Moodys Stock Market Value
| MCO Stock | USD 499.66 5.63 1.14% |
| Symbol | Moodys |
Moodys Price To Book Ratio
Is Financial Exchanges & Data 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 Moodys. If investors know Moodys 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 Moodys 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 0.389 | Dividend Share 3.32 | Earnings Share 10.92 | Revenue Per Share 37.828 | Quarterly Revenue Growth 0.232 |
The market value of Moodys is measured differently than its book value, which is the value of Moodys that is recorded on the company's balance sheet. Investors also form their own opinion of Moodys' value that differs from its market value or its book value, called intrinsic value, which is Moodys' 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 Moodys' market value can be influenced by many factors that don't directly affect Moodys' 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 Moodys' value and its price as these two are different measures arrived at by different means. Investors typically determine if Moodys is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Moodys' 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.
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.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Moodys on October 27, 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 30 days. Moodys is related to or competes with Dun Bradstreet, MSCI, and Nasdaq. Moodys Corporation operates as an integrated risk assessment firm worldwide 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 | 1.21 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 6.89 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 1.65 |
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 | 0.0396 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0897 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Moodys' 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.
Moodys Backtested Returns
As of now, Moodys Stock is very steady. Moodys has Sharpe Ratio of 0.0544, which conveys that the firm had a 0.0544% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Moodys, which you can use to evaluate the volatility of the firm. Please verify Moodys' Risk Adjusted Performance of 0.0396, mean deviation of 0.8434, and Downside Deviation of 1.21 to check out if the risk estimate we provide is consistent with the expected return of 0.0642%. Moodys has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.5, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Moodys' returns are expected to increase less than the market. However, during the bear market, the loss of holding Moodys is expected to be smaller as well. Moodys right now secures a risk of 1.18%. Please verify Moodys maximum drawdown, as well as the relationship between the expected short fall and rate of daily change , to decide if Moodys will be following its current price movements.
Auto-correlation | 0.64 |
Good predictability
Moodys has good predictability. Overlapping area represents the amount of predictability between Moodys time series from 27th of October 2024 to 11th of November 2024 and 11th of November 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 Moodys price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Moodys price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 43.38 |
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 |
Pair Trading with Moodys
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Moodys position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Moodys will appreciate offsetting losses from the drop in the long position's value.Moving against Moodys Stock
| 0.5 | QMCI | Quotemedia | PairCorr |
| 0.35 | CME | CME Group | PairCorr |
| 0.34 | DB | Deutsche Bank AG | PairCorr |
| 0.33 | AB | AllianceBernstein | PairCorr |
| 0.32 | CG | Carlyle Group | PairCorr |
The ability to find closely correlated positions to Moodys could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Moodys when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Moodys - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Moodys to buy it.
The correlation of Moodys is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Moodys moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Moodys moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Moodys can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Moodys Correlation, Moodys Volatility and Moodys Alpha and Beta module to complement your research on Moodys. To learn how to invest in Moodys Stock, please use our How to Invest in Moodys guide.You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
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.