Moodys (Germany) Market Value
| DUT Stock | EUR 470.90 1.60 0.34% |
| Symbol | Moodys |
Moodys '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 Moodys' 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 Moodys.
| 04/06/2024 |
| 12/02/2024 |
If you would invest 0.00 in Moodys on April 6, 2024 and sell it all today you would earn a total of 0.00 from holding Moodys or generate 0.0% return on investment in Moodys over 240 days. Moodys is related to or competes with RELIANCE STEEL, ALGOMA STEEL, Reliance Steel, Magnachip Semiconductor, ELMOS SEMICONDUCTOR, CECO ENVIRONMENTAL, and Boiron SA. Moodys Corporation provides credit ratings and credit, capital markets, and economic related research, data, and analyti... More
Moodys 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 Moodys' 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 Moodys upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.73 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 11.59 | |||
| Value At Risk | (2.06) | |||
| Potential Upside | 2.49 |
Moodys Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moodys' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moodys' standard deviation. In reality, there are many statistical measures that can use Moodys historical prices to predict the future Moodys' volatility.| Risk Adjusted Performance | 0.0595 | |||
| Jensen Alpha | 0.126 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (1.08) |
Moodys Backtested Returns
At this point, Moodys is very steady. Moodys has Sharpe Ratio of 0.0581, which conveys that the firm had a 0.0581% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Moodys, which you can use to evaluate the volatility of the firm. Please verify Moodys' Risk Adjusted Performance of 0.0595, mean deviation of 1.16, and Downside Deviation of 1.73 to check out if the risk estimate we provide is consistent with the expected return of 0.1%. Moodys has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.1, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Moodys are expected to decrease at a much lower rate. During the bear market, Moodys is likely to outperform the market. Moodys right now secures a risk of 1.75%. Please verify Moodys jensen alpha, maximum drawdown, semi variance, as well as the relationship between the sortino ratio and potential upside , to decide if Moodys will be following its current price movements.
Auto-correlation | 0.66 |
Good predictability
Moodys has good predictability. Overlapping area represents the amount of predictability between Moodys time series from 6th of April 2024 to 4th of August 2024 and 4th of August 2024 to 2nd 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 Moodys price movement. The serial correlation of 0.66 indicates that around 66.0% of current Moodys price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 221.11 |
Moodys lagged returns against current returns
Autocorrelation, which is Moodys 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 Moodys' stock expected returns. We can calculate the autocorrelation of Moodys returns to help us make a trade decision. For example, suppose you find that Moodys 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 |
Moodys 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 Moodys stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Moodys stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Moodys stock over time.
Current vs Lagged Prices |
| Timeline |
Moodys Lagged Returns
When evaluating Moodys' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Moodys stock have on its future price. Moodys 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, Moodys autocorrelation shows the relationship between Moodys stock current value and its past values and can show if there is a momentum factor associated with investing in Moodys.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Moodys Stock
When determining whether Moodys offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Moodys' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Moodys Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Moodys Stock:Check out Moodys Correlation, Moodys Volatility and Moodys Alpha and Beta module to complement your research on Moodys. For more detail on how to invest in Moodys Stock please use our How to Invest in Moodys guide.You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Moodys 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.