The Mosaic Stock Market Value
| MOS Stock | USD 26.05 0.61 2.40% |
| Symbol | Mosaic |
Mosaic Price To Book Ratio
Is Fertilizers & Agricultural Chemicals 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 Mosaic. If investors know Mosaic 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 Mosaic 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 (0.89) | Dividend Share 0.83 | Earnings Share 1.13 | Revenue Per Share 35.579 | Quarterly Revenue Growth (0.21) |
The market value of Mosaic is measured differently than its book value, which is the value of Mosaic that is recorded on the company's balance sheet. Investors also form their own opinion of Mosaic's value that differs from its market value or its book value, called intrinsic value, which is Mosaic'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 Mosaic's market value can be influenced by many factors that don't directly affect Mosaic'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 Mosaic's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mosaic is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mosaic'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.
Mosaic '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 Mosaic'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 Mosaic.
| 05/26/2024 |
| 11/22/2024 |
If you would invest 0.00 in Mosaic on May 26, 2024 and sell it all today you would earn a total of 0.00 from holding The Mosaic or generate 0.0% return on investment in Mosaic over 180 days. Mosaic is related to or competes with Nutrien, Intrepid Potash, Corteva, FMC, CF Industries, ICL Israel, and American Vanguard. The Mosaic Company, through its subsidiaries, produces and markets concentrated phosphate and potash crop nutrients in N... More
Mosaic 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 Mosaic'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 The Mosaic upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 13.1 | |||
| Value At Risk | (3.92) | |||
| Potential Upside | 4.43 |
Mosaic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mosaic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mosaic's standard deviation. In reality, there are many statistical measures that can use Mosaic historical prices to predict the future Mosaic's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | (0.11) |
Mosaic Backtested Returns
Mosaic has Sharpe Ratio of -0.0479, which conveys that the firm had a -0.0479% return per unit of risk over the last 3 months. Mosaic exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mosaic's Standard Deviation of 2.3, risk adjusted performance of (0.02), and Market Risk Adjusted Performance of (0.1) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.71, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mosaic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mosaic is expected to be smaller as well. At this point, Mosaic has a negative expected return of -0.11%. Please make sure to verify Mosaic's coefficient of variation, value at risk, as well as the relationship between the Value At Risk and rate of daily change , to decide if Mosaic performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.08 |
Virtually no predictability
The Mosaic has virtually no predictability. Overlapping area represents the amount of predictability between Mosaic time series from 26th of May 2024 to 24th of August 2024 and 24th of August 2024 to 22nd 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 Mosaic price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Mosaic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 1.0 |
Mosaic lagged returns against current returns
Autocorrelation, which is Mosaic 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 Mosaic's stock expected returns. We can calculate the autocorrelation of Mosaic returns to help us make a trade decision. For example, suppose you find that Mosaic 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 |
Mosaic 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 Mosaic stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mosaic stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mosaic stock over time.
Current vs Lagged Prices |
| Timeline |
Mosaic Lagged Returns
When evaluating Mosaic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mosaic stock have on its future price. Mosaic 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, Mosaic autocorrelation shows the relationship between Mosaic stock current value and its past values and can show if there is a momentum factor associated with investing in The Mosaic.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Mosaic Stock Analysis
When running Mosaic's price analysis, check to measure Mosaic'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 Mosaic is operating at the current time. Most of Mosaic's value examination focuses on studying past and present price action to predict the probability of Mosaic's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mosaic's price. Additionally, you may evaluate how the addition of Mosaic to your portfolios can decrease your overall portfolio volatility.