Malayan Banking Berhad Stock Market Value
| MLYNF Stock | USD 1.90 0.00 0.00% |
| Symbol | Malayan |
Malayan Banking '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 Malayan Banking'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 Malayan Banking.
| 05/06/2022 |
| 04/25/2024 |
If you would invest 0.00 in Malayan Banking on May 6, 2022 and sell it all today you would earn a total of 0.00 from holding Malayan Banking Berhad or generate 0.0% return on investment in Malayan Banking over 720 days. Malayan Banking is related to or competes with Lloyds Banking, Western Alliance, and JAPAN POST. Malayan Banking Berhad provides commercial banking and related financial products and services for individuals, small an... More
Malayan Banking 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 Malayan Banking'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 Malayan Banking Berhad upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0541 | |||
| Maximum Drawdown | 12.11 |
Malayan Banking Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Malayan Banking's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Malayan Banking's standard deviation. In reality, there are many statistical measures that can use Malayan Banking historical prices to predict the future Malayan Banking's volatility.| Risk Adjusted Performance | 0.0777 | |||
| Jensen Alpha | 0.1436 | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | 0.5485 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Malayan Banking'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.
Malayan Banking Berhad Backtested Returns
We consider Malayan Banking relatively risky. Malayan Banking Berhad has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12% return per unit of risk over the last 3 months. We have found seventeen technical indicators for Malayan Banking, which you can use to evaluate the volatility of the firm. Please verify Malayan Banking's Standard Deviation of 1.57, mean deviation of 0.4665, and Risk Adjusted Performance of 0.0777 to check out if the risk estimate we provide is consistent with the expected return of 0.19%. Malayan Banking has a performance score of 9 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.31, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Malayan Banking's returns are expected to increase less than the market. However, during the bear market, the loss of holding Malayan Banking is expected to be smaller as well. Malayan Banking Berhad right now secures a risk of 1.62%. Please verify Malayan Banking Berhad variance and kurtosis , to decide if Malayan Banking Berhad will be following its current price movements.
Auto-correlation | -0.29 |
Weak reverse predictability
Malayan Banking Berhad has weak reverse predictability. Overlapping area represents the amount of predictability between Malayan Banking time series from 6th of May 2022 to 1st of May 2023 and 1st of May 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 Malayan Banking Berhad price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Malayan Banking price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Malayan Banking Berhad lagged returns against current returns
Autocorrelation, which is Malayan Banking 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 Malayan Banking's pink sheet expected returns. We can calculate the autocorrelation of Malayan Banking returns to help us make a trade decision. For example, suppose you find that Malayan Banking 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 |
Malayan Banking 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 Malayan Banking pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Malayan Banking pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Malayan Banking pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Malayan Banking Lagged Returns
When evaluating Malayan Banking's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Malayan Banking pink sheet have on its future price. Malayan Banking 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, Malayan Banking autocorrelation shows the relationship between Malayan Banking pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Malayan Banking Berhad.
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 Malayan Banking 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, Malayan Banking's short interest history, or implied volatility extrapolated from Malayan Banking options trading.
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Complementary Tools for Malayan Pink Sheet analysis
When running Malayan Banking's price analysis, check to measure Malayan Banking'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 Malayan Banking is operating at the current time. Most of Malayan Banking's value examination focuses on studying past and present price action to predict the probability of Malayan Banking's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Malayan Banking's price. Additionally, you may evaluate how the addition of Malayan Banking to your portfolios can decrease your overall portfolio volatility.
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Malayan Banking 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.