Man Wah Holdings Stock Market Value
| MAWHY Stock | USD 13.80 0.78 5.35% |
| Symbol | Man |
Man Wah '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 Man Wah'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 Man Wah.
| 01/17/2024 |
| 04/16/2024 |
If you would invest 0.00 in Man Wah on January 17, 2024 and sell it all today you would earn a total of 0.00 from holding Man Wah Holdings or generate 0.0% return on investment in Man Wah over 90 days. Man Wah is related to or competes with La Z, MasterBrand, MillerKnoll, Flexsteel Industries, Sleep Number, Leggett Platt, and Purple Innovation. Man Wah Holdings Limited, an investment holding company, engages in the manufacture, wholesale, trading, and distributio... More
Man Wah 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 Man Wah'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 Man Wah Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.17 | |||
| Information Ratio | 0.0256 | |||
| Maximum Drawdown | 28.55 | |||
| Value At Risk | (3.56) | |||
| Potential Upside | 2.19 |
Man Wah Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Man Wah's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Man Wah's standard deviation. In reality, there are many statistical measures that can use Man Wah historical prices to predict the future Man Wah's volatility.| Risk Adjusted Performance | 0.0366 | |||
| Jensen Alpha | 0.0977 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | 0.0253 | |||
| Treynor Ratio | 0.1986 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Man Wah'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.
Man Wah Holdings Backtested Returns
Man Wah appears to be not too volatile, given 3 months investment horizon. Man Wah Holdings has Sharpe Ratio of 0.0756, which conveys that the firm had a 0.0756% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Man Wah, which you can use to evaluate the volatility of the firm. Please exercise Man Wah's Mean Deviation of 0.9446, risk adjusted performance of 0.0366, and Downside Deviation of 3.17 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Man Wah holds a performance score of 5. The company secures a Beta (Market Risk) of 0.67, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Man Wah's returns are expected to increase less than the market. However, during the bear market, the loss of holding Man Wah is expected to be smaller as well. Please check Man Wah's value at risk, as well as the relationship between the kurtosis and period momentum indicator , to make a quick decision on whether Man Wah's current price movements will revert.
Auto-correlation | -0.58 |
Good reverse predictability
Man Wah Holdings has good reverse predictability. Overlapping area represents the amount of predictability between Man Wah time series from 17th of January 2024 to 2nd of March 2024 and 2nd of March 2024 to 16th 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 Man Wah Holdings price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Man Wah price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 1.86 |
Man Wah Holdings lagged returns against current returns
Autocorrelation, which is Man Wah 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 Man Wah's pink sheet expected returns. We can calculate the autocorrelation of Man Wah returns to help us make a trade decision. For example, suppose you find that Man Wah 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 |
Man Wah 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 Man Wah pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Man Wah pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Man Wah pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Man Wah Lagged Returns
When evaluating Man Wah's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Man Wah pink sheet have on its future price. Man Wah 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, Man Wah autocorrelation shows the relationship between Man Wah pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Man Wah Holdings.
Regressed Prices |
| Timeline |
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Complementary Tools for Man Pink Sheet analysis
When running Man Wah's price analysis, check to measure Man Wah'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 Man Wah is operating at the current time. Most of Man Wah's value examination focuses on studying past and present price action to predict the probability of Man Wah's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Man Wah's price. Additionally, you may evaluate how the addition of Man Wah to your portfolios can decrease your overall portfolio volatility.
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Man Wah 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.