MOTOROLA SOLTN (Germany) Market Value
| MTLA Stock | EUR 452.80 1.90 0.42% |
| Symbol | MOTOROLA |
MOTOROLA SOLTN '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 MOTOROLA SOLTN'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 MOTOROLA SOLTN.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in MOTOROLA SOLTN on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding MOTOROLA SOLTN or generate 0.0% return on investment in MOTOROLA SOLTN over 30 days. MOTOROLA SOLTN is related to or competes with COSTCO WHOLESALE, Ross Stores, QURATE RETAIL, MGIC INVESTMENT, Apollo Investment, Retail Estates, and Vastned Retail. More
MOTOROLA SOLTN 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 MOTOROLA SOLTN'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 MOTOROLA SOLTN upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | 0.0766 | |||
| Maximum Drawdown | 10.89 | |||
| Value At Risk | (1.71) | |||
| Potential Upside | 2.19 |
MOTOROLA SOLTN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MOTOROLA SOLTN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MOTOROLA SOLTN's standard deviation. In reality, there are many statistical measures that can use MOTOROLA SOLTN historical prices to predict the future MOTOROLA SOLTN's volatility.| Risk Adjusted Performance | 0.1223 | |||
| Jensen Alpha | 0.1932 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.1071 | |||
| Treynor Ratio | 0.7917 |
MOTOROLA SOLTN Backtested Returns
MOTOROLA SOLTN appears to be very steady, given 3 months investment horizon. MOTOROLA SOLTN has Sharpe Ratio of 0.15, which conveys that the firm had a 0.15% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for MOTOROLA SOLTN, which you can use to evaluate the volatility of the firm. Please exercise MOTOROLA SOLTN's Mean Deviation of 0.9266, risk adjusted performance of 0.1223, and Market Risk Adjusted Performance of 0.8017 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MOTOROLA SOLTN holds a performance score of 11. The company secures a Beta (Market Risk) of 0.29, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MOTOROLA SOLTN's returns are expected to increase less than the market. However, during the bear market, the loss of holding MOTOROLA SOLTN is expected to be smaller as well. Please check MOTOROLA SOLTN's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether MOTOROLA SOLTN's current price movements will revert.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
MOTOROLA SOLTN has almost perfect reverse predictability. Overlapping area represents the amount of predictability between MOTOROLA SOLTN time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th 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 MOTOROLA SOLTN price movement. The serial correlation of -0.74 indicates that around 74.0% of current MOTOROLA SOLTN price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 80.77 |
MOTOROLA SOLTN lagged returns against current returns
Autocorrelation, which is MOTOROLA SOLTN 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 MOTOROLA SOLTN's stock expected returns. We can calculate the autocorrelation of MOTOROLA SOLTN returns to help us make a trade decision. For example, suppose you find that MOTOROLA SOLTN 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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MOTOROLA SOLTN 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 MOTOROLA SOLTN stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MOTOROLA SOLTN stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MOTOROLA SOLTN stock over time.
Current vs Lagged Prices |
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MOTOROLA SOLTN Lagged Returns
When evaluating MOTOROLA SOLTN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MOTOROLA SOLTN stock have on its future price. MOTOROLA SOLTN 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, MOTOROLA SOLTN autocorrelation shows the relationship between MOTOROLA SOLTN stock current value and its past values and can show if there is a momentum factor associated with investing in MOTOROLA SOLTN .
Regressed Prices |
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Additional Tools for MOTOROLA Stock Analysis
When running MOTOROLA SOLTN's price analysis, check to measure MOTOROLA SOLTN's 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 MOTOROLA SOLTN is operating at the current time. Most of MOTOROLA SOLTN's value examination focuses on studying past and present price action to predict the probability of MOTOROLA SOLTN's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MOTOROLA SOLTN's price. Additionally, you may evaluate how the addition of MOTOROLA SOLTN to your portfolios can decrease your overall portfolio volatility.