Mediaalpha Stock Market Value

MAX
 Stock
  

USD 8.75  0.12  1.35%   

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


Is Mediaalpha Inc'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 Mediaalpha Inc. If investors know Mediaalpha 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 Mediaalpha Inc listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Mediaalpha Inc is measured differently than its book value, which is the value of Mediaalpha that is recorded on the company's balance sheet. Investors also form their own opinion of Mediaalpha Inc's value that differs from its market value or its book value, called intrinsic value, which is Mediaalpha Inc'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 Mediaalpha Inc's market value can be influenced by many factors that don't directly affect Mediaalpha Inc'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 Mediaalpha Inc's value and its price as these two are different measures arrived at by different means. Investors typically determine Mediaalpha Inc value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mediaalpha Inc'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.

Mediaalpha Inc '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 Mediaalpha Inc'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 Mediaalpha Inc.
0.00
08/02/2022
No Change 0.00  0.0 
In 2 months and 1 day
10/01/2022
0.00
If you would invest  0.00  in Mediaalpha Inc on August 2, 2022 and sell it all today you would earn a total of 0.00 from holding Mediaalpha Inc Cl or generate 0.0% return on investment in Mediaalpha Inc over 60 days. Mediaalpha Inc is related to or competes with Tencent Holdings. MediaAlpha, Inc., through its subsidiaries, operates an insurance customer acquisition platform in the United States More

Mediaalpha Inc 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 Mediaalpha Inc'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 Mediaalpha Inc Cl upside and downside potential and time the market with a certain degree of confidence.

Mediaalpha Inc Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Mediaalpha Inc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mediaalpha Inc's standard deviation. In reality, there are many statistical measures that can use Mediaalpha Inc historical prices to predict the future Mediaalpha Inc's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Mediaalpha Inc'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 Mediaalpha Inc in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
4.719.2513.79
Details
Intrinsic
Valuation
LowReal ValueHigh
8.4416.8921.43
Details
Naive
Forecast
LowNext ValueHigh
4.549.0813.62
Details
4 Analysts
Consensus
LowTarget PriceHigh
16.0039.0070.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Mediaalpha Inc. Your research has to be compared to or analyzed against Mediaalpha Inc's peers to derive any actionable benefits. When done correctly, Mediaalpha Inc'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 Mediaalpha Inc.

Mediaalpha Inc Backtested Returns

Mediaalpha Inc has Sharpe Ratio of -0.0625, which conveys that the firm had -0.0625% 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. Mediaalpha Inc exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Mediaalpha Inc Cl risk adjusted performance of (0.022437), and Mean Deviation of 3.24 to check out the risk estimate we provide.
The company secures a Beta (Market Risk) of 1.8062, which conveys a somewhat significant risk relative to the market. Let's try to break down what Mediaalpha'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, Mediaalpha Inc will likely underperform. Even though it is essential to pay attention to Mediaalpha Inc 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. Mediaalpha Inc exposes twenty-eight different technical indicators, which can help you to evaluate its performance. Mediaalpha Inc has an expected return of -0.28%. Please be advised to verify Mediaalpha Inc Cl value at risk, and the relationship between the jensen alpha and skewness to decide if Mediaalpha Inc performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.42  

Modest reverse predictability

Mediaalpha Inc Cl has modest reverse predictability. Overlapping area represents the amount of predictability between Mediaalpha Inc time series from 2nd of August 2022 to 1st of September 2022 and 1st of September 2022 to 1st of October 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 Mediaalpha Inc price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Mediaalpha Inc price fluctuation can be explain by its past prices.
Correlation Coefficient-0.42
Spearman Rank Test0.06
Residual Average0.0
Price Variance0.12

Mediaalpha Inc lagged returns against current returns

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

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

Mediaalpha Inc Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Mediaalpha Inc without increasing your portfolio risk or giving up the 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.

Did you try this?

Run Fundamentals Comparison Now

   

Fundamentals Comparison

Compare fundamentals across multiple equities to find investing opportunities
All  Next Launch Module

Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Mediaalpha Inc 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.

Build Optimal Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally, see Mediaalpha Inc Correlation, Mediaalpha Inc Volatility and Mediaalpha Inc Alpha and Beta module to complement your research on Mediaalpha Inc. Note that the Mediaalpha Inc information on this page should be used as a complementary analysis to other Mediaalpha Inc'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 Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.

Complementary Tools for Mediaalpha Stock analysis

When running Mediaalpha Inc price analysis, check to measure Mediaalpha Inc'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 Mediaalpha Inc is operating at the current time. Most of Mediaalpha Inc's value examination focuses on studying past and present price action to predict the probability of Mediaalpha Inc's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Mediaalpha Inc's price. Additionally, you may evaluate how the addition of Mediaalpha Inc to your portfolios can decrease your overall portfolio volatility.
Analyst Recommendations
Analyst recommendations and target price estimates broken down by several categories
Go
Crypto Correlations
Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins
Go
Portfolio Center
All portfolio management and optimization tools to improve performance of your portfolios
Go
Earnings Calls
Check upcoming earnings announcements updated hourly across public exchanges
Go
Transaction History
View history of all your transactions and understand their impact on performance
Go
Pattern Recognition
Use different Pattern Recognition models to time the market across multiple global exchanges
Go
Mediaalpha Inc 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 Mediaalpha Inc technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Mediaalpha Inc 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...