Mogu Inc Stock Market Value
| MOGU Stock | USD 1.97 0.15 7.08% |
| Symbol | MOGU |
MOGU Inc Price To Book Ratio
Is MOGU'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 MOGU. If investors know MOGU 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 MOGU listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (2.49) | Revenue Per Share 23.351 | Quarterly Revenue Growth (0.28) | Return On Assets (0.05) | Return On Equity (0.24) |
The market value of MOGU Inc is measured differently than its book value, which is the value of MOGU that is recorded on the company's balance sheet. Investors also form their own opinion of MOGU's value that differs from its market value or its book value, called intrinsic value, which is MOGU'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 MOGU's market value can be influenced by many factors that don't directly affect MOGU'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 MOGU's value and its price as these two are different measures arrived at by different means. Investors typically determine if MOGU is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MOGU'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.
MOGU '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 MOGU'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 MOGU.
| 04/27/2022 |
| 04/16/2024 |
If you would invest 0.00 in MOGU on April 27, 2022 and sell it all today you would earn a total of 0.00 from holding MOGU Inc or generate 0.0% return on investment in MOGU over 720 days. MOGU is related to or competes with Appian Corp, Okta, MongoDB, Twilio, and Trade Desk. MOGU Inc., through its subsidiaries, engages in the online fashion and lifestyle business in the Peoples Republic of Chi... More
MOGU 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 MOGU'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 MOGU Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.19 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 18.35 | |||
| Value At Risk | (7.08) | |||
| Potential Upside | 7.03 |
MOGU Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MOGU's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MOGU's standard deviation. In reality, there are many statistical measures that can use MOGU historical prices to predict the future MOGU's volatility.| Risk Adjusted Performance | 0.009 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.31) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MOGU'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.
MOGU Inc Backtested Returns
MOGU Inc has Sharpe Ratio of -0.021, which conveys that the firm had a -0.021% return per unit of risk over the last 3 months. MOGU exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MOGU's risk adjusted performance of 0.009, and Mean Deviation of 2.31 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.8, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MOGU's returns are expected to increase less than the market. However, during the bear market, the loss of holding MOGU is expected to be smaller as well. MOGU Inc has an expected return of -0.0764%. Please make sure to verify MOGU Inc potential upside, and the relationship between the total risk alpha and kurtosis , to decide if MOGU Inc performance from the past will be repeated at future time.
Auto-correlation | -0.45 |
Modest reverse predictability
MOGU Inc has modest reverse predictability. Overlapping area represents the amount of predictability between MOGU time series from 27th of April 2022 to 22nd of April 2023 and 22nd of April 2023 to 16th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of MOGU Inc price movement. The serial correlation of -0.45 indicates that just about 45.0% of current MOGU price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
MOGU Inc lagged returns against current returns
Autocorrelation, which is MOGU 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 MOGU's stock expected returns. We can calculate the autocorrelation of MOGU returns to help us make a trade decision. For example, suppose you find that MOGU 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
MOGU 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 MOGU stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MOGU stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MOGU stock over time.
Current vs Lagged Prices |
| Timeline |
MOGU Lagged Returns
When evaluating MOGU's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MOGU stock have on its future price. MOGU 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, MOGU autocorrelation shows the relationship between MOGU stock current value and its past values and can show if there is a momentum factor associated with investing in MOGU Inc.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out MOGU Correlation, MOGU Volatility and MOGU Alpha and Beta module to complement your research on MOGU. Note that the MOGU Inc information on this page should be used as a complementary analysis to other MOGU'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 the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Complementary Tools for MOGU Stock analysis
When running MOGU's price analysis, check to measure MOGU'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 MOGU is operating at the current time. Most of MOGU's value examination focuses on studying past and present price action to predict the probability of MOGU's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MOGU's price. Additionally, you may evaluate how the addition of MOGU to your portfolios can decrease your overall portfolio volatility.
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