Mitek Systems Stock Market Value
| MITK Stock | USD 11.56 0.25 2.12% |
| Symbol | Mitek |
Is Application Software 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 Mitek Systems. Expected growth trajectory for Mitek significantly influences the price investors are willing to assign. The financial industry is built on trying to define current growth potential and future valuation accurately. Comprehensive Mitek Systems assessment requires weighing all these inputs, though not all factors influence outcomes equally.
The market value of Mitek Systems is measured differently than its book value, which is the value of Mitek that is recorded on the company's balance sheet. Investors also form their own opinion of Mitek Systems' value that differs from its market value or its book value, called intrinsic value, which is Mitek Systems' 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 Mitek Systems' market value can be influenced by many factors that don't directly affect Mitek Systems' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Understanding that Mitek Systems' value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Mitek Systems represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Meanwhile, Mitek Systems' quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Mitek Systems '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 Mitek Systems' 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 Mitek Systems.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in Mitek Systems on November 12, 2025 and sell it all today you would earn a total of 0.00 from holding Mitek Systems or generate 0.0% return on investment in Mitek Systems over 90 days. Mitek Systems is related to or competes with EGain, Pubmatic, Materialise, CS Disco, Rimini Street, Commerce, and International Money. Mitek Systems, Inc. develops, markets, and sells mobile image capture and digital identity verification solutions in the... More
Mitek Systems 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 Mitek Systems' 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 Mitek Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.48 | |||
| Information Ratio | 0.083 | |||
| Maximum Drawdown | 20.64 | |||
| Value At Risk | (4.01) | |||
| Potential Upside | 3.42 |
Mitek Systems Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mitek Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mitek Systems' standard deviation. In reality, there are many statistical measures that can use Mitek Systems historical prices to predict the future Mitek Systems' volatility.| Risk Adjusted Performance | 0.0951 | |||
| Jensen Alpha | 0.2461 | |||
| Total Risk Alpha | 0.0109 | |||
| Sortino Ratio | 0.1191 | |||
| Treynor Ratio | 0.2372 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mitek Systems' 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.
Mitek Systems February 10, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.0951 | |||
| Market Risk Adjusted Performance | 0.2472 | |||
| Mean Deviation | 2.05 | |||
| Semi Deviation | 2.15 | |||
| Downside Deviation | 2.48 | |||
| Coefficient Of Variation | 916.63 | |||
| Standard Deviation | 3.55 | |||
| Variance | 12.63 | |||
| Information Ratio | 0.083 | |||
| Jensen Alpha | 0.2461 | |||
| Total Risk Alpha | 0.0109 | |||
| Sortino Ratio | 0.1191 | |||
| Treynor Ratio | 0.2372 | |||
| Maximum Drawdown | 20.64 | |||
| Value At Risk | (4.01) | |||
| Potential Upside | 3.42 | |||
| Downside Variance | 6.13 | |||
| Semi Variance | 4.62 | |||
| Expected Short fall | (2.44) | |||
| Skewness | 3.06 | |||
| Kurtosis | 16.88 |
Mitek Systems Backtested Returns
Mitek Systems appears to be somewhat reliable, given 3 months investment horizon. Mitek Systems has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Mitek Systems, which you can use to evaluate the volatility of the firm. Please exercise Mitek Systems' Downside Deviation of 2.48, risk adjusted performance of 0.0951, and Mean Deviation of 2.05 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mitek Systems holds a performance score of 8. The company secures a Beta (Market Risk) of 1.59, 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, Mitek Systems will likely underperform. Please check Mitek Systems' potential upside, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether Mitek Systems' current price movements will revert.
Auto-correlation | 0.22 |
Weak predictability
Mitek Systems has weak predictability. Overlapping area represents the amount of predictability between Mitek Systems time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Mitek Systems price movement. The serial correlation of 0.22 indicates that over 22.0% of current Mitek Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
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Mitek Systems 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.