Moderna (Germany) Market Value
| 0QF Stock | EUR 26.94 1.16 4.13% |
| Symbol | Moderna |
Moderna '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 Moderna'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 Moderna.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Moderna on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Moderna or generate 0.0% return on investment in Moderna over 90 days. Moderna is related to or competes with BioNTech, Novavax, and CureVac NV. Moderna, Inc., a biotechnology company, develops therapeutics and vaccines based on messenger RNA for the treatment of i... More
Moderna 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 Moderna'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 Moderna upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.94 | |||
| Information Ratio | 0.0482 | |||
| Maximum Drawdown | 19.25 | |||
| Value At Risk | (5.66) | |||
| Potential Upside | 7.57 |
Moderna Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moderna's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moderna's standard deviation. In reality, there are many statistical measures that can use Moderna historical prices to predict the future Moderna's volatility.| Risk Adjusted Performance | 0.0854 | |||
| Jensen Alpha | 0.3569 | |||
| Total Risk Alpha | (0.24) | |||
| Sortino Ratio | 0.0492 | |||
| Treynor Ratio | (1.31) |
Moderna Backtested Returns
Moderna appears to be not too volatile, given 3 months investment horizon. Moderna has Sharpe Ratio of 0.0978, which conveys that the firm had a 0.0978 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Moderna, which you can use to evaluate the volatility of the firm. Please exercise Moderna's Mean Deviation of 3.07, downside deviation of 3.94, and Risk Adjusted Performance of 0.0854 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Moderna holds a performance score of 7. The company secures a Beta (Market Risk) of -0.25, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Moderna are expected to decrease at a much lower rate. During the bear market, Moderna is likely to outperform the market. Please check Moderna's downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Moderna's current price movements will revert.
Auto-correlation | 0.42 |
Average predictability
Moderna has average predictability. Overlapping area represents the amount of predictability between Moderna time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Moderna price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Moderna price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 5.19 |
Moderna lagged returns against current returns
Autocorrelation, which is Moderna 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 Moderna's stock expected returns. We can calculate the autocorrelation of Moderna returns to help us make a trade decision. For example, suppose you find that Moderna 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 |
Moderna 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 Moderna stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Moderna stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Moderna stock over time.
Current vs Lagged Prices |
| Timeline |
Moderna Lagged Returns
When evaluating Moderna's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Moderna stock have on its future price. Moderna 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, Moderna autocorrelation shows the relationship between Moderna stock current value and its past values and can show if there is a momentum factor associated with investing in Moderna.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Moderna Stock
When determining whether Moderna offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Moderna's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Moderna Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Moderna Stock:Check out Moderna Correlation, Moderna Volatility and Moderna Alpha and Beta module to complement your research on Moderna. For more detail on how to invest in Moderna Stock please use our How to Invest in Moderna guide.You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
Moderna 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.