Marvell Technology Group Stock Market Value
| MRVL Stock | USD 112.25 12.53 10.04% |
| Symbol | Marvell |
Marvell Technology Company Valuation
Is Semiconductors & Semiconductor 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 Marvell Technology. If investors know Marvell 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 Marvell Technology 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 (0.70) | Earnings Share (1.70) | Revenue Per Share 6.106 | Quarterly Revenue Growth (0.05) | Return On Assets (0.01) |
The market value of Marvell Technology is measured differently than its book value, which is the value of Marvell that is recorded on the company's balance sheet. Investors also form their own opinion of Marvell Technology's value that differs from its market value or its book value, called intrinsic value, which is Marvell Technology'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 Marvell Technology's market value can be influenced by many factors that don't directly affect Marvell Technology'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 Marvell Technology's value and its price as these two are different measures arrived at by different means. Investors typically determine if Marvell Technology is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Marvell Technology'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.
Marvell Technology '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 Marvell Technology'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 Marvell Technology.
| 11/18/2024 |
| 12/18/2024 |
If you would invest 0.00 in Marvell Technology on November 18, 2024 and sell it all today you would earn a total of 0.00 from holding Marvell Technology Group or generate 0.0% return on investment in Marvell Technology over 30 days. Marvell Technology is related to or competes with Wisekey International, and Nano Labs. Marvell Technology, Inc., together with its subsidiaries, designs, develops, and sells analog, mixed-signal, digital sig... More
Marvell Technology 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 Marvell Technology'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 Marvell Technology Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.86 | |||
| Information Ratio | 0.159 | |||
| Maximum Drawdown | 28.9 | |||
| Value At Risk | (3.35) | |||
| Potential Upside | 4.96 |
Marvell Technology Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marvell Technology's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marvell Technology's standard deviation. In reality, there are many statistical measures that can use Marvell Technology historical prices to predict the future Marvell Technology's volatility.| Risk Adjusted Performance | 0.1353 | |||
| Jensen Alpha | 0.6088 | |||
| Total Risk Alpha | 0.3866 | |||
| Sortino Ratio | 0.2305 | |||
| Treynor Ratio | 0.3843 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Marvell Technology's 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.
Marvell Technology Backtested Returns
Marvell Technology appears to be very steady, given 3 months investment horizon. Marvell Technology has Sharpe Ratio of 0.17, which conveys that the firm had a 0.17% return per unit of risk over the last 3 months. By analyzing Marvell Technology's technical indicators, you can evaluate if the expected return of 0.73% is justified by implied risk. Please exercise Marvell Technology's Mean Deviation of 2.62, downside deviation of 2.86, and Risk Adjusted Performance of 0.1353 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Marvell Technology holds a performance score of 13. The company secures a Beta (Market Risk) of 1.86, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Marvell Technology will likely underperform. Please check Marvell Technology's value at risk, as well as the relationship between the skewness and day median price , to make a quick decision on whether Marvell Technology's current price movements will revert.
Auto-correlation | 0.52 |
Modest predictability
Marvell Technology Group has modest predictability. Overlapping area represents the amount of predictability between Marvell Technology time series from 18th of November 2024 to 3rd of December 2024 and 3rd of December 2024 to 18th of December 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 Marvell Technology price movement. The serial correlation of 0.52 indicates that about 52.0% of current Marvell Technology price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 54.86 |
Marvell Technology lagged returns against current returns
Autocorrelation, which is Marvell Technology 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 Marvell Technology's stock expected returns. We can calculate the autocorrelation of Marvell Technology returns to help us make a trade decision. For example, suppose you find that Marvell Technology 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 |
Marvell Technology 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 Marvell Technology stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marvell Technology stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marvell Technology stock over time.
Current vs Lagged Prices |
| Timeline |
Marvell Technology Lagged Returns
When evaluating Marvell Technology's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marvell Technology stock have on its future price. Marvell Technology 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, Marvell Technology autocorrelation shows the relationship between Marvell Technology stock current value and its past values and can show if there is a momentum factor associated with investing in Marvell Technology Group.
Regressed Prices |
| Timeline |
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Marvell Technology 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.