Masimo Stock Market Value
| MASI Stock | USD 135.92 1.03 0.75% |
| Symbol | Masimo |
Masimo Price To Book Ratio
Is Masimo'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 Masimo. If investors know Masimo 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 Masimo 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 (0.16) | Earnings Share 1.51 | Revenue Per Share 38.79 | Quarterly Revenue Growth (0.11) | Return On Assets 0.0293 |
The market value of Masimo is measured differently than its book value, which is the value of Masimo that is recorded on the company's balance sheet. Investors also form their own opinion of Masimo's value that differs from its market value or its book value, called intrinsic value, which is Masimo'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 Masimo's market value can be influenced by many factors that don't directly affect Masimo'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 Masimo's value and its price as these two are different measures arrived at by different means. Investors typically determine if Masimo is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Masimo'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.
Masimo '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 Masimo'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 Masimo.
| 01/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Masimo on January 26, 2024 and sell it all today you would earn a total of 0.00 from holding Masimo or generate 0.0% return on investment in Masimo over 90 days. Masimo is related to or competes with Thermogenesis Holdings. Masimo Corporation develops, manufactures, and markets noninvasive monitoring technologies and hospital automation solut... More
Masimo 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 Masimo'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 Masimo upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.59 | |||
| Information Ratio | 0.0347 | |||
| Maximum Drawdown | 7.3 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 3.34 |
Masimo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Masimo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Masimo's standard deviation. In reality, there are many statistical measures that can use Masimo historical prices to predict the future Masimo's volatility.| Risk Adjusted Performance | 0.0647 | |||
| Jensen Alpha | 0.0499 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0352 | |||
| Treynor Ratio | 0.132 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Masimo'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.
Masimo Backtested Returns
We consider Masimo very steady. Masimo has Sharpe Ratio of 0.0741, which conveys that the firm had a 0.0741% return per unit of risk over the last 3 months. We have found thirty technical indicators for Masimo, which you can use to evaluate the volatility of the firm. Please verify Masimo's Mean Deviation of 1.22, risk adjusted performance of 0.0647, and Downside Deviation of 1.59 to check out if the risk estimate we provide is consistent with the expected return of 0.12%. Masimo has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.07, which conveys a somewhat significant risk relative to the market. Masimo returns are very sensitive to returns on the market. As the market goes up or down, Masimo is expected to follow. Masimo right now secures a risk of 1.6%. Please verify Masimo potential upside, as well as the relationship between the kurtosis and day typical price , to decide if Masimo will be following its current price movements.
Auto-correlation | 0.09 |
Virtually no predictability
Masimo has virtually no predictability. Overlapping area represents the amount of predictability between Masimo time series from 26th of January 2024 to 11th of March 2024 and 11th of March 2024 to 25th 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 Masimo price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Masimo price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 22.08 |
Masimo lagged returns against current returns
Autocorrelation, which is Masimo 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 Masimo's stock expected returns. We can calculate the autocorrelation of Masimo returns to help us make a trade decision. For example, suppose you find that Masimo 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 |
Masimo 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 Masimo stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Masimo stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Masimo stock over time.
Current vs Lagged Prices |
| Timeline |
Masimo Lagged Returns
When evaluating Masimo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Masimo stock have on its future price. Masimo 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, Masimo autocorrelation shows the relationship between Masimo stock current value and its past values and can show if there is a momentum factor associated with investing in Masimo.
Regressed Prices |
| Timeline |
Masimo Investors Sentiment
The influence of Masimo'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 Masimo. 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 Masimo's public news can be used to forecast risks associated with an investment in Masimo. The trend in average sentiment can be used to explain how an investor holding Masimo can time the market purely based on public headlines and social activities around Masimo. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Masimo'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 Masimo'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 Masimo's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Masimo.
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 Masimo 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, Masimo's short interest history, or implied volatility extrapolated from Masimo options trading.
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Complementary Tools for Masimo Stock analysis
When running Masimo's price analysis, check to measure Masimo'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 Masimo is operating at the current time. Most of Masimo's value examination focuses on studying past and present price action to predict the probability of Masimo's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Masimo's price. Additionally, you may evaluate how the addition of Masimo to your portfolios can decrease your overall portfolio volatility.
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Masimo 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.