Molson Coors (Germany) Market Value
| NY7 Stock | EUR 58.46 1.78 2.95% |
| Symbol | Molson |
Molson Coors '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 Molson Coors' 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 Molson Coors.
| 06/29/2023 |
| 04/24/2024 |
If you would invest 0.00 in Molson Coors on June 29, 2023 and sell it all today you would earn a total of 0.00 from holding Molson Coors Brewing or generate 0.0% return on investment in Molson Coors over 300 days. Molson Coors is related to or competes with Superior Plus, Origin Agritech, Identiv, INTUITIVE SURGICAL, Intel, and Volkswagen. Molson Coors Beverage Company manufactures, markets, and sells beer and other malt beverage products in the United State... More
Molson Coors 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 Molson Coors' 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 Molson Coors Brewing upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.26 | |||
| Information Ratio | 0.0076 | |||
| Maximum Drawdown | 6.18 | |||
| Value At Risk | (2.28) | |||
| Potential Upside | 2.53 |
Molson Coors Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Molson Coors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Molson Coors' standard deviation. In reality, there are many statistical measures that can use Molson Coors historical prices to predict the future Molson Coors' volatility.| Risk Adjusted Performance | 0.0558 | |||
| Jensen Alpha | 0.0965 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0078 | |||
| Treynor Ratio | (5.91) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Molson Coors' 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.
Molson Coors Brewing Backtested Returns
We consider Molson Coors very steady. Molson Coors Brewing has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11% return per unit of risk over the last 3 months. We have found thirty technical indicators for Molson Coors, which you can use to evaluate the volatility of the firm. Please verify Molson Coors' Risk Adjusted Performance of 0.0558, mean deviation of 0.9876, and Downside Deviation of 1.26 to check out if the risk estimate we provide is consistent with the expected return of 0.14%. Molson Coors has a performance score of 8 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0161, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Molson Coors are expected to decrease at a much lower rate. During the bear market, Molson Coors is likely to outperform the market. Molson Coors Brewing right now secures a risk of 1.29%. Please verify Molson Coors Brewing total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Molson Coors Brewing will be following its current price movements.
Auto-correlation | -0.83 |
Excellent reverse predictability
Molson Coors Brewing has excellent reverse predictability. Overlapping area represents the amount of predictability between Molson Coors time series from 29th of June 2023 to 26th of November 2023 and 26th of November 2023 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 Molson Coors Brewing price movement. The serial correlation of -0.83 indicates that around 83.0% of current Molson Coors price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.83 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 5.95 |
Molson Coors Brewing lagged returns against current returns
Autocorrelation, which is Molson Coors 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 Molson Coors' stock expected returns. We can calculate the autocorrelation of Molson Coors returns to help us make a trade decision. For example, suppose you find that Molson Coors has exhibited high autocorrelation historically, and you observe that the 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 |
Molson Coors 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 Molson Coors stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Molson Coors stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Molson Coors stock over time.
Current vs Lagged Prices |
| Timeline |
Molson Coors Lagged Returns
When evaluating Molson Coors' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Molson Coors stock have on its future price. Molson Coors 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, Molson Coors autocorrelation shows the relationship between Molson Coors stock current value and its past values and can show if there is a momentum factor associated with investing in Molson Coors Brewing.
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 Molson Coors 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, Molson Coors' short interest history, or implied volatility extrapolated from Molson Coors options trading.
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Complementary Tools for Molson Stock analysis
When running Molson Coors' price analysis, check to measure Molson Coors' 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 Molson Coors is operating at the current time. Most of Molson Coors' value examination focuses on studying past and present price action to predict the probability of Molson Coors' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Molson Coors' price. Additionally, you may evaluate how the addition of Molson Coors to your portfolios can decrease your overall portfolio volatility.
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Molson Coors technical 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, stock market cycles, or different charting patterns.