Moog Stock Market Value

MOG-A
 Stock
  

USD 86.72  0.31  0.36%   

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


Please note, there is a significant difference between Moog's value and its price as these two are different measures arrived at by different means. Investors typically determine Moog value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Moog'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.

Moog '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 Moog'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 Moog.
0.00
12/12/2020
No Change 0.00  0.0 
In 1 year 11 months and 22 days
12/02/2022
0.00
If you would invest  0.00  in Moog on December 12, 2020 and sell it all today you would earn a total of 0.00 from holding Moog Inc or generate 0.0% return on investment in Moog over 720 days. Moog is related to or competes with Applied Industrial, Avery Dennison, Fastenal, ITT, Mueller Industries, Timken, and Etsy. Moog Inc. designs, manufactures, and integrates precision motion and fluid controls and controls systems for original eq... More

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

Moog Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Moog's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moog's standard deviation. In reality, there are many statistical measures that can use Moog historical prices to predict the future Moog's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Moog'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 Moog in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
83.5085.3987.28
Details
Intrinsic
Valuation
LowReal ValueHigh
83.7485.6387.52
Details
Naive
Forecast
LowNext ValueHigh
83.8885.7887.67
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
81.9686.1590.35
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Moog. Your research has to be compared to or analyzed against Moog's peers to derive any actionable benefits. When done correctly, Moog'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 Moog Inc.

Moog Inc Backtested Returns

Moog appears to be very steady, given 3 months investment horizon. Moog Inc 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. We have found twenty-one technical indicators for Moog, which you can use to evaluate the future volatility of the firm. Please exercise Moog's Mean Deviation of 1.41, downside deviation of 1.66, and Risk Adjusted Performance of 0.1657 to check out if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Moog holds a performance score of 10. The company secures a Beta (Market Risk) of 0.9282, which conveys possible diversification benefits within a given portfolio. Let's try to break down what Moog's beta means in this case. Moog returns are very sensitive to returns on the market. As the market goes up or down, Moog is expected to follow. Although it is vital to follow Moog Inc 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. By analyzing Moog Inc technical indicators, you can presently evaluate if the expected return of 0.25% will be sustainable into the future. Please exercises Moog Inc jensen alpha, maximum drawdown, and the relationship between the information ratio and treynor ratio to make a quick decision on whether Moog Inc current price movements will revert.

Auto-correlation

    
  -0.02  

Very weak reverse predictability

Moog Inc has very weak reverse predictability. Overlapping area represents the amount of predictability between Moog time series from 12th of December 2020 to 7th of December 2021 and 7th of December 2021 to 2nd 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 Moog Inc price movement. The serial correlation of -0.02 indicates that only 2.0% of current Moog price fluctuation can be explain by its past prices.
Correlation Coefficient-0.02
Spearman Rank Test0.02
Residual Average0.0
Price Variance22.62

Moog Inc lagged returns against current returns

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

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

Moog Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Moog 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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Becoming a Better Investor with Macroaxis

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

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Additionally, see Moog Correlation, Moog Volatility and Moog Alpha and Beta module to complement your research on Moog. You can also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.

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