Marks And Spencer Stock Market Value
| MAKSF Stock | USD 3.57 0.28 7.27% |
| Symbol | Marks |
Marks '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 Marks' 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 Marks.
| 12/20/2023 |
| 06/17/2024 |
If you would invest 0.00 in Marks on December 20, 2023 and sell it all today you would earn a total of 0.00 from holding Marks and Spencer or generate 0.0% return on investment in Marks over 180 days. Marks is related to or competes with Kohls Corp, Nordstrom, Dillards, Macys, Woolworths Holdings, and Dillards Capital. It operates through five segments UK Clothing Home, UK Food, International, Ocado, and All Other More
Marks 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 Marks' 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 Marks and Spencer upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.57 | |||
| Information Ratio | 0.117 | |||
| Maximum Drawdown | 36.73 | |||
| Value At Risk | (7.27) | |||
| Potential Upside | 15.9 |
Marks Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marks' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marks' standard deviation. In reality, there are many statistical measures that can use Marks historical prices to predict the future Marks' volatility.| Risk Adjusted Performance | 0.0944 | |||
| Jensen Alpha | 0.7984 | |||
| Total Risk Alpha | 0.5016 | |||
| Sortino Ratio | 0.134 | |||
| Treynor Ratio | (1.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Marks' 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.
Marks and Spencer Backtested Returns
Marks appears to be dangerous, given 3 months investment horizon. Marks and Spencer has Sharpe Ratio of 0.0902, which conveys that the firm had a 0.0902% return per unit of risk over the last 3 months. By analyzing Marks' technical indicators, you can evaluate if the expected return of 0.77% is justified by implied risk. Please exercise Marks' Downside Deviation of 5.57, risk adjusted performance of 0.0944, and Mean Deviation of 3.92 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Marks holds a performance score of 7. The company secures a Beta (Market Risk) of -0.77, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Marks are expected to decrease at a much lower rate. During the bear market, Marks is likely to outperform the market. Please check Marks' semi variance, and the relationship between the maximum drawdown and daily balance of power , to make a quick decision on whether Marks' current price movements will revert.
Auto-correlation | -0.68 |
Very good reverse predictability
Marks and Spencer has very good reverse predictability. Overlapping area represents the amount of predictability between Marks time series from 20th of December 2023 to 19th of March 2024 and 19th of March 2024 to 17th of June 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 Marks and Spencer price movement. The serial correlation of -0.68 indicates that around 68.0% of current Marks price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.68 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Marks and Spencer lagged returns against current returns
Autocorrelation, which is Marks 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 Marks' otc stock expected returns. We can calculate the autocorrelation of Marks returns to help us make a trade decision. For example, suppose you find that Marks 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 |
Marks 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 Marks otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marks otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marks otc stock over time.
Current vs Lagged Prices |
| Timeline |
Marks Lagged Returns
When evaluating Marks' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marks otc stock have on its future price. Marks 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, Marks autocorrelation shows the relationship between Marks otc stock current value and its past values and can show if there is a momentum factor associated with investing in Marks and Spencer.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| QUAL | iShares MSCI USA | |
| CGDV | Capital Group Dividend | |
| SCHG | Schwab Large Cap Growth | |
| XMMO | Invesco SP MidCap | |
| TCSG | TCS Group Holding |
Other Information on Investing in Marks OTC Stock
Marks financial ratios help investors to determine whether Marks OTC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Marks with respect to the benefits of owning Marks security.