Mazda Motor Stock Market Value
| MZDAF Stock | USD 11.10 0.01 0.09% |
| Symbol | Mazda |
Mazda '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 Mazda'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 Mazda.
| 05/01/2023 |
| 04/25/2024 |
If you would invest 0.00 in Mazda on May 1, 2023 and sell it all today you would earn a total of 0.00 from holding Mazda Motor or generate 0.0% return on investment in Mazda over 360 days. Mazda is related to or competes with Volkswagen, Stellantis, and Toyota. Mazda Motor Corporation manufactures and sells passenger cars and commercial vehicles in Japan, the United States, North... More
Mazda 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 Mazda'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 Mazda Motor upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 20.02 | |||
| Value At Risk | (5.92) | |||
| Potential Upside | 4.35 |
Mazda Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mazda's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mazda's standard deviation. In reality, there are many statistical measures that can use Mazda historical prices to predict the future Mazda's volatility.| Risk Adjusted Performance | 0.0014 | |||
| Jensen Alpha | 0.0369 | |||
| Total Risk Alpha | (0.41) | |||
| Treynor Ratio | 0.0431 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mazda'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.
Mazda Motor Backtested Returns
We consider Mazda somewhat reliable. Mazda Motor has Sharpe Ratio of 0.0211, which conveys that the firm had a 0.0211% return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Mazda, which you can use to evaluate the volatility of the firm. Please verify Mazda's Standard Deviation of 2.75, mean deviation of 1.33, and Risk Adjusted Performance of 0.0014 to check out if the risk estimate we provide is consistent with the expected return of 0.0575%. Mazda has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.88, which conveys possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Mazda are expected to decrease slowly. On the other hand, during market turmoil, Mazda is expected to outperform it slightly. Mazda Motor right now secures a risk of 2.73%. Please verify Mazda Motor daily balance of power, as well as the relationship between the day typical price and relative strength index , to decide if Mazda Motor will be following its current price movements.
Auto-correlation | 0.21 |
Weak predictability
Mazda Motor has weak predictability. Overlapping area represents the amount of predictability between Mazda 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 Mazda Motor price movement. The serial correlation of 0.21 indicates that over 21.0% of current Mazda price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
Mazda Motor lagged returns against current returns
Autocorrelation, which is Mazda 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 Mazda's pink sheet expected returns. We can calculate the autocorrelation of Mazda returns to help us make a trade decision. For example, suppose you find that Mazda 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 |
Mazda 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 Mazda pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mazda pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mazda pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mazda Lagged Returns
When evaluating Mazda's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mazda pink sheet have on its future price. Mazda 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, Mazda autocorrelation shows the relationship between Mazda pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mazda Motor.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Mazda Correlation, Mazda Volatility and Mazda Alpha and Beta module to complement your research on Mazda. Note that the Mazda Motor information on this page should be used as a complementary analysis to other Mazda's 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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Complementary Tools for Mazda Pink Sheet analysis
When running Mazda's price analysis, check to measure Mazda'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 Mazda is operating at the current time. Most of Mazda's value examination focuses on studying past and present price action to predict the probability of Mazda's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mazda's price. Additionally, you may evaluate how the addition of Mazda to your portfolios can decrease your overall portfolio volatility.
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Mazda 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.