Moderna (Brazil) Market Value

M1RN34 Stock  BRL 9.92  0.04  0.40%   
Moderna's market value is the price at which a share of Moderna trades on a public exchange. It measures the collective expectations of Moderna investors about its performance. Moderna is trading at 9.92 as of the 18th of March 2025, a 0.40 percent increase since the beginning of the trading day. The stock's open price was 9.88.
With this module, you can estimate the performance of a buy and hold strategy of Moderna and determine expected loss or profit from investing in Moderna over a given investment horizon. Check out Moderna Correlation, Moderna Volatility and Moderna Alpha and Beta module to complement your research on Moderna.
For information on how to trade Moderna Stock refer to our How to Trade Moderna Stock guide.
Symbol

Please note, there is a significant difference between Moderna's value and its price as these two are different measures arrived at by different means. Investors typically determine if Moderna is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Moderna'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.

Moderna '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 Moderna'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 Moderna.
0.00
12/18/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/18/2025
0.00
If you would invest  0.00  in Moderna on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Moderna or generate 0.0% return on investment in Moderna over 90 days. Moderna is related to or competes with Darden Restaurants,, Lumen Technologies,, Automatic Data, Lupatech, and Waste Management. Moderna, Inc., a biotechnology company, develops therapeutics and vaccines based on messenger RNA for the treatment of i... More

Moderna 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 Moderna'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 Moderna upside and downside potential and time the market with a certain degree of confidence.

Moderna Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Moderna's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moderna's standard deviation. In reality, there are many statistical measures that can use Moderna historical prices to predict the future Moderna's volatility.
Hype
Prediction
LowEstimatedHigh
4.569.9215.28
Details
Intrinsic
Valuation
LowRealHigh
3.749.1014.46
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Moderna. Your research has to be compared to or analyzed against Moderna's peers to derive any actionable benefits. When done correctly, Moderna's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Moderna.

Moderna Backtested Returns

Moderna has Sharpe Ratio of -0.0341, which conveys that the firm had a -0.0341 % return per unit of risk over the last 3 months. Moderna exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Moderna's Mean Deviation of 4.07, risk adjusted performance of (0.03), and Standard Deviation of 5.32 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.27, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Moderna's returns are expected to increase less than the market. However, during the bear market, the loss of holding Moderna is expected to be smaller as well. At this point, Moderna has a negative expected return of -0.18%. Please make sure to verify Moderna's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Moderna performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.13  

Insignificant reverse predictability

Moderna has insignificant reverse predictability. Overlapping area represents the amount of predictability between Moderna time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Moderna price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Moderna price fluctuation can be explain by its past prices.
Correlation Coefficient-0.13
Spearman Rank Test-0.34
Residual Average0.0
Price Variance0.22

Moderna lagged returns against current returns

Autocorrelation, which is Moderna 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 Moderna's stock expected returns. We can calculate the autocorrelation of Moderna returns to help us make a trade decision. For example, suppose you find that Moderna 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  

Moderna 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 Moderna stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Moderna stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Moderna stock over time.
   Current vs Lagged Prices   
       Timeline  

Moderna Lagged Returns

When evaluating Moderna's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Moderna stock have on its future price. Moderna 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, Moderna autocorrelation shows the relationship between Moderna stock current value and its past values and can show if there is a momentum factor associated with investing in Moderna.
   Regressed Prices   
       Timeline  

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Additional Information and Resources on Investing in Moderna Stock

When determining whether Moderna offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Moderna's 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 Moderna Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Moderna Stock:
Check out Moderna Correlation, Moderna Volatility and Moderna Alpha and Beta module to complement your research on Moderna.
For information on how to trade Moderna Stock refer to our How to Trade Moderna Stock guide.
You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
Moderna 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.
A focus of Moderna technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Moderna trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...