Mamas Creations Stock Market Value
| MAMA Stock | 7.96 0.13 1.61% |
| Symbol | Mamas |
Mamas Creations Price To Book Ratio
Is Packaged Foods & Meats 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 Mamas Creations. If investors know Mamas 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 Mamas Creations listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.36) | Earnings Share 0.13 | Revenue Per Share 3.058 | Quarterly Revenue Growth 0.145 | Return On Assets 0.1065 |
The market value of Mamas Creations is measured differently than its book value, which is the value of Mamas that is recorded on the company's balance sheet. Investors also form their own opinion of Mamas Creations' value that differs from its market value or its book value, called intrinsic value, which is Mamas Creations' 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 Mamas Creations' market value can be influenced by many factors that don't directly affect Mamas Creations' 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 Mamas Creations' value and its price as these two are different measures arrived at by different means. Investors typically determine if Mamas Creations is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mamas Creations' 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.
Mamas Creations '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 Mamas Creations' 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 Mamas Creations.
| 08/17/2024 |
| 09/16/2024 |
If you would invest 0.00 in Mamas Creations on August 17, 2024 and sell it all today you would earn a total of 0.00 from holding Mamas Creations or generate 0.0% return on investment in Mamas Creations over 30 days. Mamas Creations is related to or competes with SpartanNash, Andersons, Chefs Warehouse, Hf Foods, Performance Food, US Foods, and Mission Produce. Mamas Creations is entity of United States More
Mamas Creations 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 Mamas Creations' 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 Mamas Creations upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.95 | |||
| Information Ratio | 0.0322 | |||
| Maximum Drawdown | 15.82 | |||
| Value At Risk | (4.67) | |||
| Potential Upside | 5.56 |
Mamas Creations Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mamas Creations' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mamas Creations' standard deviation. In reality, there are many statistical measures that can use Mamas Creations historical prices to predict the future Mamas Creations' volatility.| Risk Adjusted Performance | 0.0575 | |||
| Jensen Alpha | 0.051 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | 0.037 | |||
| Treynor Ratio | 0.1247 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mamas Creations' 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.
Mamas Creations Backtested Returns
Mamas Creations appears to be slightly risky, given 3 months investment horizon. Mamas Creations 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 thirty technical indicators for Mamas Creations, which you can use to evaluate the volatility of the firm. Please exercise Mamas Creations' Downside Deviation of 2.95, mean deviation of 2.74, and Risk Adjusted Performance of 0.0575 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mamas Creations holds a performance score of 9. The company secures a Beta (Market Risk) of 1.62, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Mamas Creations will likely underperform. Please check Mamas Creations' sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to make a quick decision on whether Mamas Creations' current price movements will revert.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Mamas Creations has insignificant reverse predictability. Overlapping area represents the amount of predictability between Mamas Creations time series from 17th of August 2024 to 1st of September 2024 and 1st of September 2024 to 16th of September 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 Mamas Creations price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Mamas Creations price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Mamas Creations lagged returns against current returns
Autocorrelation, which is Mamas Creations 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 Mamas Creations' stock expected returns. We can calculate the autocorrelation of Mamas Creations returns to help us make a trade decision. For example, suppose you find that Mamas Creations 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 |
Mamas Creations 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 Mamas Creations stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mamas Creations stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mamas Creations stock over time.
Current vs Lagged Prices |
| Timeline |
Mamas Creations Lagged Returns
When evaluating Mamas Creations' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mamas Creations stock have on its future price. Mamas Creations 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, Mamas Creations autocorrelation shows the relationship between Mamas Creations stock current value and its past values and can show if there is a momentum factor associated with investing in Mamas Creations.
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 Mamas Stock
When determining whether Mamas Creations offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Mamas Creations' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Mamas Creations Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Mamas Creations Stock:Check out Mamas Creations Correlation, Mamas Creations Volatility and Mamas Creations Alpha and Beta module to complement your research on Mamas Creations. For information on how to trade Mamas Stock refer to our How to Trade Mamas Stock guide.You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Mamas Creations 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.