Moderna (Brazil) Market Value
| M1RN34 Stock | BRL 9.92 0.04 0.40% |
| Symbol | Moderna |
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.
| 12/18/2024 |
| 03/18/2025 |
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.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 29.68 | |||
| Value At Risk | (8.35) | |||
| Potential Upside | 7.76 |
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.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | 0.4159 | |||
| Treynor Ratio | (0.94) |
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-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Moderna's Standard Deviation of 5.32, mean deviation of 4.07, and Risk Adjusted Performance of (0.03) 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 coefficient of variation, information ratio, total risk alpha, as well as the relationship between the standard deviation and jensen 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 Average | 0.0 | |
| Price Variance | 0.22 |
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 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.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 AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
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.