Maiden Stock Market Value

MHNC
 Stock
  

USD 18.53  0.17  0.91%   

Maiden Holdings' market value is the price at which a share of Maiden Holdings stock trades on a public exchange. It measures the collective expectations of Maiden Holdings North investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Maiden Holdings North and determine expected loss or profit from investing in Maiden Holdings over a given investment horizon. Additionally, see Maiden Holdings Correlation, Maiden Holdings Volatility and Maiden Holdings Alpha and Beta module to complement your research on Maiden Holdings.
Symbol


Is Maiden Holdings' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Maiden Holdings. If investors know Maiden will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Maiden Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Maiden Holdings North is measured differently than its book value, which is the value of Maiden that is recorded on the company's balance sheet. Investors also form their own opinion of Maiden Holdings' value that differs from its market value or its book value, called intrinsic value, which is Maiden 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 Maiden Holdings' market value can be influenced by many factors that don't directly affect Maiden Holdings' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Maiden Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine Maiden Holdings value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Maiden 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.

Maiden 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 Maiden Holdings' 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 Maiden Holdings.
0.00
12/20/2020
No Change 0.00  0.0 
In 1 year 11 months and 21 days
12/10/2022
0.00
If you would invest  0.00  in Maiden Holdings on December 20, 2020 and sell it all today you would earn a total of 0.00 from holding Maiden Holdings North or generate 0.0% return on investment in Maiden Holdings over 720 days. Maiden Holdings is related to or competes with Apple, Bristol-Myers Squibb, Microsoft, Alphabet Inc, Amazon, Fubon Financial, and Berkshire Hathaway. Maiden Holdings is entity of United States More

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

Maiden Holdings Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Maiden Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Maiden Holdings' standard deviation. In reality, there are many statistical measures that can use Maiden Holdings historical prices to predict the future Maiden Holdings' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Maiden 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 Maiden Holdings in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
16.6818.4620.24
Details
Intrinsic
Valuation
LowReal ValueHigh
16.2618.0419.82
Details
Naive
Forecast
LowNext ValueHigh
16.2117.9919.78
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
17.5018.4019.31
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Maiden Holdings. Your research has to be compared to or analyzed against Maiden Holdings' peers to derive any actionable benefits. When done correctly, Maiden 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 Maiden Holdings North.

Maiden Holdings North Backtested Returns

We consider Maiden Holdings very steady. Maiden Holdings North has Sharpe Ratio of 0.0837, which conveys that the firm had 0.0837% of return per unit of risk over the last 3 months. Our standpoint towards estimating the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Maiden Holdings, which you can use to evaluate the future volatility of the firm. Please verify Maiden Holdings North Downside Deviation of 1.81, mean deviation of 1.33, and Risk Adjusted Performance of 0.1611 to check out if the risk estimate we provide is consistent with the expected return of 0.15%.
Maiden Holdings has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.3806, which conveys possible diversification benefits within a given portfolio. Let's try to break down what Maiden's beta means in this case. As returns on the market increase, Maiden Holdings returns are expected to increase less than the market. However, during the bear market, the loss on holding Maiden Holdings will be expected to be smaller as well. Although it is important to respect Maiden Holdings North price patterns, it is better to be realistic regarding the information on the equity's historical price patterns. The philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Maiden Holdings North technical indicators, you can presently evaluate if the expected return of 0.15% will be sustainable into the future. Maiden Holdings North right now secures a risk of 1.78%. Please verify Maiden Holdings North jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall to decide if Maiden Holdings North will be following its current price movements.

Auto-correlation

    
  -0.86  

Excellent reverse predictability

Maiden Holdings North has excellent reverse predictability. Overlapping area represents the amount of predictability between Maiden Holdings time series from 20th of December 2020 to 15th of December 2021 and 15th of December 2021 to 10th of December 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Maiden Holdings North price movement. The serial correlation of -0.86 indicates that approximately 86.0% of current Maiden Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient-0.86
Spearman Rank Test-0.63
Residual Average0.0
Price Variance1.61

Maiden Holdings North lagged returns against current returns

Autocorrelation, which is Maiden Holdings 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 Maiden Holdings' stock expected returns. We can calculate the autocorrelation of Maiden Holdings returns to help us make a trade decision. For example, suppose you find that Maiden Holdings 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  

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

Maiden Holdings Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Maiden Holdings without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Maiden Holdings North using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Additionally, see Maiden Holdings Correlation, Maiden Holdings Volatility and Maiden Holdings Alpha and Beta module to complement your research on Maiden Holdings. You can also try Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.

Complementary Tools for analysis

When running Maiden Holdings North price analysis, check to measure Maiden 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 Maiden Holdings is operating at the current time. Most of Maiden Holdings' value examination focuses on studying past and present price action to predict the probability of Maiden Holdings' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Maiden Holdings' price. Additionally, you may evaluate how the addition of Maiden Holdings to your portfolios can decrease your overall portfolio volatility.
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Maiden Holdings 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.
A focus of Maiden Holdings technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Maiden 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...