Mastercard Stock Market Value

MA
 Stock
  

USD 320.17  0.91  0.28%   

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 Hype Analysis, Mastercard Correlation, Mastercard Valuation, Mastercard Volatility, as well as analyze Mastercard Alpha and Beta and Mastercard Performance.
Symbol
Backtest


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
0.46
Market Capitalization
311.4 B
Quarterly Revenue Growth YOY
0.24
Return On Assets
0.19
Return On Equity
1.4
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
06/07/2022
No Change 0.00  0.0 
In 30 days
07/07/2022
0.00
If you would invest  0.00  in Mastercard on June 7, 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 30 days. Mastercard is related to or competes with Capital One, Boeing, JP Morgan, Merck, Pfizer, International Business, and American Express. 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
318.35320.74323.13
Details
Intrinsic
Valuation
LowReal ValueHigh
288.15348.06350.45
Details
Naive
Forecast
LowNext ValueHigh
337.04339.43341.83
Details
23 Analysts
Consensus
LowTarget PriceHigh
355.00427.18482.00
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

Mastercard has Sharpe Ratio of -0.0536, which conveys that the firm had -0.0536% 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. Mastercard exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Mastercard risk adjusted performance of (0.08), and Mean Deviation of 1.8 to check out the risk estimate we provide.
The company secures a Beta (Market Risk) of 1.4035, 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. Even though it is essential to pay attention to Mastercard 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. Mastercard exposes twenty-one different technical indicators, which can help you to evaluate its performance. Mastercard has an expected return of -0.13%. Please be advised to verify Mastercard maximum drawdown, as well as the relationship between the downside variance and skewness to decide if Mastercard performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.07  

Virtually no predictability

Mastercard has virtually no predictability. Overlapping area represents the amount of predictability between Mastercard time series from 7th of June 2022 to 22nd of June 2022 and 22nd of June 2022 to 7th of July 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 0.07 indicates that barely 7.0% of current Mastercard price fluctuation can be explain by its past prices.
Correlation Coefficient0.07
Spearman Rank Test-0.06
Residual Average0.0
Price Variance22.14

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 
Share
      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 
Share
      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 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Mastercard without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Additionally, see Mastercard Hype Analysis, Mastercard Correlation, Mastercard Valuation, Mastercard Volatility, as well as analyze Mastercard Alpha and Beta and Mastercard Performance. 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 Fundamental Analysis module to view fundamental data based on most recent published financial statements.

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...