Mediaalpha Stock Market Value

MAX
 Stock
  

USD 11.87  0.56  4.95%   

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


Is Mediaalpha'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. 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 listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Market Capitalization
680.9 M
Quarterly Revenue Growth YOY
(0.42) 
Return On Assets
(0.09) 
The market value of Mediaalpha 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's value that differs from its market value or its book value, called intrinsic value, which is Mediaalpha'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's market value can be influenced by many factors that don't directly affect Mediaalpha'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's value and its price as these two are different measures arrived at by different means. Investors typically determine Mediaalpha value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mediaalpha'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 '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'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.
0.00
11/03/2022
No Change 0.00  0.0 
In 30 days
12/03/2022
0.00
If you would invest  0.00  in Mediaalpha on November 3, 2022 and sell it all today you would earn a total of 0.00 from holding Mediaalpha or generate 0.0% return on investment in Mediaalpha over 30 days. Mediaalpha is related to or competes with ANGI Homeservices, Beachbody, EverQuote Inc, Fiverr International, Alphabet Inc, Liberty Tri, and Mailru Group. MediaAlpha, Inc., through its subsidiaries, operates an insurance customer acquisition platform in the United States More

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

Mediaalpha Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Mediaalpha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mediaalpha's standard deviation. In reality, there are many statistical measures that can use Mediaalpha historical prices to predict the future Mediaalpha'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'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 in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
6.1211.3116.50
Details
Intrinsic
Valuation
LowReal ValueHigh
10.1818.2523.44
Details
4 Analysts
Consensus
LowTarget PriceHigh
16.0039.0070.00
Details
Earnings
Estimates (2)
LowProjected EPSHigh
-0.02-0.02-0.02
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Mediaalpha. Your research has to be compared to or analyzed against Mediaalpha's peers to derive any actionable benefits. When done correctly, Mediaalpha'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.

Mediaalpha Backtested Returns

Mediaalpha appears to be somewhat reliable, given 3 months investment horizon. Mediaalpha has Sharpe Ratio of 0.13, which conveys that the firm had 0.13% 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. By analyzing Mediaalpha technical indicators you can presently evaluate if the expected return of 0.7% is justified by implied risk. Please exercise Mediaalpha's Risk Adjusted Performance of 0.1738, mean deviation of 3.07, and Downside Deviation of 3.62 to check out if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Mediaalpha holds a performance score of 10. The company secures a Beta (Market Risk) of 1.4372, 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 will likely underperform. Although it is vital to follow Mediaalpha price patterns, it is good to be conservative about what you can do with the information regarding equity 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. We have found twenty-one technical indicators for Mediaalpha, which you can use to evaluate the performance of the firm. Please exercises Mediaalpha variance, as well as the relationship between the value at risk and skewness to make a quick decision on whether Mediaalpha current price movements will revert.

Auto-correlation

    
  -0.3  

Weak reverse predictability

Mediaalpha has weak reverse predictability. Overlapping area represents the amount of predictability between Mediaalpha time series from 3rd of November 2022 to 18th of November 2022 and 18th of November 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 Mediaalpha price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Mediaalpha price fluctuation can be explain by its past prices.
Correlation Coefficient-0.3
Spearman Rank Test0.41
Residual Average0.0
Price Variance0.32

Mediaalpha lagged returns against current returns

Autocorrelation, which is Mediaalpha 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's stock expected returns. We can calculate the autocorrelation of Mediaalpha returns to help us make a trade decision. For example, suppose you find that Mediaalpha 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mediaalpha stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mediaalpha stock over time.
   Current vs Lagged Prices   
Share
       Timeline  

Mediaalpha Lagged Returns

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

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Additionally, see Mediaalpha Correlation, Mediaalpha Volatility and Mediaalpha Alpha and Beta module to complement your research on Mediaalpha. Note that the Mediaalpha information on this page should be used as a complementary analysis to other Mediaalpha'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 Technical Analysis module to check basic technical indicators and analysis based on most latest market data.

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