Marqeta Stock Market Value
| MQ Stock | USD 3.88 0.05 1.31% |
| Symbol | Marqeta |
Marqeta Price To Book Ratio
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 Marqeta. If investors know Marqeta 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 Marqeta listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 0.02 | Revenue Per Share 0.95 | Quarterly Revenue Growth 0.175 | Return On Assets (0.02) | Return On Equity 0.0117 |
The market value of Marqeta is measured differently than its book value, which is the value of Marqeta that is recorded on the company's balance sheet. Investors also form their own opinion of Marqeta's value that differs from its market value or its book value, called intrinsic value, which is Marqeta'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 Marqeta's market value can be influenced by many factors that don't directly affect Marqeta'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 Marqeta's value and its price as these two are different measures arrived at by different means. Investors typically determine if Marqeta is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Marqeta'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.
Marqeta '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 Marqeta'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 Marqeta.
| 09/01/2024 |
| 11/30/2024 |
If you would invest 0.00 in Marqeta on September 1, 2024 and sell it all today you would earn a total of 0.00 from holding Marqeta or generate 0.0% return on investment in Marqeta over 90 days. Marqeta is related to or competes with Dlocal, Doximity, Global E, DigitalOcean Holdings, and Confluent. Marqeta, Inc. operates a cloud-based open application programming interface platform that delivers card issuing and tran... More
Marqeta 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 Marqeta'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 Marqeta upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 51.58 | |||
| Value At Risk | (4.13) | |||
| Potential Upside | 3.36 |
Marqeta Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marqeta's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marqeta's standard deviation. In reality, there are many statistical measures that can use Marqeta historical prices to predict the future Marqeta's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | 0.2665 | |||
| Total Risk Alpha | (1.25) | |||
| Treynor Ratio | 0.0622 |
Marqeta Backtested Returns
Marqeta has Sharpe Ratio of -0.0322, which conveys that the firm had a -0.0322% return per unit of risk over the last 3 months. Marqeta exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Marqeta's Standard Deviation of 5.97, mean deviation of 2.42, and Risk Adjusted Performance of (0.02) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -4.07, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Marqeta are expected to decrease by larger amounts. On the other hand, during market turmoil, Marqeta is expected to outperform it. At this point, Marqeta has a negative expected return of -0.2%. Please make sure to verify Marqeta's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Marqeta performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.40 |
Average predictability
Marqeta has average predictability. Overlapping area represents the amount of predictability between Marqeta time series from 1st of September 2024 to 16th of October 2024 and 16th of October 2024 to 30th 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 Marqeta price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Marqeta price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.63 |
Marqeta lagged returns against current returns
Autocorrelation, which is Marqeta 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 Marqeta's stock expected returns. We can calculate the autocorrelation of Marqeta returns to help us make a trade decision. For example, suppose you find that Marqeta 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 |
Marqeta 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 Marqeta stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marqeta stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marqeta stock over time.
Current vs Lagged Prices |
| Timeline |
Marqeta Lagged Returns
When evaluating Marqeta's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marqeta stock have on its future price. Marqeta 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, Marqeta autocorrelation shows the relationship between Marqeta stock current value and its past values and can show if there is a momentum factor associated with investing in Marqeta.
Regressed Prices |
| Timeline |
Pair Trading with Marqeta
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Marqeta position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Marqeta will appreciate offsetting losses from the drop in the long position's value.Moving against Marqeta Stock
| 0.81 | EVTC | Evertec | PairCorr |
| 0.75 | FIVN | Five9 Inc | PairCorr |
| 0.75 | FLYW | Flywire Corp | PairCorr |
| 0.74 | BOX | Box Inc Earnings Call This Week | PairCorr |
| 0.7 | SQ | Block Inc Sell-off Trend | PairCorr |
The ability to find closely correlated positions to Marqeta could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Marqeta when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Marqeta - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Marqeta to buy it.
The correlation of Marqeta is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Marqeta moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Marqeta moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Marqeta can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Marqeta Stock Analysis
When running Marqeta's price analysis, check to measure Marqeta'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 Marqeta is operating at the current time. Most of Marqeta's value examination focuses on studying past and present price action to predict the probability of Marqeta's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marqeta's price. Additionally, you may evaluate how the addition of Marqeta to your portfolios can decrease your overall portfolio volatility.