Marvell Technology's market value is the price at which a share of Marvell Technology trades on a public exchange. It measures the collective expectations of Marvell Technology investors about its performance. Marvell Technology is trading at 39.37 as of the 19th of March 2025, a 1.23% down since the beginning of the trading day. The stock's open price was 39.86. With this module, you can estimate the performance of a buy and hold strategy of Marvell Technology and determine expected loss or profit from investing in Marvell Technology over a given investment horizon. Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.
Symbol
Marvell
Marvell Technology '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 Marvell Technology'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 Marvell Technology.
0.00
12/19/2024
No Change 0.00
0.0
In 2 months and 31 days
03/19/2025
0.00
If you would invest 0.00 in Marvell Technology on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Marvell Technology or generate 0.0% return on investment in Marvell Technology over 90 days.
Marvell Technology 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 Marvell Technology'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 Marvell Technology upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marvell Technology's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marvell Technology's standard deviation. In reality, there are many statistical measures that can use Marvell Technology historical prices to predict the future Marvell Technology's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Marvell Technology. Your research has to be compared to or analyzed against Marvell Technology's peers to derive any actionable benefits. When done correctly, Marvell Technology'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 Marvell Technology.
Marvell Technology Backtested Returns
Marvell Technology has Sharpe Ratio of -0.17, which conveys that the firm had a -0.17 % return per unit of risk over the last 3 months. Marvell Technology exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Marvell Technology's Risk Adjusted Performance of (0.12), standard deviation of 4.94, and Mean Deviation of 3.42 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.29, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Marvell Technology are expected to decrease at a much lower rate. During the bear market, Marvell Technology is likely to outperform the market. At this point, Marvell Technology has a negative expected return of -0.79%. Please make sure to verify Marvell Technology's accumulation distribution, day typical price, and the relationship between the skewness and rate of daily change , to decide if Marvell Technology performance from the past will be repeated at some point in the near future.
Auto-correlation
0.40
Average predictability
Marvell Technology has average predictability. Overlapping area represents the amount of predictability between Marvell Technology time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 Marvell Technology price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Marvell Technology price fluctuation can be explain by its past prices.
Correlation Coefficient
0.4
Spearman Rank Test
0.13
Residual Average
0.0
Price Variance
99.75
Marvell Technology lagged returns against current returns
Autocorrelation, which is Marvell Technology 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 Marvell Technology's stock expected returns. We can calculate the autocorrelation of Marvell Technology returns to help us make a trade decision. For example, suppose you find that Marvell Technology 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
Marvell Technology 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 Marvell Technology stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marvell Technology stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marvell Technology stock over time.
Current vs Lagged Prices
Timeline
Marvell Technology Lagged Returns
When evaluating Marvell Technology's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marvell Technology stock have on its future price. Marvell Technology 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, Marvell Technology autocorrelation shows the relationship between Marvell Technology stock current value and its past values and can show if there is a momentum factor associated with investing in Marvell Technology.
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.