Moog Stock Market Value

MOG-A
 Stock
  

USD 72.53  1.32  1.79%   

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
03/29/2022
No Change 0.00  0.0 
In 5 months and 30 days
09/25/2022
0.00
If you would invest  0.00  in Moog on March 29, 2022 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 180 days. Moog is related to or competes with Sigma Lithium. 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
70.6772.5374.39
Details
Intrinsic
Valuation
LowReal ValueHigh
65.2876.5478.40
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 Inc has Sharpe Ratio of -0.0555, which conveys that the firm had -0.0555% 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. Moog exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Moog Inc mean deviation of 1.29, and Risk Adjusted Performance of (0.045578) to check out the risk estimate we provide.
The company secures a Beta (Market Risk) of 1.2765, which conveys a somewhat significant risk relative to the market. Let's try to break down what Moog'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, Moog will likely underperform. Even though it is essential to pay attention to Moog 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. Moog exposes twenty-one different technical indicators, which can help you to evaluate its performance. Moog Inc has an expected return of -0.1%. Please be advised to verify Moog Inc jensen alpha, maximum drawdown, and the relationship between the information ratio and treynor ratio to decide if Moog Inc performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.4  

Poor reverse predictability

Moog Inc has poor reverse predictability. Overlapping area represents the amount of predictability between Moog time series from 29th of March 2022 to 27th of June 2022 and 27th of June 2022 to 25th of September 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 -0.4 indicates that just about 40.0% of current Moog price fluctuation can be explain by its past prices.
Correlation Coefficient-0.4
Spearman Rank Test-0.12
Residual Average0.0
Price Variance17.78

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   
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       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   
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       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   
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       Timeline  

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 Moog 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, Moog's short interest history, or implied volatility extrapolated from Moog 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 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 Center module to all portfolio management and optimization tools to improve performance of your portfolios.

Complementary Tools for analysis

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...