Moderna Stock Market Value

MRNA
 Stock
  

USD 150.00  8.00  5.06%   

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


Is Moderna'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 Moderna. If investors know Moderna 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 Moderna 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
-0.19
Market Capitalization
61.8 B
Quarterly Revenue Growth YOY
0.091
Return On Assets
0.46
Return On Equity
1.14
The market value of Moderna is measured differently than its book value, which is the value of Moderna that is recorded on the company's balance sheet. Investors also form their own opinion of Moderna's value that differs from its market value or its book value, called intrinsic value, which is Moderna'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 Moderna's market value can be influenced by many factors that don't directly affect Moderna'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 Moderna's value and its price as these two are different measures arrived at by different means. Investors typically determine Moderna value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Moderna'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.

Moderna '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 Moderna'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 Moderna.
0.00
06/19/2022
No Change 0.00  0.0 
In 2 months and 2 days
08/18/2022
0.00
If you would invest  0.00  in Moderna on June 19, 2022 and sell it all today you would earn a total of 0.00 from holding Moderna or generate 0.0% return on investment in Moderna over 60 days. Moderna is related to or competes with Disney. Moderna, Inc., a biotechnology company, discovers, develops, and commercializes messenger RNA therapeutics and vaccines ... More

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

Moderna Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Moderna's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moderna's standard deviation. In reality, there are many statistical measures that can use Moderna historical prices to predict the future Moderna's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Moderna'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 Moderna in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
146.26150.58154.90
Details
Intrinsic
Valuation
LowReal ValueHigh
135.41192.91197.23
Details
Naive
Forecast
LowNext ValueHigh
157.21161.52165.84
Details
13 Analysts
Consensus
LowTarget PriceHigh
86.00257.23506.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Moderna. Your research has to be compared to or analyzed against Moderna's peers to derive any actionable benefits. When done correctly, Moderna'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 Moderna.

Moderna Backtested Returns

Moderna appears to be very steady, given 3 months investment horizon. Moderna has Sharpe Ratio of 0.0763, which conveys that the firm had 0.0763% 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-eight technical indicators for Moderna, which you can use to evaluate the future volatility of the firm. Please exercise Moderna's Risk Adjusted Performance of 0.0922, downside deviation of 3.97, and Mean Deviation of 3.31 to check out if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Moderna holds a performance score of 5. The company secures a Beta (Market Risk) of 1.8472, which conveys a somewhat significant risk relative to the market. Let's try to break down what Moderna'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, Moderna will likely underperform. Although it is vital to follow Moderna 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 Moderna technical indicators, you can presently evaluate if the expected return of 0.33% will be sustainable into the future. Please exercises Moderna coefficient of variation, maximum drawdown, skewness, as well as the relationship between the total risk alpha and downside variance to make a quick decision on whether Moderna current price movements will revert.

Auto-correlation

    
  0.77  

Good predictability

Moderna has good predictability. Overlapping area represents the amount of predictability between Moderna time series from 19th of June 2022 to 19th of July 2022 and 19th of July 2022 to 18th 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 Moderna price movement. The serial correlation of 0.77 indicates that around 77.0% of current Moderna price fluctuation can be explain by its past prices.
Correlation Coefficient0.77
Spearman Rank Test0.72
Residual Average0.0
Price Variance100.57

Moderna lagged returns against current returns

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

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

Moderna Lagged Returns

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

Moderna Investors Sentiment

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

Moderna Implied Volatility

    
  73.17  
Moderna's implied volatility exposes the market's sentiment of Moderna stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Moderna's 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 Moderna stock will not fluctuate a lot when Moderna's 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 Moderna 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, Moderna's short interest history, or implied volatility extrapolated from Moderna 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 Moderna 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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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 Moderna Correlation, Moderna Volatility and Moderna Alpha and Beta module to complement your research on Moderna. Note that the Moderna information on this page should be used as a complementary analysis to other Moderna'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 Price Transformation module to use Price Transformation models to analyze depth of different equity instruments across global markets.

Complementary Tools for Moderna Stock analysis

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