Moderna Stock Beta
| MRNA Stock | USD 103.86 1.28 1.22% |
Moderna fundamentals help investors to digest information that contributes to Moderna's financial success or failures. It also enables traders to predict the movement of Moderna Stock. The fundamental analysis module provides a way to measure Moderna's intrinsic value by examining its available economic and financial indicators, including the cash flow records, the balance sheet account changes, the income statement patterns, and various microeconomic indicators and financial ratios related to Moderna stock.
Moderna | Beta |
Moderna Company Beta Analysis
Moderna's Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of an equity instrument to the financial market in which this instrument is traded. For example, if Beta of equity is 2, it is expected to significantly outperform market when the market is going up and significantly underperform when the market is going down. Similarly, Beta of 1 indicates that an asset and market will generate similar returns over time.
Current Moderna Beta | 1.59 |
Most of Moderna's fundamental indicators, such as Beta, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, Moderna is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.
Moderna Beta Driver Correlations
Understanding the fundamental principles of building solid financial models for Moderna is extremely important. It helps to project a fair market value of Moderna Stock properly, considering its historical fundamentals such as Beta. Since Moderna's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Moderna's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Moderna's interrelated accounts and indicators.
Click cells to compare fundamentals
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Moderna has a Beta of 1.586. This is 84.42% higher than that of the Biotechnology sector and 14.1% higher than that of the Health Care industry. The beta for all United States stocks is notably lower than that of the firm.
Moderna Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Moderna's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Moderna could also be used in its relative valuation, which is a method of valuing Moderna by comparing valuation metrics of similar companies.Moderna is currently under evaluation in beta category among related companies.
Moderna Current Valuation Drivers
We derive many important indicators used in calculating different scores of Moderna from analyzing Moderna's financial statements. These drivers represent accounts that assess Moderna's ability to generate profits relative to its revenue, operating costs, and shareholders' equity. Below are some of Moderna's important valuation drivers and their relationship over time.
| 2019 | 2020 | 2021 | 2022 | 2023 | 2024 (projected) | ||
| Enterprise Value | 6.9B | 613.7M | 6.4B | 37.4B | 33.7B | 35.4B |
Moderna Institutional Holders
Institutional Holdings refers to the ownership stake in Moderna that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Moderna's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Moderna's value.| Shares | Capital World Investors | 2023-12-31 | 3.6 M | Manufacturers Life Insurance Co | 2023-12-31 | 3.5 M | Norges Bank | 2023-12-31 | 3.5 M | Coatue Management Llc | 2023-12-31 | 3.3 M | Banque Pictet & Cie Sa | 2023-12-31 | 3.1 M | Ubs Asset Mgmt Americas Inc | 2023-12-31 | 3 M | Northern Trust Corp | 2023-12-31 | 3 M | Amvescap Plc. | 2023-12-31 | 2.9 M | Legal & General Group Plc | 2023-12-31 | 2.8 M | Baillie Gifford & Co Limited. | 2023-12-31 | 45.7 M | Vanguard Group Inc | 2023-12-31 | 33.9 M |
As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Moderna will likely underperform.
Moderna Fundamentals
| Return On Equity | -0.29 | ||||
| Return On Asset | -0.12 | ||||
| Profit Margin | (0.69) % | ||||
| Operating Margin | 0 % | ||||
| Current Valuation | 32.32 B | ||||
| Shares Outstanding | 382.88 M | ||||
| Shares Owned By Insiders | 9.62 % | ||||
| Shares Owned By Institutions | 73.10 % | ||||
| Number Of Shares Shorted | 21.44 M | ||||
| Price To Earning | 6.37 X | ||||
| Price To Book | 2.91 X | ||||
| Price To Sales | 5.88 X | ||||
| Revenue | 6.75 B | ||||
| Gross Profit | 10.55 B | ||||
| EBITDA | (3.21 B) | ||||
| Net Income | (4.71 B) | ||||
| Cash And Equivalents | 8.35 B | ||||
| Cash Per Share | 21.73 X | ||||
| Total Debt | 1.24 B | ||||
| Debt To Equity | 0.07 % | ||||
| Current Ratio | 2.10 X | ||||
| Book Value Per Share | 36.27 X | ||||
| Cash Flow From Operations | (3.12 B) | ||||
| Short Ratio | 5.26 X | ||||
| Earnings Per Share | (12.33) X | ||||
| Target Price | 131.99 | ||||
| Number Of Employees | 5.6 K | ||||
| Beta | 1.59 | ||||
| Market Capitalization | 40.28 B | ||||
| Total Asset | 18.43 B | ||||
| Retained Earnings | 13.61 B | ||||
| Working Capital | 7.31 B | ||||
| Current Asset | 850 K | ||||
| Current Liabilities | 2.44 M | ||||
| Net Asset | 18.43 B |
About Moderna Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Moderna's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Moderna using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Moderna based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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 market does not have solid backing from leading economists and market statisticians.
Investor biases related to Moderna's public news can be used to forecast risks associated with an 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 equities 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 | 69.47 |
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.
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Try AI Portfolio ArchitectCheck out Moderna Piotroski F Score and Moderna Altman Z Score analysis. For information on how to trade Moderna Stock refer to our How to Trade Moderna Stock guide.You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Complementary Tools for Moderna Stock analysis
When running Moderna's 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 the 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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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 (0.85) | Earnings Share (12.33) | Revenue Per Share 17.927 | Quarterly Revenue Growth (0.45) | Return On Assets (0.12) |
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 if Moderna is a good investment 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.