Maravai Lifesciences Holdings Stock Market Value
| MRVI Stock | USD 3.22 0.17 5.57% |
| Symbol | Maravai |
Is Life Sciences Tools & 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 Maravai Lifesciences. If investors know Maravai 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 Maravai Lifesciences listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Maravai Lifesciences is measured differently than its book value, which is the value of Maravai that is recorded on the company's balance sheet. Investors also form their own opinion of Maravai Lifesciences' value that differs from its market value or its book value, called intrinsic value, which is Maravai Lifesciences' 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 Maravai Lifesciences' market value can be influenced by many factors that don't directly affect Maravai Lifesciences' 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 Maravai Lifesciences' value and its price as these two are different measures arrived at by different means. Investors typically determine if Maravai Lifesciences is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Maravai Lifesciences' 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.
Maravai Lifesciences '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 Maravai Lifesciences' 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 Maravai Lifesciences.
| 01/01/2025 |
| 03/02/2025 |
If you would invest 0.00 in Maravai Lifesciences on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Maravai Lifesciences Holdings or generate 0.0% return on investment in Maravai Lifesciences over 60 days. Maravai Lifesciences is related to or competes with Roivant Sciences, Krystal Biotech, Akero Therapeutics, Apellis Pharmaceuticals, Halozyme Therapeutics, Agios Pharm, and Insmed. Maravai LifeSciences Holdings, Inc., a life sciences company, provides products to enable the development of drug therap... More
Maravai Lifesciences 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 Maravai Lifesciences' 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 Maravai Lifesciences Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 31.34 | |||
| Value At Risk | (7.91) | |||
| Potential Upside | 5.83 |
Maravai Lifesciences Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maravai Lifesciences' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Maravai Lifesciences' standard deviation. In reality, there are many statistical measures that can use Maravai Lifesciences historical prices to predict the future Maravai Lifesciences' volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.78) | |||
| Total Risk Alpha | (0.62) | |||
| Treynor Ratio | (1.19) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Maravai Lifesciences' 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.
Maravai Lifesciences Backtested Returns
Maravai Lifesciences has Sharpe Ratio of -0.14, which conveys that the firm had a -0.14 % return per unit of risk over the last 3 months. Maravai Lifesciences exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Maravai Lifesciences' Standard Deviation of 5.47, risk adjusted performance of (0.1), and Mean Deviation of 3.68 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.67, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Maravai Lifesciences' returns are expected to increase less than the market. However, during the bear market, the loss of holding Maravai Lifesciences is expected to be smaller as well. At this point, Maravai Lifesciences has a negative expected return of -0.78%. Please make sure to verify Maravai Lifesciences' treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Maravai Lifesciences performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.39 |
Below average predictability
Maravai Lifesciences Holdings has below average predictability. Overlapping area represents the amount of predictability between Maravai Lifesciences time series from 1st of January 2025 to 31st of January 2025 and 31st of January 2025 to 2nd 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 Maravai Lifesciences price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Maravai Lifesciences price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
Maravai Lifesciences lagged returns against current returns
Autocorrelation, which is Maravai Lifesciences 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 Maravai Lifesciences' stock expected returns. We can calculate the autocorrelation of Maravai Lifesciences returns to help us make a trade decision. For example, suppose you find that Maravai Lifesciences 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 |
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Maravai Lifesciences 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 Maravai Lifesciences stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Maravai Lifesciences stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Maravai Lifesciences stock over time.
Current vs Lagged Prices |
| Timeline |
Maravai Lifesciences Lagged Returns
When evaluating Maravai Lifesciences' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Maravai Lifesciences stock have on its future price. Maravai Lifesciences 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, Maravai Lifesciences autocorrelation shows the relationship between Maravai Lifesciences stock current value and its past values and can show if there is a momentum factor associated with investing in Maravai Lifesciences Holdings.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether Maravai Lifesciences offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Maravai Lifesciences' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Maravai Lifesciences Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Maravai Lifesciences Holdings Stock:Check out Maravai Lifesciences Correlation, Maravai Lifesciences Volatility and Maravai Lifesciences Alpha and Beta module to complement your research on Maravai Lifesciences. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
Maravai Lifesciences 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.