Maiden Holdings Stock Market Value
| MHLA Stock | USD 15.20 0.15 0.98% |
| Symbol | Maiden |
Maiden Holdings Price To Book Ratio
Is Property & Casualty Insurance space 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.
Dividend Share 0.6 |
The market value of Maiden Holdings 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 if Maiden Holdings is a good investment 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.
| 05/10/2024 |
| 06/09/2024 |
If you would invest 0.00 in Maiden Holdings on May 10, 2024 and sell it all today you would earn a total of 0.00 from holding Maiden Holdings or generate 0.0% return on investment in Maiden Holdings over 30 days. Maiden Holdings is related to or competes with Maiden Holdings, Entergy Arkansas, and Southern. Maiden Holdings, Ltd., through its subsidiaries, provides reinsurance solutions to regional and specialty insurers in th... 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 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 7.32 | |||
| Value At Risk | (2.30) | |||
| Potential Upside | 2.62 |
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.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | (0.25) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that 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.
Maiden Holdings Backtested Returns
Maiden Holdings has Sharpe Ratio of -0.041, which conveys that the firm had a -0.041% return per unit of risk over the last 3 months. Maiden Holdings exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Maiden Holdings' Risk Adjusted Performance of (0.02), standard deviation of 1.51, and Mean Deviation of 1.12 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.3, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Maiden Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Maiden Holdings is expected to be smaller as well. At this point, Maiden Holdings has a negative expected return of -0.0628%. Please make sure to verify Maiden Holdings' potential upside, and the relationship between the jensen alpha and daily balance of power , to decide if Maiden Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.23 |
Weak predictability
Maiden Holdings has weak predictability. Overlapping area represents the amount of predictability between Maiden Holdings time series from 10th of May 2024 to 25th of May 2024 and 25th of May 2024 to 9th 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 Maiden Holdings price movement. The serial correlation of 0.23 indicates that over 23.0% of current Maiden Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Maiden Holdings 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 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 price movement to match the lagging time series.
Current and Lagged Values |
| 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 |
| 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.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Information and Resources on Investing in Maiden Stock
When determining whether Maiden Holdings is a strong investment it is important to analyze Maiden Holdings' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Maiden Holdings' future performance. For an informed investment choice regarding Maiden Stock, refer to the following important reports:Check out Maiden Holdings Correlation, Maiden Holdings Volatility and Maiden Holdings Alpha and Beta module to complement your research on Maiden Holdings. For information on how to trade Maiden Stock refer to our How to Trade Maiden Stock guide.You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
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.