Moderna (Germany) Performance
| 0QF Stock | EUR 31.82 0.34 1.06% |
The company secures a Beta (Market Risk) of 0.32, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Moderna's returns are expected to increase less than the market. However, during the bear market, the loss of holding Moderna is expected to be smaller as well. At this point, Moderna has a negative expected return of -0.12%. Please make sure to verify Moderna's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Moderna performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Moderna has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest fragile performance, the Stock's basic indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders. ...more
| Begin Period Cash Flow | 6.9 B |
Moderna |
Moderna Relative Risk vs. Return Landscape
If you would invest 3,750 in Moderna on December 18, 2024 and sell it today you would lose (568.00) from holding Moderna or give up 15.15% of portfolio value over 90 days. Moderna is currently producing negative expected returns and takes up 5.5645% volatility of returns over 90 trading days. Put another way, 49% of traded stocks are less volatile than Moderna, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Moderna Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moderna's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Moderna, and traders can use it to determine the average amount a Moderna's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0225
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 0QF |
Estimated Market Risk
| 5.56 actual daily | 49 51% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Moderna is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Moderna by adding Moderna to a well-diversified portfolio.
Moderna Fundamentals Growth
Moderna Stock prices reflect investors' perceptions of the future prospects and financial health of Moderna, and Moderna fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Moderna Stock performance.
| Return On Equity | 0.5 | |||
| Return On Asset | 0.23 | |||
| Profit Margin | 0.43 % | |||
| Operating Margin | 0.49 % | |||
| Current Valuation | 69.44 B | |||
| Shares Outstanding | 385 M | |||
| Price To Earning | 237.44 X | |||
| Price To Book | 4.46 X | |||
| Price To Sales | 3.48 X | |||
| Revenue | 19.26 B | |||
| EBITDA | 9.77 B | |||
| Cash And Equivalents | 7.99 B | |||
| Cash Per Share | 19.80 X | |||
| Total Debt | 603 M | |||
| Debt To Equity | 0.09 % | |||
| Book Value Per Share | 49.67 X | |||
| Cash Flow From Operations | 4.98 B | |||
| Earnings Per Share | 22.69 X | |||
| Total Asset | 25.86 B | |||
About Moderna Performance
By analyzing Moderna's fundamental ratios, stakeholders can gain valuable insights into Moderna's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Moderna has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Moderna has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Moderna, Inc., a biotechnology company, develops therapeutics and vaccines based on messenger RNA for the treatment of infectious diseases, immuno-oncology, rare diseases, cardiovascular diseases, and auto-immune diseases. Moderna, Inc. was founded in 2010 and is headquartered in Cambridge, Massachusetts. MODERNA INC operates under Biotechnology classification in Germany and is traded on Frankfurt Stock Exchange. It employs 1800 people.Things to note about Moderna performance evaluation
Checking the ongoing alerts about Moderna for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Moderna help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Moderna generated a negative expected return over the last 90 days | |
| Moderna has high historical volatility and very poor performance | |
| About 68.0% of the company shares are owned by institutions such as pension funds |
- Analyzing Moderna's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Moderna's stock is overvalued or undervalued compared to its peers.
- Examining Moderna's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Moderna's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Moderna's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Moderna's stock. These opinions can provide insight into Moderna's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Moderna Stock analysis
When running Moderna's price analysis, check to measure Moderna'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 Moderna is operating at the current time. Most of Moderna's value examination focuses on studying past and present price action to predict the probability of Moderna's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Moderna's price. Additionally, you may evaluate how the addition of Moderna to your portfolios can decrease your overall portfolio volatility.
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments |