Moog Inc Preferred Stock Market Value
| MOG-B Preferred Stock | USD 214.95 0.28 0.13% |
| Symbol | Moog |
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 preferred 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.
| 06/04/2024 |
| 12/01/2024 |
If you would invest 0.00 in Moog on June 4, 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 180 days. Moog is related to or competes with Curtiss Wright, Mercury Systems, Hexcel, Woodward, Park Electrochemical, Innovative Solutions, and Cadre Holdings. Moog Inc. designs, manufactures, and integrates precision motion and fluid controls and systems for original equipment m... 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 preferred 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 | 3.74 | |||
| Information Ratio | 0.0135 | |||
| Maximum Drawdown | 16.09 | |||
| Value At Risk | (2.87) | |||
| Potential Upside | 3.71 |
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 | 0.0653 | |||
| Jensen Alpha | 0.0284 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | 0.0078 | |||
| Treynor Ratio | 0.1558 |
Moog Inc Backtested Returns
At this point, Moog is very steady. Moog Inc has Sharpe Ratio of 0.0781, which conveys that the firm had a 0.0781% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Moog, which you can use to evaluate the volatility of the firm. Please verify Moog's Downside Deviation of 3.74, risk adjusted performance of 0.0653, and Mean Deviation of 0.8553 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. Moog has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.01, which conveys a somewhat significant risk relative to the market. Moog returns are very sensitive to returns on the market. As the market goes up or down, Moog is expected to follow. Moog Inc right now secures a risk of 2.2%. Please verify Moog Inc jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Moog Inc will be following its current price movements.
Auto-correlation | 0.57 |
Modest predictability
Moog Inc has modest predictability. Overlapping area represents the amount of predictability between Moog time series from 4th of June 2024 to 2nd of September 2024 and 2nd of September 2024 to 1st of December 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 0.57 indicates that roughly 57.0% of current Moog price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 98.01 |
Moog Inc lagged returns against current returns
Autocorrelation, which is Moog preferred 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 preferred 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 preferred 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 preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Moog preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Moog preferred 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 preferred 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 preferred 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 Preferred Stock
Moog financial ratios help investors to determine whether Moog Preferred 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.