MASIS | Moroccan Market Analysis

Welcome to MASIS

Start by uploading your stock data files or use our demonstration data to explore the features. This tool calculates advanced metrics including correlation, beta, alpha, and volatility for Moroccan securities.

Calculation Methods

All calculations use standard financial formulas with annualization:

Returns: r_t = ln(P_t / P_{t-1}) - Log returns
Correlation: ρ = Cov(r_a, r_b) / (σ_a × σ_b)
Beta (β): β = Cov(stock, market) / Var(market)
Alpha (α): α = (E[r_s] - r_f) - β × (E[r_m] - r_f) (annualized)
Volatility: σ_annual = σ_daily × √252
R-squared: R² = (Correlation)²

Important: All calculations performed locally. Demonstration data is from Dec 2025 - Feb 2026 (SGTM, TGCC, MASI).

Analysis Period

Analysis based on aligned trading days:

Start Date

End Date

Aligned Days

Alignment Method

Analysis: SGTM vs TGCC

Comparison Results

Correlation

Pearson correlation coefficient

Beta (A vs Market)

Stock A's market risk

Beta (B vs Market)

Stock B's market risk

Alpha (A)

Excess return vs market (annualized)

Alpha (B)

Excess return vs market (annualized)

R² (A)

Explained variance

R² (B)

Explained variance

Volatility (A)

Annualized std dev

Volatility (B)

Annualized std dev

Price Comparison (Actual Prices) MASI on right axis

Percentage Change Comparison (Rebased to 0%) All assets start at 0%

Rolling Correlation (30-day window)

Aligned Data

Date	Stock A	Log Return A	Stock B	Log Return B	MASI	MASI Log Return
No data available

Showing 0 of 0 aligned rows

📊 MASIS

Welcome to MASIS