MARVELL TECHNOLOGY GROUP Market Value
| 57385LAB4 | 99.58 0.22 0.22% |
| Symbol | MARVELL |
MARVELL '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's bond 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.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in MARVELL on December 19, 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 over 90 days. MARVELL is related to or competes with Willamette Valley, PepsiCo, Molson Coors, Universal, Monster Beverage, Altria, and Vita Coco. More
MARVELL 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's bond 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.
| Downside Deviation | 1.59 | |||
| Information Ratio | 0.0748 | |||
| Maximum Drawdown | 7.63 | |||
| Value At Risk | (2.48) | |||
| Potential Upside | 2.51 |
MARVELL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MARVELL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MARVELL's standard deviation. In reality, there are many statistical measures that can use MARVELL historical prices to predict the future MARVELL's volatility.| Risk Adjusted Performance | 0.0195 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.1828 | |||
| Sortino Ratio | 0.0712 | |||
| Treynor Ratio | (0.04) |
MARVELL TECHNOLOGY Backtested Returns
MARVELL TECHNOLOGY has Sharpe Ratio of -0.0297, which conveys that the bond had a -0.0297 % return per unit of volatility over the last 3 months. MARVELL exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MARVELL's Mean Deviation of 1.04, downside deviation of 1.59, and Market Risk Adjusted Performance of (0.03) to check out the risk estimate we provide. The entity secures a Beta (Market Risk) of -0.37, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning MARVELL are expected to decrease at a much lower rate. During the bear market, MARVELL is likely to outperform the market.
Auto-correlation | -0.03 |
Very weak reverse predictability
MARVELL TECHNOLOGY GROUP has very weak reverse predictability. Overlapping area represents the amount of predictability between MARVELL time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 -0.03 indicates that only 3.0% of current MARVELL price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
MARVELL TECHNOLOGY lagged returns against current returns
Autocorrelation, which is MARVELL bond'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's bond expected returns. We can calculate the autocorrelation of MARVELL returns to help us make a trade decision. For example, suppose you find that MARVELL has exhibited high autocorrelation historically, and you observe that the bond 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 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 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MARVELL bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MARVELL bond over time.
Current vs Lagged Prices |
| Timeline |
MARVELL Lagged Returns
When evaluating MARVELL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MARVELL bond have on its future price. MARVELL 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 autocorrelation shows the relationship between MARVELL bond 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 |
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 MARVELL Bond
MARVELL financial ratios help investors to determine whether MARVELL Bond 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 MARVELL with respect to the benefits of owning MARVELL security.