Micro Stock Market Value

MFGP
 Stock
  

USD 3.63  0.04  1.09%   

Micro Focus' market value is the price at which a share of Micro Focus stock trades on a public exchange. It measures the collective expectations of Micro Focus Intl investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Micro Focus Intl and determine expected loss or profit from investing in Micro Focus over a given investment horizon. Additionally, see Micro Focus Hype Analysis, Micro Focus Correlation, Micro Focus Valuation, Micro Focus Volatility, as well as analyze Micro Focus Alpha and Beta and Micro Focus Performance.
Symbol


Is Micro Focus' 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 Micro Focus. If investors know Micro 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 Micro Focus 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
1.45
Market Capitalization
1.2 B
Quarterly Revenue Growth YOY
-0.11
Return On Assets
-9.0E-4
Return On Equity
-0.0855
The market value of Micro Focus Intl is measured differently than its book value, which is the value of Micro that is recorded on the company's balance sheet. Investors also form their own opinion of Micro Focus' value that differs from its market value or its book value, called intrinsic value, which is Micro Focus' 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 Micro Focus' market value can be influenced by many factors that don't directly affect Micro Focus' 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 Micro Focus' value and its price as these two are different measures arrived at by different means. Investors typically determine Micro Focus value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Micro Focus' 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.

Micro Focus '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 Micro Focus' 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 Micro Focus.
0.00
07/21/2021
No Change 0.00  0.0 
In 1 year and 26 days
08/15/2022
0.00
If you would invest  0.00  in Micro Focus on July 21, 2021 and sell it all today you would earn a total of 0.00 from holding Micro Focus Intl or generate 0.0% return on investment in Micro Focus over 390 days. Micro Focus International plc operates in the enterprise software business in the United Kingdom, the United States, Ger...More

Micro Focus 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 Micro Focus' 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 Micro Focus Intl upside and downside potential and time the market with a certain degree of confidence.

Micro Focus Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Micro Focus' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Micro Focus' standard deviation. In reality, there are many statistical measures that can use Micro Focus historical prices to predict the future Micro Focus' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Micro Focus' 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 Micro Focus in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
0.073.657.23
Details
Intrinsic
Valuation
LowReal ValueHigh
0.033.617.19
Details
Naive
Forecast
LowNext ValueHigh
0.073.567.14
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
2.713.584.46
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Micro Focus. Your research has to be compared to or analyzed against Micro Focus' peers to derive any actionable benefits. When done correctly, Micro Focus' 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 Micro Focus Intl.

Micro Focus Intl Backtested Returns

Micro Focus Intl has Sharpe Ratio of -0.0764, which conveys that the firm had -0.0764% 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. Micro Focus exposes twenty-seven different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Micro Focus Intl mean deviation of 2.6, and Risk Adjusted Performance of (0.05) to check out the risk estimate we provide.
The company secures a Beta (Market Risk) of 1.8223, which conveys a somewhat significant risk relative to the market. Let's try to break down what Micro'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, Micro Focus will likely underperform. Even though it is essential to pay attention to Micro Focus Intl 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. Micro Focus exposes twenty-seven different technical indicators, which can help you to evaluate its performance. Micro Focus Intl has an expected return of -0.27%. Please be advised to verify Micro Focus Intl value at risk, and the relationship between the jensen alpha and skewness to decide if Micro Focus Intl performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.09  

Virtually no predictability

Micro Focus Intl has virtually no predictability. Overlapping area represents the amount of predictability between Micro Focus time series from 21st of July 2021 to 1st of February 2022 and 1st of February 2022 to 15th of August 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 Micro Focus Intl price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Micro Focus price fluctuation can be explain by its past prices.
Correlation Coefficient0.09
Spearman Rank Test0.05
Residual Average0.0
Price Variance0.58

Micro Focus Intl lagged returns against current returns

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

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

Micro Focus Lagged Returns

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

Micro Focus Investors Sentiment

The influence of Micro Focus' 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 Micro. 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 Micro Focus' public news can be used to forecast risks associated with investment in Micro. The trend in average sentiment can be used to explain how an investor holding Micro can time the market purely based on public headlines and social activities around Micro Focus Intl. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Micro Focus' 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 Micro Focus' 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 Micro Focus' news discussions. The higher the estimate score, the more favorable is the investor's outlook on Micro Focus.

Micro Focus Implied Volatility

    
  69.08  
Micro Focus' implied volatility exposes the market's sentiment of Micro Focus Intl stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Micro Focus' 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 Micro Focus stock will not fluctuate a lot when Micro Focus' 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 Micro Focus 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, Micro Focus' short interest history, or implied volatility extrapolated from Micro Focus options trading.

Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Micro Focus Intl 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 Micro Focus Hype Analysis, Micro Focus Correlation, Micro Focus Valuation, Micro Focus Volatility, as well as analyze Micro Focus Alpha and Beta and Micro Focus Performance. Note that the Micro Focus Intl information on this page should be used as a complementary analysis to other Micro Focus' 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 Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

Complementary Tools for Micro Stock analysis

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