Moodys (Germany) Market Value
| DUT Stock | EUR 410.50 6.20 1.53% |
| Symbol | Moodys |
Moodys '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 Moodys' 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 Moodys.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Moodys on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Moodys or generate 0.0% return on investment in Moodys over 90 days. Moodys is related to or competes with Burlington Stores, National Retail, Air Transport, BJs Wholesale, Major Drilling, Fortescue Metals, and BURLINGTON STORES. Moodys Corporation provides credit ratings and credit, capital markets, and economic related research, data, and analyti... More
Moodys 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 Moodys' 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 Moodys upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 9.77 | |||
| Value At Risk | (2.43) | |||
| Potential Upside | 2.91 |
Moodys Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moodys' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moodys' standard deviation. In reality, there are many statistical measures that can use Moodys historical prices to predict the future Moodys' volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | 0.0515 | |||
| Treynor Ratio | (0.47) |
Moodys Backtested Returns
Moodys has Sharpe Ratio of -0.1, which conveys that the firm had a -0.1 % return per unit of risk over the last 3 months. Moodys exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Moodys' Mean Deviation of 1.36, standard deviation of 1.76, and Risk Adjusted Performance of (0.07) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.36, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Moodys' returns are expected to increase less than the market. However, during the bear market, the loss of holding Moodys is expected to be smaller as well. At this point, Moodys has a negative expected return of -0.18%. Please make sure to verify Moodys' skewness, rate of daily change, and the relationship between the value at risk and accumulation distribution , to decide if Moodys performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.66 |
Very good reverse predictability
Moodys has very good reverse predictability. Overlapping area represents the amount of predictability between Moodys time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Moodys price movement. The serial correlation of -0.66 indicates that around 66.0% of current Moodys price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 749.01 |
Moodys lagged returns against current returns
Autocorrelation, which is Moodys 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 Moodys' stock expected returns. We can calculate the autocorrelation of Moodys returns to help us make a trade decision. For example, suppose you find that Moodys 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 |
Moodys 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 Moodys stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Moodys stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Moodys stock over time.
Current vs Lagged Prices |
| Timeline |
Moodys Lagged Returns
When evaluating Moodys' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Moodys stock have on its future price. Moodys 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, Moodys autocorrelation shows the relationship between Moodys stock current value and its past values and can show if there is a momentum factor associated with investing in Moodys.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Moodys Stock
When determining whether Moodys offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Moodys' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Moodys Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Moodys Stock:Check out Moodys Correlation, Moodys Volatility and Moodys Alpha and Beta module to complement your research on Moodys. For more detail on how to invest in Moodys Stock please use our How to Invest in Moodys guide.You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Moodys 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.