Marvell Technology Group Stock Market Value
| MRVL Stock | USD 68.74 0.02 0.03% |
| Symbol | Marvell |
Marvell Technology Company Valuation
Is Semiconductors & Semiconductor Equipment 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 Marvell Technology. If investors know Marvell 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 Marvell Technology 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 (0.70) | Dividend Share 0.24 | Earnings Share (1.02) | Revenue Per Share | Quarterly Revenue Growth 0.274 |
The market value of Marvell Technology is measured differently than its book value, which is the value of Marvell that is recorded on the company's balance sheet. Investors also form their own opinion of Marvell Technology's value that differs from its market value or its book value, called intrinsic value, which is Marvell Technology'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 Marvell Technology's market value can be influenced by many factors that don't directly affect Marvell Technology'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 Marvell Technology's value and its price as these two are different measures arrived at by different means. Investors typically determine if Marvell Technology is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Marvell Technology'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.
Marvell Technology '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 Marvell Technology'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 Marvell Technology.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Marvell Technology on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Marvell Technology Group or generate 0.0% return on investment in Marvell Technology over 90 days. Marvell Technology is related to or competes with NVIDIA, Intel, Taiwan Semiconductor, Micron Technology, Qualcomm Incorporated, Advanced Micro, and Broadcom. Marvell Technology, Inc., together with its subsidiaries, designs, develops, and sells analog, mixed-signal, digital sig... More
Marvell Technology 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 Marvell Technology'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 Marvell Technology Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 30.61 | |||
| Value At Risk | (7.64) | |||
| Potential Upside | 4.76 |
Marvell Technology Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marvell Technology's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marvell Technology's standard deviation. In reality, there are many statistical measures that can use Marvell Technology historical prices to predict the future Marvell Technology's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.42) | |||
| Total Risk Alpha | 0.0055 | |||
| Treynor Ratio | (0.33) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Marvell Technology's 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.
Marvell Technology Backtested Returns
Marvell Technology 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. Marvell Technology exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Marvell Technology's Standard Deviation of 5.08, mean deviation of 3.64, and Risk Adjusted Performance of (0.1) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 1.94, 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, Marvell Technology will likely underperform. At this point, Marvell Technology has a negative expected return of -0.84%. Please make sure to verify Marvell Technology's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Marvell Technology performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.06 |
Virtually no predictability
Marvell Technology Group has virtually no predictability. Overlapping area represents the amount of predictability between Marvell Technology 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 Marvell Technology price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Marvell Technology price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 225.19 |
Marvell Technology lagged returns against current returns
Autocorrelation, which is Marvell Technology 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 Marvell Technology's stock expected returns. We can calculate the autocorrelation of Marvell Technology returns to help us make a trade decision. For example, suppose you find that Marvell Technology 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 |
Marvell Technology 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 Marvell Technology stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marvell Technology stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marvell Technology stock over time.
Current vs Lagged Prices |
| Timeline |
Marvell Technology Lagged Returns
When evaluating Marvell Technology's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marvell Technology stock have on its future price. Marvell Technology 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, Marvell Technology autocorrelation shows the relationship between Marvell Technology stock current value and its past values and can show if there is a momentum factor associated with investing in Marvell Technology Group.
Regressed Prices |
| Timeline |
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Marvell Technology 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.