Mastercard Stock Market Value

MA
 Stock
  

USD 360.06  0.74  0.21%   

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


Is Mastercard's 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 Mastercard. If investors know Mastercard 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 Mastercard 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 YOY
0.057
Market Capitalization
349.7 B
Quarterly Revenue Growth YOY
0.16
Return On Assets
0.21
Return On Equity
1.48
The market value of Mastercard is measured differently than its book value, which is the value of Mastercard that is recorded on the company's balance sheet. Investors also form their own opinion of Mastercard's value that differs from its market value or its book value, called intrinsic value, which is Mastercard's 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 Mastercard's market value can be influenced by many factors that don't directly affect Mastercard's 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 Mastercard's value and its price as these two are different measures arrived at by different means. Investors typically determine Mastercard value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mastercard's 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.

Mastercard '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 Mastercard's 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 Mastercard.
0.00
09/04/2022
No Change 0.00  0.0 
In 3 months and 1 day
12/03/2022
0.00
If you would invest  0.00  in Mastercard on September 4, 2022 and sell it all today you would earn a total of 0.00 from holding Mastercard or generate 0.0% return on investment in Mastercard over 90 days. Mastercard is related to or competes with Booz Allen, Chord Energy, Enlivex Therapeutics, Wisekey International, and Automatic Data. Mastercard Incorporated, a technology company, provides transaction processing and other payment-related products and se... More

Mastercard 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 Mastercard's 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 Mastercard upside and downside potential and time the market with a certain degree of confidence.

Mastercard Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Mastercard's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mastercard's standard deviation. In reality, there are many statistical measures that can use Mastercard historical prices to predict the future Mastercard's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Mastercard's 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 Mastercard in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
356.65358.70360.75
Details
Intrinsic
Valuation
LowReal ValueHigh
324.05364.82366.87
Details
23 Analysts
Consensus
LowTarget PriceHigh
355.00427.18482.00
Details
Earnings
Estimates (15)
LowProjected EPSHigh
8.218.278.47
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Mastercard. Your research has to be compared to or analyzed against Mastercard's peers to derive any actionable benefits. When done correctly, Mastercard's 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 Mastercard.

Mastercard Backtested Returns

We consider Mastercard very steady. Mastercard has Sharpe Ratio of 0.0923, which conveys that the firm had 0.0923% 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 Mastercard, which you can use to evaluate the future volatility of the firm. Please verify Mastercard Downside Deviation of 1.8, mean deviation of 1.55, and Risk Adjusted Performance of 0.1354 to check out if the risk estimate we provide is consistent with the expected return of 0.19%.
Mastercard has a performance score of 7 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.2045, which conveys a somewhat significant risk relative to the market. Let's try to break down what Mastercard's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Mastercard will likely underperform. Although it is important to respect Mastercard 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 Mastercard technical indicators, you can presently evaluate if the expected return of 0.19% will be sustainable into the future. Mastercard right now secures a risk of 2.03%. Please verify Mastercard maximum drawdown, skewness, day typical price, as well as the relationship between the downside variance and daily balance of power to decide if Mastercard will be following its current price movements.

Auto-correlation

    
  -0.69  

Very good reverse predictability

Mastercard has very good reverse predictability. Overlapping area represents the amount of predictability between Mastercard time series from 4th of September 2022 to 19th of October 2022 and 19th of October 2022 to 3rd 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 Mastercard price movement. The serial correlation of -0.69 indicates that around 69.0% of current Mastercard price fluctuation can be explain by its past prices.
Correlation Coefficient-0.69
Spearman Rank Test-0.71
Residual Average0.0
Price Variance309.99

Mastercard lagged returns against current returns

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

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

Mastercard Lagged Returns

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

Mastercard Investors Sentiment

The influence of Mastercard's 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 Mastercard. 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.
Investor biases related to Mastercard's public news can be used to forecast risks associated with investment in Mastercard. The trend in average sentiment can be used to explain how an investor holding Mastercard can time the market purely based on public headlines and social activities around Mastercard. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Mastercard's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Mastercard's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Mastercard's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Mastercard.

Mastercard Implied Volatility

    
  25.0  
Mastercard's implied volatility exposes the market's sentiment of Mastercard stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Mastercard's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Mastercard stock will not fluctuate a lot when Mastercard's options are near their expiration.
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 Mastercard 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, Mastercard's short interest history, or implied volatility extrapolated from Mastercard options trading.

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Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Mastercard 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 Mastercard Correlation, Mastercard Volatility and Mastercard Alpha and Beta module to complement your research on Mastercard. Note that the Mastercard information on this page should be used as a complementary analysis to other Mastercard's 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 Fund Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.

Complementary Tools for Mastercard Stock analysis

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