MOTOROLA SOLUTIONS INC Market Value
| 620076AP4 | 102.27 2.95 2.80% |
| Symbol | MOTOROLA |
MOTOROLA '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's bond 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.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in MOTOROLA on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding MOTOROLA SOLUTIONS INC or generate 0.0% return on investment in MOTOROLA over 540 days. MOTOROLA is related to or competes with Bausch Lomb, Alliant Energy, Nyxoah, Merit Medical, Suburban Propane, Postal Realty, and Vistra Energy. More
MOTOROLA 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's bond 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 INC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 5.54 | |||
| Value At Risk | (3.37) | |||
| Potential Upside | 2.17 |
MOTOROLA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MOTOROLA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MOTOROLA's standard deviation. In reality, there are many statistical measures that can use MOTOROLA historical prices to predict the future MOTOROLA's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.46) | |||
| Treynor Ratio | (0.51) |
MOTOROLA SOLUTIONS INC Backtested Returns
MOTOROLA SOLUTIONS INC has Sharpe Ratio of -0.14, which conveys that the entity had a -0.14% return per unit of standard deviation over the last 3 months. MOTOROLA exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MOTOROLA's Mean Deviation of 1.22, market risk adjusted performance of (0.50), and Risk Adjusted Performance of (0.11) to check out the risk estimate we provide. The bond secures a Beta (Market Risk) of 0.45, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MOTOROLA's returns are expected to increase less than the market. However, during the bear market, the loss of holding MOTOROLA is expected to be smaller as well.
Auto-correlation | 0.54 |
Modest predictability
MOTOROLA SOLUTIONS INC has modest predictability. Overlapping area represents the amount of predictability between MOTOROLA time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 INC price movement. The serial correlation of 0.54 indicates that about 54.0% of current MOTOROLA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 2.19 |
MOTOROLA SOLUTIONS INC lagged returns against current returns
Autocorrelation, which is MOTOROLA bond'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's bond expected returns. We can calculate the autocorrelation of MOTOROLA returns to help us make a trade decision. For example, suppose you find that MOTOROLA has exhibited high autocorrelation historically, and you observe that the bond 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 |
MOTOROLA 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 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MOTOROLA bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MOTOROLA bond over time.
Current vs Lagged Prices |
| Timeline |
MOTOROLA Lagged Returns
When evaluating MOTOROLA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MOTOROLA bond have on its future price. MOTOROLA 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 autocorrelation shows the relationship between MOTOROLA bond current value and its past values and can show if there is a momentum factor associated with investing in MOTOROLA SOLUTIONS INC.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in MOTOROLA Bond
MOTOROLA financial ratios help investors to determine whether MOTOROLA Bond 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 MOTOROLA with respect to the benefits of owning MOTOROLA security.