Moderna Stock Market Value

MRNA
 Stock
  

USD 182.94  3.90  2.09%   

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 Hype Analysis, Moderna Correlation, Moderna Valuation, Moderna Volatility, as well as analyze Moderna Alpha and Beta and Moderna Performance.
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.
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
07/10/2022
No Change 0.00  0.0 
In 31 days
08/09/2022
0.00
If you would invest  0.00  in Moderna on July 10, 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 30 days. Moderna is related to or competes with La Z, and Csl. 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
164.65192.49196.83
Details
Intrinsic
Valuation
LowReal ValueHigh
164.65210.94215.28
Details
13 Analysts
Consensus
LowTarget PriceHigh
86.00257.23506.00
Details
Earnings
Estimates (10)
LowProjected EPSHigh
22.2526.3228.11
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 0.17, which conveys that the firm had 0.17% 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 Moderna technical indicators you can presently evaluate if the expected return of 0.73% is justified by implied risk. Please exercise Moderna's Downside Deviation of 4.22, risk adjusted performance of 0.109, and Mean Deviation of 3.48 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 12. The company secures a Beta (Market Risk) of 1.9901, 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. We have found twenty-eight technical indicators for Moderna, which you can use to evaluate the performance of the firm. 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

    
  -0.11  

Insignificant reverse predictability

Moderna has insignificant reverse predictability. Overlapping area represents the amount of predictability between Moderna time series from 10th of July 2022 to 25th of July 2022 and 25th of July 2022 to 9th 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 -0.11 indicates that less than 11.0% of current Moderna price fluctuation can be explain by its past prices.
Correlation Coefficient-0.11
Spearman Rank Test-0.33
Residual Average0.0
Price Variance170.73

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   
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       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in Moderna without increasing your portfolio risk or giving up 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 Moderna Hype Analysis, Moderna Correlation, Moderna Valuation, Moderna Volatility, as well as analyze Moderna Alpha and Beta and Moderna Performance. 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 Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.

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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...