Moelis Co Stock Market Value
| MC Stock | USD 77.58 2.53 3.37% |
| Symbol | Moelis |
Moelis Price To Book Ratio
Is Investment Banking & Brokerage 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 Moelis. If investors know Moelis 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 Moelis 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 3.276 | Dividend Share 2.4 | Earnings Share 0.53 | Revenue Per Share 13.755 | Quarterly Revenue Growth 0.006 |
The market value of Moelis is measured differently than its book value, which is the value of Moelis that is recorded on the company's balance sheet. Investors also form their own opinion of Moelis' value that differs from its market value or its book value, called intrinsic value, which is Moelis' 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 Moelis' market value can be influenced by many factors that don't directly affect Moelis' 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 Moelis' value and its price as these two are different measures arrived at by different means. Investors typically determine if Moelis is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Moelis' 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.
Moelis '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 Moelis' 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 Moelis.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Moelis on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Moelis Co or generate 0.0% return on investment in Moelis over 30 days. Moelis is related to or competes with Lazard, PJT Partners, Houlihan Lokey, Piper Sandler, Perella Weinberg, Evercore Partners, and Jefferies Financial. Moelis Company operates as an investment banking advisory firm More
Moelis 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 Moelis' 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 Moelis Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.64 | |||
| Information Ratio | 0.045 | |||
| Maximum Drawdown | 22.37 | |||
| Value At Risk | (3.04) | |||
| Potential Upside | 3.44 |
Moelis Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moelis' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moelis' standard deviation. In reality, there are many statistical measures that can use Moelis historical prices to predict the future Moelis' volatility.| Risk Adjusted Performance | 0.0767 | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | 0.0791 | |||
| Treynor Ratio | 0.0852 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Moelis' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Moelis Backtested Returns
Moelis appears to be very steady, given 3 months investment horizon. Moelis has Sharpe Ratio of 0.0695, which conveys that the firm had a 0.0695% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Moelis, which you can use to evaluate the volatility of the firm. Please exercise Moelis' Downside Deviation of 1.64, risk adjusted performance of 0.0767, and Mean Deviation of 1.69 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Moelis holds a performance score of 5. The company secures a Beta (Market Risk) of 2.94, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Moelis will likely underperform. Please check Moelis' jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Moelis' current price movements will revert.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Moelis Co has insignificant reverse predictability. Overlapping area represents the amount of predictability between Moelis time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Moelis price movement. The serial correlation of -0.17 indicates that over 17.0% of current Moelis price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 2.29 |
Moelis lagged returns against current returns
Autocorrelation, which is Moelis 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 Moelis' stock expected returns. We can calculate the autocorrelation of Moelis returns to help us make a trade decision. For example, suppose you find that Moelis 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 |
Moelis 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 Moelis stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Moelis stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Moelis stock over time.
Current vs Lagged Prices |
| Timeline |
Moelis Lagged Returns
When evaluating Moelis' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Moelis stock have on its future price. Moelis 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, Moelis autocorrelation shows the relationship between Moelis stock current value and its past values and can show if there is a momentum factor associated with investing in Moelis Co.
Regressed Prices |
| Timeline |
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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.Check out Moelis Correlation, Moelis Volatility and Moelis Alpha and Beta module to complement your research on Moelis. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
Moelis 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.