Materialise Nv Stock Market Value
| MTLS Stock | USD 7.90 0.54 6.40% |
| Symbol | Materialise |
Materialise NV 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 Materialise. If investors know Materialise 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 Materialise 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 (0.27) | Earnings Share 0.18 | Revenue Per Share 4.51 | Quarterly Revenue Growth 0.142 | Return On Assets 0.0301 |
The market value of Materialise NV is measured differently than its book value, which is the value of Materialise that is recorded on the company's balance sheet. Investors also form their own opinion of Materialise's value that differs from its market value or its book value, called intrinsic value, which is Materialise'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 Materialise's market value can be influenced by many factors that don't directly affect Materialise'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 Materialise's value and its price as these two are different measures arrived at by different means. Investors typically determine if Materialise is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Materialise'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.
Materialise '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 Materialise'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 Materialise.
| 11/15/2024 |
| 12/15/2024 |
If you would invest 0.00 in Materialise on November 15, 2024 and sell it all today you would earn a total of 0.00 from holding Materialise NV or generate 0.0% return on investment in Materialise over 30 days. Materialise is related to or competes with Guardforce. Materialise NV provides additive manufacturing and medical software, and 3D printing services in the Americas, Europe an... More
Materialise 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 Materialise'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 Materialise NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.45 | |||
| Information Ratio | 0.1807 | |||
| Maximum Drawdown | 22.49 | |||
| Value At Risk | (3.77) | |||
| Potential Upside | 6.95 |
Materialise Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Materialise's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Materialise's standard deviation. In reality, there are many statistical measures that can use Materialise historical prices to predict the future Materialise's volatility.| Risk Adjusted Performance | 0.1575 | |||
| Jensen Alpha | 0.666 | |||
| Total Risk Alpha | 0.3135 | |||
| Sortino Ratio | 0.2918 | |||
| Treynor Ratio | 0.5203 |
Materialise NV Backtested Returns
Materialise appears to be somewhat reliable, given 3 months investment horizon. Materialise NV 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. By analyzing Materialise's technical indicators, you can evaluate if the expected return of 0.75% is justified by implied risk. Please exercise Materialise's Risk Adjusted Performance of 0.1575, downside deviation of 2.45, and Mean Deviation of 2.83 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Materialise holds a performance score of 14. The company secures a Beta (Market Risk) of 1.55, 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, Materialise will likely underperform. Please check Materialise's downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to make a quick decision on whether Materialise's current price movements will revert.
Auto-correlation | 0.63 |
Good predictability
Materialise NV has good predictability. Overlapping area represents the amount of predictability between Materialise time series from 15th of November 2024 to 30th of November 2024 and 30th of November 2024 to 15th 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 Materialise NV price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Materialise price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Materialise NV lagged returns against current returns
Autocorrelation, which is Materialise 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 Materialise's stock expected returns. We can calculate the autocorrelation of Materialise returns to help us make a trade decision. For example, suppose you find that Materialise 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 |
Materialise 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 Materialise stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Materialise stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Materialise stock over time.
Current vs Lagged Prices |
| Timeline |
Materialise Lagged Returns
When evaluating Materialise's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Materialise stock have on its future price. Materialise 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, Materialise autocorrelation shows the relationship between Materialise stock current value and its past values and can show if there is a momentum factor associated with investing in Materialise NV.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Materialise Stock Analysis
When running Materialise's price analysis, check to measure Materialise'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 Materialise is operating at the current time. Most of Materialise's value examination focuses on studying past and present price action to predict the probability of Materialise's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Materialise's price. Additionally, you may evaluate how the addition of Materialise to your portfolios can decrease your overall portfolio volatility.