Melrose OTC Stock Market Value

MLSPF -  USA Stock  

USD 2.25  0.09  4.17%

Melrose Holdings' market value is the price at which a share of Melrose Holdings stock trades on a public exchange. It measures the collective expectations of Melrose Holdings investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Melrose Holdings and determine expected loss or profit from investing in Melrose Holdings over a given investment horizon. Additionally, see Melrose Holdings Hype Analysis, Melrose Holdings Correlation, Melrose Holdings Valuation, Melrose Holdings Volatility, as well as analyze Melrose Holdings Alpha and Beta and Melrose Holdings Performance.
Symbol
Backtest


The market value of Melrose Holdings is measured differently than its book value, which is the value of Melrose that is recorded on the company's balance sheet. Investors also form their own opinion of Melrose Holdings' value that differs from its market value or its book value, called intrinsic value, which is Melrose Holdings' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Melrose Holdings' market value can be influenced by many factors that don't directly affect Melrose Holdings underlying business (such as pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Melrose Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine Melrose Holdings value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Melrose Holdings' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Melrose Holdings '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 Melrose Holdings' 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 Melrose Holdings.
0.00
04/26/2021
No Change 0.00  0.0 
In 3 months and 1 day
07/25/2021
0.00
If you would invest  0.00  in Melrose Holdings on April 26, 2021 and sell it all today you would earn a total of 0.00 from holding Melrose Holdings or generate 0.0% return on investment in Melrose Holdings over 90 days. Melrose Holdings is related to or competes with Alphabet, Microsoft Corp, Amazon, Taiwan Semiconductor, Apple, Facebook, and Grupo Televisa. Melrose Industries PLC engages in the aerospace, automotive, powder metallurgy, air management, and other industrial bus...

Melrose Holdings 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 Melrose Holdings' 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 Melrose Holdings upside and downside potential and time the market with a certain degree of confidence.

Melrose Holdings Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Melrose Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Melrose Holdings' standard deviation. In reality, there are many statistical measures that can use Melrose Holdings historical prices to predict the future Melrose Holdings' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Melrose Holdings' 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. Please use the tools below to analyze the current value of Melrose Holdings in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
0.112.254.93
Details
Intrinsic
Valuation
LowReal ValueHigh
0.101.914.59
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Naive
Forecast
LowNext ValueHigh
0.0448652.244.92
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
2.042.162.28
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Melrose Holdings. Your research has to be compared to or analyzed against Melrose Holdings' peers to derive any actionable benefits. When done correctly, Melrose Holdings' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Melrose Holdings.

Melrose Holdings Backtested Returns

Melrose Holdings has Sharpe Ratio of -0.0171, which conveys that the firm had -0.0171% of return per unit of risk over the last 3 months. Macroaxis standpoint towards estimating the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Melrose Holdings exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Melrose Holdings mean deviation of 1.71, and Risk Adjusted Performance of (0.010856) to check out the risk estimate we provide.
The company secures a Beta (Market Risk) of 0.3027, which conveys possible diversification benefits within a given portfolio. Let's try to break down what Melrose's beta means in this case. As returns on the market increase, Melrose Holdings returns are expected to increase less than the market. However, during the bear market, the loss on holding Melrose Holdings will be expected to be smaller as well. Even though it is essential to pay attention to Melrose Holdings price patterns, it is always good to be careful when utilizing equity historical price patterns. Our philosophy towards estimating any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Melrose Holdings exposes twenty-one different technical indicators, which can help you to evaluate its performance. Melrose Holdings has an expected return of -0.0454%. Please be advised to verify Melrose Holdings jensen alpha, as well as the relationship between the potential upside and skewness to decide if Melrose Holdings performance from the past will be repeated at some point in the near future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.32)   

Poor reverse predictability

Melrose Holdings has poor reverse predictability. Overlapping area represents the amount of predictability between Melrose Holdings time series from 26th of April 2021 to 10th of June 2021 and 10th of June 2021 to 25th of July 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Melrose Holdings price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Melrose Holdings price fluctuation can be explain by its past prices. Given that Melrose Holdings has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Melrose Holdings for similar time interval.
Correlation Coefficient-0.32
Spearman Rank Test-0.42
Residual Average0.0
Price Variance0.01

Melrose Holdings lagged returns against current returns

Autocorrelation, which is Melrose Holdings 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 Melrose Holdings' otc stock expected returns. We can calculate the autocorrelation of Melrose Holdings returns to help us make a trade decision. For example, suppose you find that Melrose Holdings otc stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Melrose Holdings 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 Melrose Holdings otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Melrose Holdings otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Melrose Holdings otc stock over time.
 Current vs Lagged Prices 
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      Timeline 

Melrose Holdings Lagged Returns

When evaluating Melrose Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Melrose Holdings otc stock have on its future price. Melrose Holdings 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, Melrose Holdings autocorrelation shows the relationship between Melrose Holdings otc stock current value and its past values and can show if there is a momentum factor associated with investing in Melrose Holdings.
 Regressed Prices 
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      Timeline 

Melrose Holdings Investors Sentiment

The influence of Melrose Holdings' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Melrose. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - MLSPF

Melrose Holdings Investor Sentiment

Macroaxis portfolio users are evenly split in their trading attitude regarding investing in Melrose Holdings. What is your trading attitude regarding investing in Melrose Holdings? Are you bullish or bearish?
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Bearish
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50% Bearish
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Additionally, see Melrose Holdings Hype Analysis, Melrose Holdings Correlation, Melrose Holdings Valuation, Melrose Holdings Volatility, as well as analyze Melrose Holdings Alpha and Beta and Melrose Holdings Performance. Note that the Melrose Holdings information on this page should be used as a complementary analysis to other Melrose Holdings' 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 Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.

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When running Melrose Holdings price analysis, check to measure Melrose Holdings' 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 Melrose Holdings is operating at the current time. Most of Melrose Holdings' value examination focuses on studying past and present price action to predict the probability of Melrose Holdings' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Melrose Holdings' price. Additionally, you may evaluate how the addition of Melrose Holdings to your portfolios can decrease your overall portfolio volatility.
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Melrose Holdings 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, stock market cycles, or different charting patterns.
A focus of Melrose Holdings technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Melrose Holdings trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...