Motorola Solutions (Germany) Market Value
| MTLA Stock | EUR 476.40 3.60 0.76% |
| Symbol | Motorola |
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.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Motorola Solutions on October 30, 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 Hollywood Bowl, Magnachip Semiconductor, GigaMedia, Nordic Semiconductor, Tencent Music, and MagnaChip Semiconductor. Motorola Solutions, Inc. provides mission-critical communication solutions in the United States, the United Kingdom, Can... 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 | 1.13 | |||
| Information Ratio | 0.1236 | |||
| Maximum Drawdown | 9.7 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 2.89 |
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 | 0.161 | |||
| Jensen Alpha | 0.2808 | |||
| Total Risk Alpha | 0.073 | |||
| Sortino Ratio | 0.1714 | |||
| Treynor Ratio | 1.23 |
Motorola Solutions Backtested Returns
Motorola Solutions appears to be very steady, given 3 months investment horizon. Motorola Solutions has Sharpe Ratio of 0.19, which conveys that the firm had a 0.19% return per unit of risk over the last 3 months. We have found thirty technical indicators for Motorola Solutions, which you can use to evaluate the volatility of the firm. Please exercise Motorola Solutions' Risk Adjusted Performance of 0.161, downside deviation of 1.13, and Mean Deviation of 1.11 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 14. The company secures a Beta (Market Risk) of 0.25, which conveys not very significant fluctuations relative to the market. 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' sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether Motorola Solutions' current price movements will revert.
Auto-correlation | 0.75 |
Good predictability
Motorola Solutions has good predictability. Overlapping area represents the amount of predictability between Motorola Solutions time series from 30th of October 2024 to 14th of November 2024 and 14th of November 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 price movement. The serial correlation of 0.75 indicates that around 75.0% of current Motorola Solutions price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 31.27 |
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 |
| Timeline |
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
Additional Information and Resources on Investing in Motorola Stock
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 Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
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.