Mastercard Stock Market Value
MA Stock | USD 456.75 1.36 0.30% |
Symbol | Mastercard |
Mastercard Price To Book Ratio
Is Mastercard'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 Mastercard. If investors know Mastercard 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 Mastercard 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 0.136 | Dividend Share 2.37 | Earnings Share 11.83 | Revenue Per Share 26.587 | Quarterly Revenue Growth 0.126 |
The market value of Mastercard is measured differently than its book value, which is the value of Mastercard that is recorded on the company's balance sheet. Investors also form their own opinion of Mastercard's value that differs from its market value or its book value, called intrinsic value, which is Mastercard'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 Mastercard's market value can be influenced by many factors that don't directly affect Mastercard'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 Mastercard's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mastercard is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mastercard'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.
Mastercard '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 Mastercard'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 Mastercard.
03/24/2024 |
| 04/23/2024 |
If you would invest 0.00 in Mastercard on March 24, 2024 and sell it all today you would earn a total of 0.00 from holding Mastercard or generate 0.0% return on investment in Mastercard over 30 days. Mastercard is related to or competes with American Express, Capital One, Upstart HoldingsInc, Ally Financial, and SoFi Technologies. Mastercard Incorporated, a technology company, provides transaction processing and other payment-related products and se... More
Mastercard 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 Mastercard'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 Mastercard upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 1.12 | |||
Information Ratio | 0.0068 | |||
Maximum Drawdown | 6.1 | |||
Value At Risk | (1.43) | |||
Potential Upside | 1.57 |
Mastercard Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mastercard's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mastercard's standard deviation. In reality, there are many statistical measures that can use Mastercard historical prices to predict the future Mastercard's volatility.Risk Adjusted Performance | 0.0628 | |||
Jensen Alpha | 0.0223 | |||
Total Risk Alpha | (0.04) | |||
Sortino Ratio | 0.0061 | |||
Treynor Ratio | 0.1069 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mastercard'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.
Mastercard Backtested Returns
We consider Mastercard very steady. Mastercard has Sharpe Ratio of 0.0711, which conveys that the firm had a 0.0711% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Mastercard, which you can use to evaluate the volatility of the firm. Please verify Mastercard's Downside Deviation of 1.12, risk adjusted performance of 0.0628, and Mean Deviation of 0.7357 to check out if the risk estimate we provide is consistent with the expected return of 0.0724%. Mastercard has a performance score of 5 on a scale of 0 to 100. 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, Mastercard's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mastercard is expected to be smaller as well. Mastercard right now secures a risk of 1.02%. Please verify Mastercard skewness, day typical price, and the relationship between the downside variance and daily balance of power , to decide if Mastercard will be following its current price movements.
Auto-correlation | 0.01 |
Virtually no predictability
Mastercard has virtually no predictability. Overlapping area represents the amount of predictability between Mastercard time series from 24th of March 2024 to 8th of April 2024 and 8th of April 2024 to 23rd 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 Mastercard price movement. The serial correlation of 0.01 indicates that just 1.0% of current Mastercard price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.01 | |
Spearman Rank Test | -0.15 | |
Residual Average | 0.0 | |
Price Variance | 54.35 |
Mastercard lagged returns against current returns
Autocorrelation, which is Mastercard 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 Mastercard's stock expected returns. We can calculate the autocorrelation of Mastercard returns to help us make a trade decision. For example, suppose you find that Mastercard 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 |
Mastercard 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 Mastercard stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mastercard stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mastercard stock over time.
Current vs Lagged Prices |
Timeline |
Mastercard Lagged Returns
When evaluating Mastercard's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mastercard stock have on its future price. Mastercard 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, Mastercard autocorrelation shows the relationship between Mastercard stock current value and its past values and can show if there is a momentum factor associated with investing in Mastercard.
Regressed Prices |
Timeline |
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Try AI Portfolio ArchitectCheck out Mastercard Correlation, Mastercard Volatility and Mastercard Alpha and Beta module to complement your research on Mastercard. For information on how to trade Mastercard Stock refer to our How to Trade Mastercard Stock guide.Note that the Mastercard information on this page should be used as a complementary analysis to other Mastercard'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 Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Complementary Tools for Mastercard Stock analysis
When running Mastercard's price analysis, check to measure Mastercard'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 Mastercard is operating at the current time. Most of Mastercard's value examination focuses on studying past and present price action to predict the probability of Mastercard's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mastercard's price. Additionally, you may evaluate how the addition of Mastercard to your portfolios can decrease your overall portfolio volatility.
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Mastercard 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.