Movella Holdings Stock Market Value
MVLA Stock | 0.06 0.01 17.35% |
Symbol | Movella |
Movella Holdings Price To Book Ratio
Is Movella Holdings' 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 Movella Holdings. If investors know Movella 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 Movella Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 2.4 | Revenue Per Share 1.365 | Quarterly Revenue Growth (0.03) | Return On Assets (0.10) | Return On Equity (0.26) |
The market value of Movella Holdings is measured differently than its book value, which is the value of Movella that is recorded on the company's balance sheet. Investors also form their own opinion of Movella Holdings' value that differs from its market value or its book value, called intrinsic value, which is Movella Holdings' 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 Movella Holdings' market value can be influenced by many factors that don't directly affect Movella Holdings' 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 Movella Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Movella Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Movella Holdings' 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.
Movella Holdings '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 Movella Holdings' 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 Movella Holdings.
04/09/2022 |
| 03/29/2024 |
If you would invest 0.00 in Movella Holdings on April 9, 2022 and sell it all today you would earn a total of 0.00 from holding Movella Holdings or generate 0.0% return on investment in Movella Holdings over 720 days. Movella Holdings is related to or competes with Genworth Financial, Home Depot, Ufp Industries, and HP. Movella Holdings is entity of United States More
Movella Holdings 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 Movella Holdings' 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 Movella Holdings upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.16) | |||
Maximum Drawdown | 120.71 | |||
Value At Risk | (19.23) | |||
Potential Upside | 10.45 |
Movella Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Movella Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Movella Holdings' standard deviation. In reality, there are many statistical measures that can use Movella Holdings historical prices to predict the future Movella Holdings' volatility.Risk Adjusted Performance | (0.07) | |||
Jensen Alpha | (1.77) | |||
Total Risk Alpha | (5.14) | |||
Treynor Ratio | 0.927 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Movella Holdings' 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.
Movella Holdings Backtested Returns
Movella Holdings has Sharpe Ratio of -0.19, which conveys that the firm had a -0.19% return per unit of risk over the last 3 months. Movella Holdings exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Movella Holdings' Risk Adjusted Performance of (0.07), standard deviation of 13.75, and Mean Deviation of 8.5 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -2.21, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Movella Holdings are expected to decrease by larger amounts. On the other hand, during market turmoil, Movella Holdings is expected to outperform it. Movella Holdings has an expected return of -2.58%. Please make sure to verify Movella Holdings kurtosis, as well as the relationship between the rate of daily change and price action indicator , to decide if Movella Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.37 |
Below average predictability
Movella Holdings has below average predictability. Overlapping area represents the amount of predictability between Movella Holdings time series from 9th of April 2022 to 4th of April 2023 and 4th of April 2023 to 29th of March 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 Movella Holdings price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Movella Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.37 | |
Spearman Rank Test | -0.14 | |
Residual Average | 0.0 | |
Price Variance | 0.58 |
Movella Holdings lagged returns against current returns
Autocorrelation, which is Movella Holdings 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 Movella Holdings' stock expected returns. We can calculate the autocorrelation of Movella Holdings returns to help us make a trade decision. For example, suppose you find that Movella Holdings 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 |
Movella Holdings 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 Movella Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Movella Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Movella Holdings stock over time.
Current vs Lagged Prices |
Timeline |
Movella Holdings Lagged Returns
When evaluating Movella Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Movella Holdings stock have on its future price. Movella Holdings 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, Movella Holdings autocorrelation shows the relationship between Movella Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Movella Holdings.
Regressed Prices |
Timeline |
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Complementary Tools for Movella Stock analysis
When running Movella Holdings' price analysis, check to measure Movella Holdings' 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 Movella Holdings is operating at the current time. Most of Movella Holdings' value examination focuses on studying past and present price action to predict the probability of Movella Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Movella Holdings' price. Additionally, you may evaluate how the addition of Movella Holdings to your portfolios can decrease your overall portfolio volatility.
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Movella Holdings 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.