Microstrategy Incorporated Stock Market Value
| MSTR Stock | USD 387.47 1.37 0.35% |
| Symbol | MicroStrategy |
MicroStrategy Incorporated 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 MicroStrategy Incorporated. If investors know MicroStrategy 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 MicroStrategy Incorporated 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 (0.78) | Earnings Share (2.48) | Revenue Per Share 2.509 | Quarterly Revenue Growth (0.10) | Return On Assets (0.09) |
The market value of MicroStrategy Incorporated is measured differently than its book value, which is the value of MicroStrategy that is recorded on the company's balance sheet. Investors also form their own opinion of MicroStrategy Incorporated's value that differs from its market value or its book value, called intrinsic value, which is MicroStrategy Incorporated'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 MicroStrategy Incorporated's market value can be influenced by many factors that don't directly affect MicroStrategy Incorporated'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 MicroStrategy Incorporated's value and its price as these two are different measures arrived at by different means. Investors typically determine if MicroStrategy Incorporated is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MicroStrategy Incorporated'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.
MicroStrategy Incorporated '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 MicroStrategy Incorporated'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 MicroStrategy Incorporated.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in MicroStrategy Incorporated on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding MicroStrategy Incorporated or generate 0.0% return on investment in MicroStrategy Incorporated over 30 days. MicroStrategy Incorporated is related to or competes with Autodesk, Intuit, Zoom Video, Snowflake, ServiceNow, Workday, and Salesforce. MicroStrategy Incorporated provides enterprise analytics software and services worldwide More
MicroStrategy Incorporated 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 MicroStrategy Incorporated'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 MicroStrategy Incorporated upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.18 | |||
| Information Ratio | 0.2515 | |||
| Maximum Drawdown | 41.89 | |||
| Value At Risk | (7.63) | |||
| Potential Upside | 12.96 |
MicroStrategy Incorporated Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MicroStrategy Incorporated's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MicroStrategy Incorporated's standard deviation. In reality, there are many statistical measures that can use MicroStrategy Incorporated historical prices to predict the future MicroStrategy Incorporated's volatility.| Risk Adjusted Performance | 0.2165 | |||
| Jensen Alpha | 1.54 | |||
| Total Risk Alpha | 0.7101 | |||
| Sortino Ratio | 0.3346 | |||
| Treynor Ratio | 0.7491 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MicroStrategy Incorporated'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.
MicroStrategy Incorporated Backtested Returns
MicroStrategy Incorporated is very steady given 3 months investment horizon. MicroStrategy Incorporated has Sharpe Ratio of 0.3, which conveys that the firm had a 0.3% return per unit of risk over the last 3 months. We were able to interpolate and analyze data for thirty different technical indicators, which can help you to evaluate if expected returns of 2.04% are justified by taking the suggested risk. Use MicroStrategy Incorporated Risk Adjusted Performance of 0.2165, mean deviation of 5.24, and Downside Deviation of 5.18 to evaluate company specific risk that cannot be diversified away. MicroStrategy Incorporated holds a performance score of 23 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 2.48, 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, MicroStrategy Incorporated will likely underperform. Use MicroStrategy Incorporated downside variance, and the relationship between the total risk alpha and daily balance of power , to analyze future returns on MicroStrategy Incorporated.
Auto-correlation | -0.67 |
Very good reverse predictability
MicroStrategy Incorporated has very good reverse predictability. Overlapping area represents the amount of predictability between MicroStrategy Incorporated time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st 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 MicroStrategy Incorporated price movement. The serial correlation of -0.67 indicates that around 67.0% of current MicroStrategy Incorporated price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 961.06 |
MicroStrategy Incorporated lagged returns against current returns
Autocorrelation, which is MicroStrategy Incorporated 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 MicroStrategy Incorporated's stock expected returns. We can calculate the autocorrelation of MicroStrategy Incorporated returns to help us make a trade decision. For example, suppose you find that MicroStrategy Incorporated 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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MicroStrategy Incorporated 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 MicroStrategy Incorporated stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MicroStrategy Incorporated stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MicroStrategy Incorporated stock over time.
Current vs Lagged Prices |
| Timeline |
MicroStrategy Incorporated Lagged Returns
When evaluating MicroStrategy Incorporated's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MicroStrategy Incorporated stock have on its future price. MicroStrategy Incorporated 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, MicroStrategy Incorporated autocorrelation shows the relationship between MicroStrategy Incorporated stock current value and its past values and can show if there is a momentum factor associated with investing in MicroStrategy Incorporated.
Regressed Prices |
| Timeline |
Pair Trading with MicroStrategy Incorporated
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 MicroStrategy Incorporated 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 MicroStrategy Incorporated will appreciate offsetting losses from the drop in the long position's value.Moving together with MicroStrategy Stock
| 0.83 | DJCO | Daily Journal Corp | PairCorr |
| 0.87 | AI | C3 Ai Inc Earnings Call This Week | PairCorr |
| 0.86 | BL | Blackline | PairCorr |
Moving against MicroStrategy Stock
| 0.68 | VTEX | VTEX | PairCorr |
| 0.61 | VERB | VERB TECHNOLOGY PANY Tech Boost | PairCorr |
| 0.37 | DMAN | Innovativ Media Group | PairCorr |
The ability to find closely correlated positions to MicroStrategy Incorporated could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace MicroStrategy Incorporated 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 MicroStrategy Incorporated - 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 MicroStrategy Incorporated to buy it.
The correlation of MicroStrategy Incorporated 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 MicroStrategy Incorporated moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if MicroStrategy Incorporated 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 MicroStrategy Incorporated 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 MicroStrategy Stock Analysis
When running MicroStrategy Incorporated's price analysis, check to measure MicroStrategy Incorporated'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 MicroStrategy Incorporated is operating at the current time. Most of MicroStrategy Incorporated's value examination focuses on studying past and present price action to predict the probability of MicroStrategy Incorporated's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MicroStrategy Incorporated's price. Additionally, you may evaluate how the addition of MicroStrategy Incorporated to your portfolios can decrease your overall portfolio volatility.