Mastercard Stock Market Value
| MA Stock | USD 532.38 3.90 0.74% |
| Symbol | Mastercard |
Mastercard Price To Book Ratio
Is Transaction & Payment Processing Services space 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 Mastercard. If investors know Mastercard 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 Mastercard listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.041 | Dividend Share 2.64 | Earnings Share 13.22 | Revenue Per Share 29.283 | Quarterly Revenue Growth 0.128 |
The market value of Mastercard is measured differently than its book value, which is the value of Mastercard that is recorded on the company's balance sheet. Investors also form their own opinion of Mastercard's value that differs from its market value or its book value, called intrinsic value, which is Mastercard's 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 Mastercard's market value can be influenced by many factors that don't directly affect Mastercard's 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 Mastercard's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mastercard is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mastercard'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.
Mastercard '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 Mastercard'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 Mastercard.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Mastercard on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Mastercard or generate 0.0% return on investment in Mastercard over 30 days. Mastercard is related to or competes with American Express, PayPal Holdings, Upstart Holdings, Capital One, Visa, Ally Financial, and SoFi Technologies. Mastercard Incorporated, a technology company, provides transaction processing and other payment-related products and se... More
Mastercard 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 Mastercard'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 Mastercard upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9154 | |||
| Information Ratio | 0.0603 | |||
| Maximum Drawdown | 5.05 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.7 |
Mastercard Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mastercard's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mastercard's standard deviation. In reality, there are many statistical measures that can use Mastercard historical prices to predict the future Mastercard's volatility.| Risk Adjusted Performance | 0.1511 | |||
| Jensen Alpha | 0.0861 | |||
| Total Risk Alpha | 0.0263 | |||
| Sortino Ratio | 0.0639 | |||
| Treynor Ratio | 0.2322 |
Mastercard Backtested Returns
At this point, Mastercard is very steady. Mastercard 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. We have found twenty-nine technical indicators for Mastercard, which you can use to evaluate the volatility of the firm. Please verify Mastercard's Risk Adjusted Performance of 0.1511, downside deviation of 0.9154, and Mean Deviation of 0.7186 to check out if the risk estimate we provide is consistent with the expected return of 0.16%. Mastercard has a performance score of 13 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.77, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mastercard's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mastercard is expected to be smaller as well. Mastercard right now secures a risk of 0.95%. Please verify Mastercard skewness, day typical price, and the relationship between the downside variance and daily balance of power , to decide if Mastercard will be following its current price movements.
Auto-correlation | 0.61 |
Good predictability
Mastercard has good predictability. Overlapping area represents the amount of predictability between Mastercard time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th of November 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 Mastercard price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Mastercard price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 28.95 |
Mastercard lagged returns against current returns
Autocorrelation, which is Mastercard 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 Mastercard's stock expected returns. We can calculate the autocorrelation of Mastercard returns to help us make a trade decision. For example, suppose you find that Mastercard 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 |
Mastercard 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 Mastercard stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mastercard stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mastercard stock over time.
Current vs Lagged Prices |
| Timeline |
Mastercard Lagged Returns
When evaluating Mastercard's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mastercard stock have on its future price. Mastercard 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, Mastercard autocorrelation shows the relationship between Mastercard stock current value and its past values and can show if there is a momentum factor associated with investing in Mastercard.
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.Check out Mastercard Correlation, Mastercard Volatility and Mastercard Alpha and Beta module to complement your research on Mastercard. For information on how to trade Mastercard Stock refer to our How to Trade Mastercard Stock guide.You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Mastercard 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.