Motorola Solutions Stock Market Value
| MSI Stock | USD 488.37 12.53 2.50% |
| Symbol | Motorola |
Motorola Solutions Price To Book Ratio
Is Communications Equipment 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 Motorola Solutions. If investors know Motorola 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 Motorola Solutions 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 0.219 | Dividend Share 3.92 | Earnings Share 9.12 | Revenue Per Share 63.946 | Quarterly Revenue Growth 0.092 |
The market value of Motorola Solutions is measured differently than its book value, which is the value of Motorola that is recorded on the company's balance sheet. Investors also form their own opinion of Motorola Solutions' value that differs from its market value or its book value, called intrinsic value, which is Motorola Solutions' 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 Motorola Solutions' market value can be influenced by many factors that don't directly affect Motorola Solutions' 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 Motorola Solutions' value and its price as these two are different measures arrived at by different means. Investors typically determine if Motorola Solutions is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Motorola Solutions' 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.
Motorola Solutions '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 Motorola Solutions' 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 Motorola Solutions.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Motorola Solutions on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Motorola Solutions or generate 0.0% return on investment in Motorola Solutions over 30 days. Motorola Solutions is related to or competes with Ciena Corp, Extreme Networks, Hewlett Packard, NETGEAR, Impinj, Lumentum Holdings, and Ubiquiti Networks. Motorola Solutions, Inc. provides mission critical communications and analytics in the United States, the United Kingdom... More
Motorola Solutions 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 Motorola Solutions' 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 Motorola Solutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7432 | |||
| Information Ratio | 0.1088 | |||
| Maximum Drawdown | 8.89 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 1.71 |
Motorola Solutions Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Motorola Solutions' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Motorola Solutions' standard deviation. In reality, there are many statistical measures that can use Motorola Solutions historical prices to predict the future Motorola Solutions' volatility.| Risk Adjusted Performance | 0.1706 | |||
| Jensen Alpha | 0.1749 | |||
| Total Risk Alpha | 0.0623 | |||
| Sortino Ratio | 0.1759 | |||
| Treynor Ratio | 0.3962 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Motorola Solutions' 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.
Motorola Solutions Backtested Returns
Motorola Solutions appears to be very steady, given 3 months investment horizon. Motorola Solutions has Sharpe Ratio of 0.2, which conveys that the firm had a 0.2% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Motorola Solutions, which you can use to evaluate the volatility of the firm. Please exercise Motorola Solutions' Downside Deviation of 0.7432, mean deviation of 0.7677, and Risk Adjusted Performance of 0.1706 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Motorola Solutions holds a performance score of 15. The company secures a Beta (Market Risk) of 0.63, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Motorola Solutions' returns are expected to increase less than the market. However, during the bear market, the loss of holding Motorola Solutions is expected to be smaller as well. Please check Motorola Solutions' potential upside, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether Motorola Solutions' current price movements will revert.
Auto-correlation | 0.16 |
Very weak predictability
Motorola Solutions has very weak predictability. Overlapping area represents the amount of predictability between Motorola Solutions 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 Motorola Solutions price movement. The serial correlation of 0.16 indicates that over 16.0% of current Motorola Solutions price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 17.11 |
Motorola Solutions lagged returns against current returns
Autocorrelation, which is Motorola Solutions 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 Motorola Solutions' stock expected returns. We can calculate the autocorrelation of Motorola Solutions returns to help us make a trade decision. For example, suppose you find that Motorola Solutions 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 |
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Motorola Solutions 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 Motorola Solutions stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Motorola Solutions stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Motorola Solutions stock over time.
Current vs Lagged Prices |
| Timeline |
Motorola Solutions Lagged Returns
When evaluating Motorola Solutions' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Motorola Solutions stock have on its future price. Motorola Solutions 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, Motorola Solutions autocorrelation shows the relationship between Motorola Solutions stock current value and its past values and can show if there is a momentum factor associated with investing in Motorola Solutions.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Motorola Solutions offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Motorola Solutions' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Motorola Solutions Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Motorola Solutions Stock:Check out Motorola Solutions Correlation, Motorola Solutions Volatility and Motorola Solutions Alpha and Beta module to complement your research on Motorola Solutions. For more detail on how to invest in Motorola Stock please use our How to Invest in Motorola Solutions guide.You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Motorola Solutions 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.