Motorola Solutions (Brazil) Market Value
| M1SI34 Stock | 713.94 18.30 2.50% |
| Symbol | Motorola |
Motorola Solutions '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 Solutions' 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 Solutions.
| 05/30/2024 |
| 11/26/2024 |
If you would invest 0.00 in Motorola Solutions on May 30, 2024 and sell it all today you would earn a total of 0.00 from holding Motorola Solutions or generate 0.0% return on investment in Motorola Solutions over 180 days. Motorola Solutions is related to or competes with Mliuz SA, Locaweb Servios, Pet Center, Aeris Indstria, and Neogrid Participaes. More
Motorola Solutions 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 Solutions' 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 Solutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.88 | |||
| Information Ratio | 0.1066 | |||
| Maximum Drawdown | 11.63 | |||
| Value At Risk | (2.33) | |||
| Potential Upside | 3.96 |
Motorola Solutions Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Motorola Solutions' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Motorola Solutions' standard deviation. In reality, there are many statistical measures that can use Motorola Solutions historical prices to predict the future Motorola Solutions' volatility.| Risk Adjusted Performance | 0.1392 | |||
| Jensen Alpha | 0.3364 | |||
| Total Risk Alpha | 0.0263 | |||
| Sortino Ratio | 0.1079 | |||
| Treynor Ratio | (2.46) |
Motorola Solutions Backtested Returns
Motorola Solutions appears to be very steady, given 3 months investment horizon. Motorola Solutions has Sharpe Ratio of 0.18, which conveys that the firm had a 0.18% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Motorola Solutions, which you can use to evaluate the volatility of the firm. Please exercise Motorola Solutions' Downside Deviation of 1.88, risk adjusted performance of 0.1392, and Mean Deviation of 0.9582 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Motorola Solutions holds a performance score of 14. The company secures a Beta (Market Risk) of -0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Motorola Solutions are expected to decrease at a much lower rate. During the bear market, Motorola Solutions is likely to outperform the market. Please check Motorola Solutions' maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether Motorola Solutions' current price movements will revert.
Auto-correlation | 0.78 |
Good predictability
Motorola Solutions has good predictability. Overlapping area represents the amount of predictability between Motorola Solutions time series from 30th of May 2024 to 28th of August 2024 and 28th of August 2024 to 26th of November 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 Solutions price movement. The serial correlation of 0.78 indicates that around 78.0% of current Motorola Solutions price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 1421.73 |
Motorola Solutions lagged returns against current returns
Autocorrelation, which is Motorola Solutions 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 Solutions' stock expected returns. We can calculate the autocorrelation of Motorola Solutions returns to help us make a trade decision. For example, suppose you find that Motorola Solutions 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 |
Motorola Solutions 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 Solutions stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Motorola Solutions stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Motorola Solutions stock over time.
Current vs Lagged Prices |
| Timeline |
Motorola Solutions Lagged Returns
When evaluating Motorola Solutions' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Motorola Solutions stock have on its future price. Motorola Solutions 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 Solutions autocorrelation shows the relationship between Motorola Solutions stock current value and its past values and can show if there is a momentum factor associated with investing in Motorola Solutions.
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.Additional Information and Resources on Investing in Motorola Stock
When determining whether Motorola Solutions offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Motorola Solutions' 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 Motorola Solutions Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Motorola Solutions Stock:Check out Motorola Solutions Correlation, Motorola Solutions Volatility and Motorola Solutions Alpha and Beta module to complement your research on Motorola Solutions. For information on how to trade Motorola Stock refer to our How to Trade Motorola Stock guide.You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Motorola Solutions 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.