Mercury Systems Stock Market Value
| MRCY Stock | USD 46.52 1.44 3.19% |
| Symbol | Mercury |
Mercury Systems Price To Book Ratio
Is Aerospace & Defense 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 Mercury Systems. If investors know Mercury 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 Mercury Systems 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 (0.35) | Earnings Share (1.54) | Revenue Per Share | Quarterly Revenue Growth 0.154 | Return On Assets |
The market value of Mercury Systems is measured differently than its book value, which is the value of Mercury that is recorded on the company's balance sheet. Investors also form their own opinion of Mercury Systems' value that differs from its market value or its book value, called intrinsic value, which is Mercury Systems' 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 Mercury Systems' market value can be influenced by many factors that don't directly affect Mercury Systems' 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 Mercury Systems' value and its price as these two are different measures arrived at by different means. Investors typically determine if Mercury Systems is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mercury Systems' 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.
Mercury Systems '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 Mercury Systems' 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 Mercury Systems.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Mercury Systems on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Mercury Systems or generate 0.0% return on investment in Mercury Systems over 90 days. Mercury Systems is related to or competes with Curtiss Wright, Hexcel, Ducommun Incorporated, Woodward, AAR Corp, Moog, and Park Electrochemical. Mercury Systems, Inc., a technology company, manufactures and sells components, products, modules, and subsystems for ae... More
Mercury Systems 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 Mercury Systems' 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 Mercury Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.29 | |||
| Information Ratio | 0.1382 | |||
| Maximum Drawdown | 23.6 | |||
| Value At Risk | (3.77) | |||
| Potential Upside | 3.62 |
Mercury Systems Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mercury Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mercury Systems' standard deviation. In reality, there are many statistical measures that can use Mercury Systems historical prices to predict the future Mercury Systems' volatility.| Risk Adjusted Performance | 0.1005 | |||
| Jensen Alpha | 0.4595 | |||
| Total Risk Alpha | 0.7311 | |||
| Sortino Ratio | 0.1928 | |||
| Treynor Ratio | 0.2826 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mercury Systems' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Mercury Systems Backtested Returns
Mercury Systems appears to be very steady, given 3 months investment horizon. Mercury Systems has Sharpe Ratio of 0.0999, which conveys that the firm had a 0.0999 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Mercury Systems, which you can use to evaluate the volatility of the firm. Please exercise Mercury Systems' Risk Adjusted Performance of 0.1005, downside deviation of 2.29, and Mean Deviation of 1.98 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mercury Systems holds a performance score of 7. The company secures a Beta (Market Risk) of 1.17, 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, Mercury Systems will likely underperform. Please check Mercury Systems' potential upside, as well as the relationship between the accumulation distribution and price action indicator , to make a quick decision on whether Mercury Systems' current price movements will revert.
Auto-correlation | 0.30 |
Below average predictability
Mercury Systems has below average predictability. Overlapping area represents the amount of predictability between Mercury Systems time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Mercury Systems price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Mercury Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 4.29 |
Mercury Systems lagged returns against current returns
Autocorrelation, which is Mercury Systems 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 Mercury Systems' stock expected returns. We can calculate the autocorrelation of Mercury Systems returns to help us make a trade decision. For example, suppose you find that Mercury Systems 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 |
Mercury Systems 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 Mercury Systems stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mercury Systems stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mercury Systems stock over time.
Current vs Lagged Prices |
| Timeline |
Mercury Systems Lagged Returns
When evaluating Mercury Systems' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mercury Systems stock have on its future price. Mercury Systems 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, Mercury Systems autocorrelation shows the relationship between Mercury Systems stock current value and its past values and can show if there is a momentum factor associated with investing in Mercury Systems.
Regressed Prices |
| Timeline |
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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 Tools for Mercury Stock Analysis
When running Mercury Systems' price analysis, check to measure Mercury Systems' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Mercury Systems is operating at the current time. Most of Mercury Systems' value examination focuses on studying past and present price action to predict the probability of Mercury Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mercury Systems' price. Additionally, you may evaluate how the addition of Mercury Systems to your portfolios can decrease your overall portfolio volatility.