Marvell Technology's market value is the price at which a share of Marvell Technology trades on a public exchange. It measures the collective expectations of Marvell Technology investors about its performance. Marvell Technology is trading at 41.00 as of the 5th of July 2025, a 1.79% up since the beginning of the trading day. The stock's open price was 40.28. With this module, you can estimate the performance of a buy and hold strategy of Marvell Technology and determine expected loss or profit from investing in Marvell Technology over a given investment horizon. Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.
Symbol
Marvell
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.
0.00
05/06/2025
No Change 0.00
0.0
In 2 months and 1 day
07/05/2025
0.00
If you would invest 0.00 in Marvell Technology on May 6, 2025 and sell it all today you would earn a total of 0.00 from holding Marvell Technology or generate 0.0% return on investment in Marvell Technology over 60 days.
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 upside and downside potential and time the market with a certain degree of confidence.
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.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Marvell Technology. Your research has to be compared to or analyzed against Marvell Technology's peers to derive any actionable benefits. When done correctly, Marvell Technology's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Marvell Technology.
Marvell Technology Backtested Returns
Marvell Technology appears to be not too volatile, given 3 months investment horizon. Marvell Technology 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. By analyzing Marvell Technology's technical indicators, you can evaluate if the expected return of 0.65% is justified by implied risk. Please exercise Marvell Technology's Mean Deviation of 3.37, downside deviation of 4.77, and Risk Adjusted Performance of 0.1193 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Marvell Technology holds a performance score of 11. The company secures a Beta (Market Risk) of 0.17, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Marvell Technology's returns are expected to increase less than the market. However, during the bear market, the loss of holding Marvell Technology is expected to be smaller as well. Please check Marvell Technology's potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to make a quick decision on whether Marvell Technology's current price movements will revert.
Auto-correlation
0.03
Virtually no predictability
Marvell Technology has virtually no predictability. Overlapping area represents the amount of predictability between Marvell Technology time series from 6th of May 2025 to 5th of June 2025 and 5th of June 2025 to 5th 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 Marvell Technology price movement. The serial correlation of 0.03 indicates that only 3.0% of current Marvell Technology price fluctuation can be explain by its past prices.
Correlation Coefficient
0.03
Spearman Rank Test
0.05
Residual Average
0.0
Price Variance
3.93
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.
Regressed Prices
Timeline
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.