Medifast Inc Stock Market Value
| MED Stock | USD 31.35 0.16 0.51% |
| Symbol | MEDIFAST |
MEDIFAST INC Price To Book Ratio
Is MEDIFAST INC'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 MEDIFAST INC. If investors know MEDIFAST 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 MEDIFAST INC 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 (0.77) | Dividend Share 4.95 | Earnings Share 9.1 | Revenue Per Share 98.498 | Quarterly Revenue Growth (0.43) |
The market value of MEDIFAST INC is measured differently than its book value, which is the value of MEDIFAST that is recorded on the company's balance sheet. Investors also form their own opinion of MEDIFAST INC's value that differs from its market value or its book value, called intrinsic value, which is MEDIFAST INC'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 MEDIFAST INC's market value can be influenced by many factors that don't directly affect MEDIFAST INC'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 MEDIFAST INC's value and its price as these two are different measures arrived at by different means. Investors typically determine if MEDIFAST INC is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MEDIFAST INC'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.
MEDIFAST INC '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 MEDIFAST INC'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 MEDIFAST INC.
| 04/27/2022 |
| 04/16/2024 |
If you would invest 0.00 in MEDIFAST INC on April 27, 2022 and sell it all today you would earn a total of 0.00 from holding MEDIFAST INC or generate 0.0% return on investment in MEDIFAST INC over 720 days. MEDIFAST INC is related to or competes with Liquidity Services, Hour Loop, Qurate Retail, Kidpik Corp, Secoo Holding, Solo Brands, and 1StdibsCom. Medifast, Inc., through its subsidiaries, manufactures and distributes weight loss, weight management, healthy living pr... More
MEDIFAST INC 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 MEDIFAST INC'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 MEDIFAST INC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 22.33 | |||
| Value At Risk | (6.34) | |||
| Potential Upside | 4.12 |
MEDIFAST INC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MEDIFAST INC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MEDIFAST INC's standard deviation. In reality, there are many statistical measures that can use MEDIFAST INC historical prices to predict the future MEDIFAST INC's volatility.| Risk Adjusted Performance | (0.17) | |||
| Jensen Alpha | (1.12) | |||
| Total Risk Alpha | (1.33) | |||
| Treynor Ratio | (0.58) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MEDIFAST INC'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.
MEDIFAST INC Backtested Returns
MEDIFAST INC has Sharpe Ratio of -0.24, which conveys that the firm had a -0.24% return per unit of risk over the last 3 months. MEDIFAST INC exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MEDIFAST INC's mean deviation of 2.55, and Risk Adjusted Performance of (0.17) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 1.76, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, MEDIFAST INC will likely underperform. MEDIFAST INC has an expected return of -0.83%. Please make sure to verify MEDIFAST INC skewness, day typical price, and the relationship between the maximum drawdown and daily balance of power , to decide if MEDIFAST INC performance from the past will be repeated in the future.
Auto-correlation | 0.70 |
Good predictability
MEDIFAST INC has good predictability. Overlapping area represents the amount of predictability between MEDIFAST INC 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 MEDIFAST INC price movement. The serial correlation of 0.7 indicates that around 70.0% of current MEDIFAST INC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 337.96 |
MEDIFAST INC lagged returns against current returns
Autocorrelation, which is MEDIFAST INC 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 MEDIFAST INC's stock expected returns. We can calculate the autocorrelation of MEDIFAST INC returns to help us make a trade decision. For example, suppose you find that MEDIFAST INC 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 |
MEDIFAST INC 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 MEDIFAST INC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MEDIFAST INC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MEDIFAST INC stock over time.
Current vs Lagged Prices |
| Timeline |
MEDIFAST INC Lagged Returns
When evaluating MEDIFAST INC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MEDIFAST INC stock have on its future price. MEDIFAST INC 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, MEDIFAST INC autocorrelation shows the relationship between MEDIFAST INC stock current value and its past values and can show if there is a momentum factor associated with investing in MEDIFAST INC.
Regressed Prices |
| Timeline |
MEDIFAST INC Investors Sentiment
The influence of MEDIFAST INC'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 MEDIFAST. 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 MEDIFAST INC's public news can be used to forecast risks associated with an investment in MEDIFAST. The trend in average sentiment can be used to explain how an investor holding MEDIFAST can time the market purely based on public headlines and social activities around MEDIFAST INC. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
MEDIFAST INC'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 MEDIFAST INC'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 MEDIFAST INC's news discussions. The higher the estimated score, the more favorable is the investor's outlook on MEDIFAST INC.
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 MEDIFAST INC 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, MEDIFAST INC's short interest history, or implied volatility extrapolated from MEDIFAST INC options trading.
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out MEDIFAST INC Correlation, MEDIFAST INC Volatility and MEDIFAST INC Alpha and Beta module to complement your research on MEDIFAST INC. For information on how to trade MEDIFAST Stock refer to our How to Trade MEDIFAST Stock guide.Note that the MEDIFAST INC information on this page should be used as a complementary analysis to other MEDIFAST INC'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 Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Complementary Tools for MEDIFAST Stock analysis
When running MEDIFAST INC's price analysis, check to measure MEDIFAST INC'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 MEDIFAST INC is operating at the current time. Most of MEDIFAST INC's value examination focuses on studying past and present price action to predict the probability of MEDIFAST INC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MEDIFAST INC's price. Additionally, you may evaluate how the addition of MEDIFAST INC to your portfolios can decrease your overall portfolio volatility.
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| AI Investment Finder Use AI to screen and filter profitable investment opportunities | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges |
MEDIFAST INC 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.