Moneta Money's market value is the price at which a share of Moneta Money trades on a public exchange. It measures the collective expectations of Moneta Money Bank investors about its performance. Moneta Money is selling for under 82.45 as of the 8th of January 2025; that is No Change since the beginning of the trading day. The stock's lowest day price was 82.45. With this module, you can estimate the performance of a buy and hold strategy of Moneta Money Bank and determine expected loss or profit from investing in Moneta Money over a given investment horizon. Check out Moneta Money Correlation, Moneta Money Volatility and Moneta Money Alpha and Beta module to complement your research on Moneta Money.
Please note, there is a significant difference between Moneta Money's value and its price as these two are different measures arrived at by different means. Investors typically determine if Moneta Money is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Moneta Money'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.
Moneta Money '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 Moneta Money'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 Moneta Money.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Moneta Money'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 Moneta Money Bank upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moneta Money's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moneta Money's standard deviation. In reality, there are many statistical measures that can use Moneta Money historical prices to predict the future Moneta Money's volatility.
Currently, Moneta Money Bank is very steady. Moneta Money Bank has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13% return per unit of risk over the last 3 months. We have found seventeen technical indicators for Moneta Money, which you can use to evaluate the volatility of the firm. Please verify Moneta Money's risk adjusted performance of (1.70), and Coefficient Of Variation of 812.4 to check out if the risk estimate we provide is consistent with the expected return of 6.0E-4%. Moneta Money has a performance score of 10 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0, which conveys not very significant fluctuations relative to the market. the returns on MARKET and Moneta Money are completely uncorrelated. Moneta Money Bank right now secures a risk of 0.0047%. Please verify Moneta Money Bank information ratio, maximum drawdown, and the relationship between the variance and total risk alpha , to decide if Moneta Money Bank will be following its current price movements.
Auto-correlation
1.00
Perfect predictability
Moneta Money Bank has perfect predictability. Overlapping area represents the amount of predictability between Moneta Money time series from 9th of December 2024 to 24th of December 2024 and 24th of December 2024 to 8th of January 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 Moneta Money Bank price movement. The serial correlation of 1.0 indicates that 100.0% of current Moneta Money price fluctuation can be explain by its past prices.
Correlation Coefficient
1.0
Spearman Rank Test
1.0
Residual Average
0.0
Price Variance
0.0
Moneta Money Bank lagged returns against current returns
Autocorrelation, which is Moneta Money 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 Moneta Money's stock expected returns. We can calculate the autocorrelation of Moneta Money returns to help us make a trade decision. For example, suppose you find that Moneta Money 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
Moneta Money 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 Moneta Money stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Moneta Money stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Moneta Money stock over time.
Current vs Lagged Prices
Timeline
Moneta Money Lagged Returns
When evaluating Moneta Money's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Moneta Money stock have on its future price. Moneta Money 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, Moneta Money autocorrelation shows the relationship between Moneta Money stock current value and its past values and can show if there is a momentum factor associated with investing in Moneta Money Bank.
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.
When running Moneta Money's price analysis, check to measure Moneta Money'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 Moneta Money is operating at the current time. Most of Moneta Money's value examination focuses on studying past and present price action to predict the probability of Moneta Money's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Moneta Money's price. Additionally, you may evaluate how the addition of Moneta Money to your portfolios can decrease your overall portfolio volatility.