Mentor Capital Stock Market Value
| MNTR Stock | USD 0.05 0.01 25.00% |
| Symbol | Mentor |
Mentor Capital '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 Mentor Capital's otc 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 Mentor Capital.
| 05/01/2023 |
| 04/25/2024 |
If you would invest 0.00 in Mentor Capital on May 1, 2023 and sell it all today you would earn a total of 0.00 from holding Mentor Capital or generate 0.0% return on investment in Mentor Capital over 360 days. Mentor Capital is related to or competes with First Tractor, Ag Growth, AmeraMex International, Arts Way, Buhler Industries, Textainer Group, and Austin Engineering. Mentor Capital, Inc. is a private equity firm specializing in acquisitions and emerging growth investments More
Mentor Capital 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 Mentor Capital's otc 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 Mentor Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 20.0 | |||
| Information Ratio | 0.0399 | |||
| Maximum Drawdown | 83.33 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 25.0 |
Mentor Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mentor Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mentor Capital's standard deviation. In reality, there are many statistical measures that can use Mentor Capital historical prices to predict the future Mentor Capital's volatility.| Risk Adjusted Performance | 0.0389 | |||
| Jensen Alpha | 0.4665 | |||
| Total Risk Alpha | (1.21) | |||
| Sortino Ratio | 0.0266 | |||
| Treynor Ratio | 0.3492 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mentor Capital'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.
Mentor Capital Backtested Returns
Mentor Capital appears to be out of control, given 3 months investment horizon. Mentor Capital has Sharpe Ratio of 0.0439, which conveys that the firm had a 0.0439% return per unit of risk over the last 3 months. By analyzing Mentor Capital's technical indicators, you can evaluate if the expected return of 0.6% is justified by implied risk. Please exercise Mentor Capital's Mean Deviation of 7.48, downside deviation of 20.0, and Risk Adjusted Performance of 0.0389 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mentor Capital holds a performance score of 3. The company secures a Beta (Market Risk) of 1.77, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Mentor Capital will likely underperform. Please check Mentor Capital's value at risk, as well as the relationship between the kurtosis and period momentum indicator , to make a quick decision on whether Mentor Capital's current price movements will revert.
Auto-correlation | -0.3 |
Weak reverse predictability
Mentor Capital has weak reverse predictability. Overlapping area represents the amount of predictability between Mentor Capital time series from 1st of May 2023 to 28th of October 2023 and 28th of October 2023 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 Mentor Capital price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Mentor Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mentor Capital lagged returns against current returns
Autocorrelation, which is Mentor Capital otc 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 Mentor Capital's otc stock expected returns. We can calculate the autocorrelation of Mentor Capital returns to help us make a trade decision. For example, suppose you find that Mentor Capital has exhibited high autocorrelation historically, and you observe that the otc 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 |
Mentor Capital 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 Mentor Capital otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mentor Capital otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mentor Capital otc stock over time.
Current vs Lagged Prices |
| Timeline |
Mentor Capital Lagged Returns
When evaluating Mentor Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mentor Capital otc stock have on its future price. Mentor Capital 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, Mentor Capital autocorrelation shows the relationship between Mentor Capital otc stock current value and its past values and can show if there is a momentum factor associated with investing in Mentor Capital.
Regressed Prices |
| Timeline |
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When running Mentor Capital's price analysis, check to measure Mentor Capital'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 Mentor Capital is operating at the current time. Most of Mentor Capital's value examination focuses on studying past and present price action to predict the probability of Mentor Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mentor Capital's price. Additionally, you may evaluate how the addition of Mentor Capital to your portfolios can decrease your overall portfolio volatility.
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Mentor Capital technical otc 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, otc market cycles, or different charting patterns.