Monogram Orthopaedics Common Stock Market Value
| MGRM Stock | 5.69 0.02 0.35% |
| Symbol | Monogram |
Monogram Orthopaedics Price To Book Ratio
Is Health Care Equipment & Supplies 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 Monogram Orthopaedics. If investors know Monogram 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 Monogram Orthopaedics listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Monogram Orthopaedics is measured differently than its book value, which is the value of Monogram that is recorded on the company's balance sheet. Investors also form their own opinion of Monogram Orthopaedics' value that differs from its market value or its book value, called intrinsic value, which is Monogram Orthopaedics' 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 Monogram Orthopaedics' market value can be influenced by many factors that don't directly affect Monogram Orthopaedics' 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 Monogram Orthopaedics' value and its price as these two are different measures arrived at by different means. Investors typically determine if Monogram Orthopaedics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Monogram Orthopaedics' 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.
Monogram Orthopaedics '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 Monogram Orthopaedics' 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 Monogram Orthopaedics.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Monogram Orthopaedics on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Monogram Orthopaedics Common or generate 0.0% return on investment in Monogram Orthopaedics over 90 days. Monogram Orthopaedics is related to or competes with Universal Technical, Huize Holding, Prudential Financial, Strategic Education, and Scholastic. Monogram Orthopaedics is entity of United States More
Monogram Orthopaedics 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 Monogram Orthopaedics' 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 Monogram Orthopaedics Common upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.13 | |||
| Information Ratio | 0.1309 | |||
| Maximum Drawdown | 80.45 | |||
| Value At Risk | (4.78) | |||
| Potential Upside | 5.93 |
Monogram Orthopaedics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Monogram Orthopaedics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Monogram Orthopaedics' standard deviation. In reality, there are many statistical measures that can use Monogram Orthopaedics historical prices to predict the future Monogram Orthopaedics' volatility.| Risk Adjusted Performance | 0.1442 | |||
| Jensen Alpha | 1.44 | |||
| Total Risk Alpha | 0.0376 | |||
| Sortino Ratio | 0.4246 | |||
| Treynor Ratio | 9.02 |
Monogram Orthopaedics Backtested Returns
Monogram Orthopaedics is very risky given 3 months investment horizon. Monogram Orthopaedics has Sharpe Ratio of 0.15, which conveys that the firm had a 0.15 % return per unit of risk over the last 3 months. We were able to interpolate data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.6% are justified by taking the suggested risk. Use Monogram Orthopaedics Mean Deviation of 3.75, risk adjusted performance of 0.1442, and Downside Deviation of 3.13 to evaluate company specific risk that cannot be diversified away. Monogram Orthopaedics holds a performance score of 12 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 0.16, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Monogram Orthopaedics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Monogram Orthopaedics is expected to be smaller as well. Use Monogram Orthopaedics maximum drawdown, as well as the relationship between the expected short fall and rate of daily change , to analyze future returns on Monogram Orthopaedics.
Auto-correlation | -0.64 |
Very good reverse predictability
Monogram Orthopaedics Common has very good reverse predictability. Overlapping area represents the amount of predictability between Monogram Orthopaedics time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Monogram Orthopaedics price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Monogram Orthopaedics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 1.51 |
Monogram Orthopaedics lagged returns against current returns
Autocorrelation, which is Monogram Orthopaedics 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 Monogram Orthopaedics' stock expected returns. We can calculate the autocorrelation of Monogram Orthopaedics returns to help us make a trade decision. For example, suppose you find that Monogram Orthopaedics 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 |
Monogram Orthopaedics 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 Monogram Orthopaedics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Monogram Orthopaedics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Monogram Orthopaedics stock over time.
Current vs Lagged Prices |
| Timeline |
Monogram Orthopaedics Lagged Returns
When evaluating Monogram Orthopaedics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Monogram Orthopaedics stock have on its future price. Monogram Orthopaedics 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, Monogram Orthopaedics autocorrelation shows the relationship between Monogram Orthopaedics stock current value and its past values and can show if there is a momentum factor associated with investing in Monogram Orthopaedics Common.
Regressed Prices |
| Timeline |
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Monogram Orthopaedics 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.