Morningstar Stock Market Value
| MORN Stock | USD 292.38 2.47 0.84% |
| Symbol | Morningstar |
Morningstar Price To Book Ratio
Is Morningstar's industry 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 Morningstar. If investors know Morningstar 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 Morningstar 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 21.285 | Dividend Share 1.53 | Earnings Share 3.3 | Revenue Per Share 47.854 | Quarterly Revenue Growth 0.134 |
The market value of Morningstar is measured differently than its book value, which is the value of Morningstar that is recorded on the company's balance sheet. Investors also form their own opinion of Morningstar's value that differs from its market value or its book value, called intrinsic value, which is Morningstar'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 Morningstar's market value can be influenced by many factors that don't directly affect Morningstar'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 Morningstar's value and its price as these two are different measures arrived at by different means. Investors typically determine if Morningstar is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Morningstar'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.
Morningstar '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 Morningstar'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 Morningstar.
| 04/29/2022 |
| 04/18/2024 |
If you would invest 0.00 in Morningstar on April 29, 2022 and sell it all today you would earn a total of 0.00 from holding Morningstar or generate 0.0% return on investment in Morningstar over 720 days. Morningstar is related to or competes with SP Global, Moodys, MSCI, and FactSet Research. Morningstar, Inc. provides independent investment research services in North America, Europe, Australia, and Asia More
Morningstar 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 Morningstar'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 Morningstar upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.02 | |||
| Information Ratio | 0.0466 | |||
| Maximum Drawdown | 9.92 | |||
| Value At Risk | (1.60) | |||
| Potential Upside | 1.7 |
Morningstar Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Morningstar's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Morningstar's standard deviation. In reality, there are many statistical measures that can use Morningstar historical prices to predict the future Morningstar's volatility.| Risk Adjusted Performance | 0.0595 | |||
| Jensen Alpha | 0.0665 | |||
| Total Risk Alpha | 0.0091 | |||
| Sortino Ratio | 0.065 | |||
| Treynor Ratio | 0.1124 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Morningstar'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.
Morningstar Backtested Returns
We consider Morningstar very steady. Morningstar has Sharpe Ratio of 0.0615, which conveys that the firm had a 0.0615% return per unit of risk over the last 3 months. We have found thirty technical indicators for Morningstar, which you can use to evaluate the volatility of the firm. Please verify Morningstar's Mean Deviation of 0.9506, risk adjusted performance of 0.0595, and Downside Deviation of 1.02 to check out if the risk estimate we provide is consistent with the expected return of 0.0895%. Morningstar has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.99, which conveys possible diversification benefits within a given portfolio. Morningstar returns are very sensitive to returns on the market. As the market goes up or down, Morningstar is expected to follow. Morningstar right now secures a risk of 1.46%. Please verify Morningstar skewness, and the relationship between the value at risk and day median price , to decide if Morningstar will be following its current price movements.
Auto-correlation | -0.59 |
Good reverse predictability
Morningstar has good reverse predictability. Overlapping area represents the amount of predictability between Morningstar time series from 29th of April 2022 to 24th of April 2023 and 24th of April 2023 to 18th of April 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 Morningstar price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Morningstar price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 1544.11 |
Morningstar lagged returns against current returns
Autocorrelation, which is Morningstar 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 Morningstar's stock expected returns. We can calculate the autocorrelation of Morningstar returns to help us make a trade decision. For example, suppose you find that Morningstar 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 |
Morningstar 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 Morningstar stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Morningstar stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Morningstar stock over time.
Current vs Lagged Prices |
| Timeline |
Morningstar Lagged Returns
When evaluating Morningstar's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Morningstar stock have on its future price. Morningstar 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, Morningstar autocorrelation shows the relationship between Morningstar stock current value and its past values and can show if there is a momentum factor associated with investing in Morningstar.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Morningstar Correlation, Morningstar Volatility and Morningstar Alpha and Beta module to complement your research on Morningstar. To learn how to invest in Morningstar Stock, please use our How to Invest in Morningstar guide.You can also try the Stocks Directory module to find actively traded stocks across global markets.
Complementary Tools for Morningstar Stock analysis
When running Morningstar's price analysis, check to measure Morningstar'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 Morningstar is operating at the current time. Most of Morningstar's value examination focuses on studying past and present price action to predict the probability of Morningstar's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Morningstar's price. Additionally, you may evaluate how the addition of Morningstar to your portfolios can decrease your overall portfolio volatility.
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Morningstar 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.