Marstons PLC is operating at the current time. Most of Marstons PLC's value examination focuses on studying past and present price action to predict the probability of Marstons PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marstons PLC's price. Additionally, you may evaluate how the addition of Marstons PLC to your portfolios can decrease your overall portfolio volatility.
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Marstons PLC 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.