Maiden Stock Market Value

MHNC
 Stock
  

USD 19.13  0.13  0.68%   

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 Hype Analysis, Maiden Holdings Correlation, Maiden Holdings Valuation, Maiden Holdings Volatility, as well as analyze Maiden Holdings Alpha and Beta and Maiden Holdings Performance.
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
07/09/2022
No Change 0.00  0.0 
In 31 days
08/08/2022
0.00
If you would invest  0.00  in Maiden Holdings on July 9, 2022 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 30 days. Maiden Holdings is related to or competes with Caterpillar, and Johnson Johnson. 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
17.0018.9920.98
Details
Intrinsic
Valuation
LowReal ValueHigh
16.8618.8520.84
Details
Naive
Forecast
LowNext ValueHigh
16.0518.0420.03
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
18.6818.9519.23
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

Maiden Holdings North has Sharpe Ratio of -0.0178, which conveys that the firm had -0.0178% 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. Maiden Holdings exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Maiden Holdings North risk adjusted performance of (0.035919), and Mean Deviation of 1.39 to check out the risk estimate we provide.
The company secures a Beta (Market Risk) of 0.4232, 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. Even though it is essential to pay attention to Maiden Holdings North 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. Maiden Holdings exposes twenty-eight different technical indicators, which can help you to evaluate its performance. Maiden Holdings North has an expected return of -0.0356%. Please be advised to 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 performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.41  

Modest reverse predictability

Maiden Holdings North has modest reverse predictability. Overlapping area represents the amount of predictability between Maiden Holdings time series from 9th of July 2022 to 24th of July 2022 and 24th of July 2022 to 8th of August 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 -0.41 indicates that just about 41.0% of current Maiden Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient-0.41
Spearman Rank Test-0.56
Residual Average0.0
Price Variance0.02

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   
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       Timeline  

Maiden Holdings Investors Sentiment

The influence of Maiden 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 Maiden. 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.
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 Maiden Holdings 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, Maiden Holdings' short interest history, or implied volatility extrapolated from Maiden Holdings options trading.

Becoming a Better Investor with Macroaxis

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 Hype Analysis, Maiden Holdings Correlation, Maiden Holdings Valuation, Maiden Holdings Volatility, as well as analyze Maiden Holdings Alpha and Beta and Maiden Holdings Performance. Note that the Maiden Holdings North information on this page should be used as a complementary analysis to other Maiden 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 Transaction History module to view history of all your transactions and understand their impact on performance.

Complementary Tools for Maiden Stock 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...