Moog Inc Stock Market Value
| MOG-A Stock | USD 219.98 3.89 1.74% |
| Symbol | Moog |
Moog Inc Price To Book Ratio
Moog '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 Moog'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 Moog.
| 09/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Moog on September 29, 2024 and sell it all today you would earn a total of 0.00 from holding Moog Inc or generate 0.0% return on investment in Moog over 60 days. Moog is related to or competes with V2X, National Presto, Woodward, Hexcel, Ducommun Incorporated, Mercury Systems, and AAR Corp. Moog Inc. designs, manufactures, and integrates precision motion and fluid controls and controls systems for original eq... More
Moog 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 Moog'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 Moog Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.69 | |||
| Information Ratio | 0.0446 | |||
| Maximum Drawdown | 14.78 | |||
| Value At Risk | (2.44) | |||
| Potential Upside | 2.69 |
Moog Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moog's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moog's standard deviation. In reality, there are many statistical measures that can use Moog historical prices to predict the future Moog's volatility.| Risk Adjusted Performance | 0.0841 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0583 | |||
| Treynor Ratio | 0.0935 |
Moog Inc Backtested Returns
Moog appears to be very steady, given 3 months investment horizon. Moog Inc has Sharpe Ratio of 0.088, which conveys that the firm had a 0.088% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Moog, which you can use to evaluate the volatility of the firm. Please exercise Moog's Risk Adjusted Performance of 0.0841, downside deviation of 1.69, and Mean Deviation of 1.37 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Moog holds a performance score of 6. The company secures a Beta (Market Risk) of 2.29, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Moog will likely underperform. Please check Moog's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Moog's current price movements will revert.
Auto-correlation | -0.52 |
Good reverse predictability
Moog Inc has good reverse predictability. Overlapping area represents the amount of predictability between Moog time series from 29th of September 2024 to 29th of October 2024 and 29th of October 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 Moog Inc price movement. The serial correlation of -0.52 indicates that about 52.0% of current Moog price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 150.2 |
Moog Inc lagged returns against current returns
Autocorrelation, which is Moog 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 Moog's stock expected returns. We can calculate the autocorrelation of Moog returns to help us make a trade decision. For example, suppose you find that Moog 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 |
Moog 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 Moog stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Moog stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Moog stock over time.
Current vs Lagged Prices |
| Timeline |
Moog Lagged Returns
When evaluating Moog's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Moog stock have on its future price. Moog 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, Moog autocorrelation shows the relationship between Moog stock current value and its past values and can show if there is a momentum factor associated with investing in Moog Inc.
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.Other Information on Investing in Moog Stock
Moog financial ratios help investors to determine whether Moog Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Moog with respect to the benefits of owning Moog security.