Mattel Inc Stock Market Value
| MAT Stock | USD 18.38 0.03 0.16% |
| Symbol | Mattel |
Mattel Inc Price To Book Ratio
Is Leisure Products space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Mattel. If investors know Mattel will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Mattel listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 1.659 | Earnings Share 1.57 | Revenue Per Share 15.532 | Quarterly Revenue Growth (0.04) | Return On Assets 0.0673 |
The market value of Mattel Inc is measured differently than its book value, which is the value of Mattel that is recorded on the company's balance sheet. Investors also form their own opinion of Mattel's value that differs from its market value or its book value, called intrinsic value, which is Mattel's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Mattel's market value can be influenced by many factors that don't directly affect Mattel's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Mattel's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mattel is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mattel'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.
Mattel '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 Mattel'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 Mattel.
| 10/22/2024 |
| 11/21/2024 |
If you would invest 0.00 in Mattel on October 22, 2024 and sell it all today you would earn a total of 0.00 from holding Mattel Inc or generate 0.0% return on investment in Mattel over 30 days. Mattel is related to or competes with Vista Outdoor, Johnson Outdoors, Six Flags, Canlan Ice, and OneSpaWorld Holdings. Mattel, Inc., a childrens entertainment company, designs and produces toys and consumer products worldwide More
Mattel 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 Mattel'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 Mattel Inc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 11.42 | |||
| Value At Risk | (2.31) | |||
| Potential Upside | 2.93 |
Mattel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mattel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mattel's standard deviation. In reality, there are many statistical measures that can use Mattel historical prices to predict the future Mattel's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | 0.4331 |
Mattel Inc Backtested Returns
Mattel Inc has Sharpe Ratio of -0.0448, which conveys that the firm had a -0.0448% return per unit of risk over the last 3 months. Mattel exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mattel's Standard Deviation of 1.79, risk adjusted performance of (0.01), and Mean Deviation of 1.27 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mattel are expected to decrease at a much lower rate. During the bear market, Mattel is likely to outperform the market. At this point, Mattel Inc has a negative expected return of -0.0804%. Please make sure to verify Mattel's maximum drawdown, accumulation distribution, as well as the relationship between the Accumulation Distribution and price action indicator , to decide if Mattel Inc performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.54 |
Good reverse predictability
Mattel Inc has good reverse predictability. Overlapping area represents the amount of predictability between Mattel time series from 22nd of October 2024 to 6th of November 2024 and 6th of November 2024 to 21st 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 Mattel Inc price movement. The serial correlation of -0.54 indicates that about 54.0% of current Mattel price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Mattel Inc lagged returns against current returns
Autocorrelation, which is Mattel 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 Mattel's stock expected returns. We can calculate the autocorrelation of Mattel returns to help us make a trade decision. For example, suppose you find that Mattel 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 |
Mattel 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 Mattel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mattel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mattel stock over time.
Current vs Lagged Prices |
| Timeline |
Mattel Lagged Returns
When evaluating Mattel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mattel stock have on its future price. Mattel 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, Mattel autocorrelation shows the relationship between Mattel stock current value and its past values and can show if there is a momentum factor associated with investing in Mattel Inc.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Mattel Stock Analysis
When running Mattel's price analysis, check to measure Mattel'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 Mattel is operating at the current time. Most of Mattel's value examination focuses on studying past and present price action to predict the probability of Mattel's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mattel's price. Additionally, you may evaluate how the addition of Mattel to your portfolios can decrease your overall portfolio volatility.