MOOG INC (Germany) Market Value
| MO7R Stock | EUR 167.00 21.00 14.38% |
| Symbol | MOOG |
MOOG INC '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 MOOG INC'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 MOOG INC.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in MOOG INC on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding MOOG INC CL or generate 0.0% return on investment in MOOG INC over 30 days. MOOG INC is related to or competes with Perseus Mining, ACCSYS TECHPLC, and Monument Mining. Moog Inc. designs, manufactures, and integrates precision motion and fluid controls and controls systems for original eq... More
MOOG INC 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 MOOG INC'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 MOOG INC CL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.46 | |||
| Information Ratio | 0.0154 | |||
| Maximum Drawdown | 44.01 | |||
| Value At Risk | (10.58) | |||
| Potential Upside | 6.0 |
MOOG INC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MOOG INC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MOOG INC's standard deviation. In reality, there are many statistical measures that can use MOOG INC historical prices to predict the future MOOG INC's volatility.| Risk Adjusted Performance | 0.0219 | |||
| Jensen Alpha | 0.0987 | |||
| Total Risk Alpha | 0.0591 | |||
| Sortino Ratio | 0.0149 | |||
| Treynor Ratio | 0.2099 |
MOOG INC CL Backtested Returns
MOOG INC CL has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of volatility over the last 3 months. MOOG INC exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MOOG INC's mean deviation of 3.09, and Risk Adjusted Performance of 0.0219 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.48, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MOOG INC's returns are expected to increase less than the market. However, during the bear market, the loss of holding MOOG INC is expected to be smaller as well. At this point, MOOG INC CL has a negative expected return of -0.0016%. Please make sure to verify MOOG INC's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if MOOG INC CL performance from the past will be repeated at future time.
Auto-correlation | -0.61 |
Very good reverse predictability
MOOG INC CL has very good reverse predictability. Overlapping area represents the amount of predictability between MOOG INC time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of MOOG INC CL price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current MOOG INC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 45.74 |
MOOG INC CL lagged returns against current returns
Autocorrelation, which is MOOG INC 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 MOOG INC's stock expected returns. We can calculate the autocorrelation of MOOG INC returns to help us make a trade decision. For example, suppose you find that MOOG INC 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 |
MOOG INC 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 MOOG INC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MOOG INC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MOOG INC stock over time.
Current vs Lagged Prices |
| Timeline |
MOOG INC Lagged Returns
When evaluating MOOG INC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MOOG INC stock have on its future price. MOOG INC 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, MOOG INC autocorrelation shows the relationship between MOOG INC stock current value and its past values and can show if there is a momentum factor associated with investing in MOOG INC CL.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in MOOG Stock
MOOG INC financial ratios help investors to determine whether MOOG Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in MOOG with respect to the benefits of owning MOOG INC security.