Marvell Technology Group Stock Market Value
| MRVL Stock | USD 67.88 2.28 3.25% |
| Symbol | Marvell |
Marvell Technology Company Valuation
Is Marvell Technology'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 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) | Dividend Share 0.24 | Earnings Share (1.08) | Revenue Per Share 6.395 | Quarterly Revenue Growth 0.006 |
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.
| 03/17/2024 |
| 04/16/2024 |
If you would invest 0.00 in Marvell Technology on March 17, 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 Sunrun, and Sunnova Energy. 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 | 3.1 | |||
| Information Ratio | 0.0287 | |||
| Maximum Drawdown | 19.66 | |||
| Value At Risk | (3.28) | |||
| Potential Upside | 5.94 |
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 | 0.0384 | |||
| Jensen Alpha | 0.0465 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0296 | |||
| Treynor Ratio | 0.0778 |
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
We consider Marvell Technology very steady. Marvell Technology has Sharpe Ratio of 0.0352, which conveys that the firm had a 0.0352% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Marvell Technology, which you can use to evaluate the volatility of the firm. Please verify Marvell Technology's Mean Deviation of 2.43, risk adjusted performance of 0.0384, and Downside Deviation of 3.1 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. Marvell Technology has a performance score of 2 on a scale of 0 to 100. 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. Marvell Technology right now secures a risk of 3.25%. Please verify Marvell Technology Group value at risk, as well as the relationship between the skewness and day median price , to decide if Marvell Technology Group will be following its current price movements.
Auto-correlation | -0.67 |
Very good reverse predictability
Marvell Technology Group has very good reverse predictability. Overlapping area represents the amount of predictability between Marvell Technology time series from 17th of March 2024 to 1st of April 2024 and 1st of April 2024 to 16th 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 Marvell Technology price movement. The serial correlation of -0.67 indicates that around 67.0% of current Marvell Technology price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 1.18 |
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 |
Marvell Technology Investors Sentiment
The influence of Marvell Technology's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Marvell. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Marvell Technology's public news can be used to forecast risks associated with an investment in Marvell. The trend in average sentiment can be used to explain how an investor holding Marvell can time the market purely based on public headlines and social activities around Marvell Technology Group. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Marvell Technology's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Marvell Technology's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Marvell Technology's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Marvell Technology.
Marvell Technology Implied Volatility | 67.46 |
Marvell Technology's implied volatility exposes the market's sentiment of Marvell Technology Group stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Marvell Technology's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Marvell Technology stock will not fluctuate a lot when Marvell Technology's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Marvell Technology in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Marvell Technology's short interest history, or implied volatility extrapolated from Marvell Technology options trading.
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Marvell Technology Correlation, Marvell Technology Volatility and Marvell Technology Alpha and Beta module to complement your research on Marvell Technology. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Complementary Tools for Marvell Stock analysis
When running Marvell Technology's price analysis, check to measure Marvell Technology'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 Marvell Technology is operating at the current time. Most of Marvell Technology's value examination focuses on studying past and present price action to predict the probability of Marvell Technology's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marvell Technology's price. Additionally, you may evaluate how the addition of Marvell Technology to your portfolios can decrease your overall portfolio volatility.
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals |
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.