Madison Square Garden Stock Market Value
| MSGS Stock | USD 229.83 1.34 0.59% |
| Symbol | Madison |
Madison Square Garden Price To Book Ratio
Is Movies & Entertainment 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 Madison Square. If investors know Madison 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 Madison Square 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 (0.28) | Earnings Share 2.94 | Revenue Per Share 43.171 | Quarterly Revenue Growth 0.238 | Return On Assets 0.0695 |
The market value of Madison Square Garden is measured differently than its book value, which is the value of Madison that is recorded on the company's balance sheet. Investors also form their own opinion of Madison Square's value that differs from its market value or its book value, called intrinsic value, which is Madison Square'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 Madison Square's market value can be influenced by many factors that don't directly affect Madison Square'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 Madison Square's value and its price as these two are different measures arrived at by different means. Investors typically determine if Madison Square is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Madison Square'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.
Madison Square '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 Madison Square'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 Madison Square.
| 12/29/2023 |
| 11/23/2024 |
If you would invest 0.00 in Madison Square on December 29, 2023 and sell it all today you would earn a total of 0.00 from holding Madison Square Garden or generate 0.0% return on investment in Madison Square over 330 days. Madison Square is related to or competes with Atlanta Braves, Liberty Media, Liberty Media, Atlanta Braves, News Corp, News Corp, and Reading International. Madison Square Garden Sports Corp. operates as a professional sports company More
Madison Square 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 Madison Square'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 Madison Square Garden upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9415 | |||
| Information Ratio | 0.0282 | |||
| Maximum Drawdown | 5.1 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.45 |
Madison Square Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Madison Square's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Madison Square's standard deviation. In reality, there are many statistical measures that can use Madison Square historical prices to predict the future Madison Square's volatility.| Risk Adjusted Performance | 0.1272 | |||
| Jensen Alpha | 0.0583 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.029 | |||
| Treynor Ratio | 0.1992 |
Madison Square Garden Backtested Returns
Currently, Madison Square Garden is very steady. Madison Square Garden has Sharpe Ratio of 0.16, which conveys that the firm had a 0.16% return per unit of risk over the last 3 months. We have found thirty technical indicators for Madison Square, which you can use to evaluate the volatility of the firm. Please verify Madison Square's Mean Deviation of 0.7474, risk adjusted performance of 0.1272, and Downside Deviation of 0.9415 to check out if the risk estimate we provide is consistent with the expected return of 0.16%. Madison Square has a performance score of 12 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.74, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Madison Square's returns are expected to increase less than the market. However, during the bear market, the loss of holding Madison Square is expected to be smaller as well. Madison Square Garden right now secures a risk of 0.97%. Please verify Madison Square Garden jensen alpha, skewness, relative strength index, as well as the relationship between the value at risk and day median price , to decide if Madison Square Garden will be following its current price movements.
Auto-correlation | 0.14 |
Insignificant predictability
Madison Square Garden has insignificant predictability. Overlapping area represents the amount of predictability between Madison Square time series from 29th of December 2023 to 11th of June 2024 and 11th of June 2024 to 23rd 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 Madison Square Garden price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Madison Square price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 143.16 |
Madison Square Garden lagged returns against current returns
Autocorrelation, which is Madison Square 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 Madison Square's stock expected returns. We can calculate the autocorrelation of Madison Square returns to help us make a trade decision. For example, suppose you find that Madison Square 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 |
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Madison Square 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 Madison Square stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Madison Square stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Madison Square stock over time.
Current vs Lagged Prices |
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Madison Square Lagged Returns
When evaluating Madison Square's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Madison Square stock have on its future price. Madison Square 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, Madison Square autocorrelation shows the relationship between Madison Square stock current value and its past values and can show if there is a momentum factor associated with investing in Madison Square Garden.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for Madison Stock Analysis
When running Madison Square's price analysis, check to measure Madison Square'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 Madison Square is operating at the current time. Most of Madison Square's value examination focuses on studying past and present price action to predict the probability of Madison Square's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Madison Square's price. Additionally, you may evaluate how the addition of Madison Square to your portfolios can decrease your overall portfolio volatility.