Mercury Systems Stock Probability of Future Stock Price Finishing Over 38.66
| MRCY Stock | USD 29.04 0.30 1.02% |
Closest to current price Mercury long CALL Option Payoff at Expiration
Mercury |
Mercury Systems Target Price Odds to finish over 38.66
The tendency of Mercury Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move over $ 38.66 or more in 90 days |
| 29.04 | 90 days | 38.66 | near 1 |
Based on a normal probability distribution, the odds of Mercury Systems to move over $ 38.66 or more in 90 days from now is near 1 (This Mercury Systems probability density function shows the probability of Mercury Stock to fall within a particular range of prices over 90 days) . Probability of Mercury Systems price to stay between its current price of $ 29.04 and $ 38.66 at the end of the 90-day period is about 45.83 .
Given the investment horizon of 90 days the stock has the beta coefficient of 1.1 . This indicates Mercury Systems market returns are sensitive to returns on the market. As the market goes up or down, Mercury Systems is expected to follow. Additionally Mercury Systems has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. Mercury Systems Price Density |
| Price |
Predictive Modules for Mercury Systems
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Mercury Systems. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mercury Systems' 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.
Mercury Systems Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Mercury Systems is not an exception. The market had few large corrections towards the Mercury Systems' value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Mercury Systems, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Mercury Systems within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | -0.08 | |
β | Beta against NYSE Composite | 1.10 | |
σ | Overall volatility | 1.05 | |
Ir | Information ratio | -0.02 |
Mercury Systems Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Mercury Systems for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Mercury Systems can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Mercury Systems generated a negative expected return over the last 90 days | |
| The company reported the previous year's revenue of 973.88 M. Net Loss for the year was (28.34 M) with profit before overhead, payroll, taxes, and interest of 316.73 M. | |
| Mercury Systems currently holds about 65.65 M in cash with (21.25 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 1.14. | |
| Over 97.0% of the company shares are owned by institutional investors | |
| Latest headline from news.google.com: What Is Mercury Systems, Inc.s Share Price Doing - Yahoo Movies UK |
Mercury Systems Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Mercury Stock often depends not only on the future outlook of the current and potential Mercury Systems' investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Mercury Systems' indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 56.6 M | |
| Cash And Short Term Investments | 71.6 M |
Mercury Systems Technical Analysis
Mercury Systems' future price can be derived by breaking down and analyzing its technical indicators over time. Mercury Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Mercury Systems. In general, you should focus on analyzing Mercury Stock price patterns and their correlations with different microeconomic environments and drivers.
Mercury Systems Predictive Forecast Models
Mercury Systems' time-series forecasting models is one of many Mercury Systems' stock analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Mercury Systems' historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.
Things to note about Mercury Systems
Checking the ongoing alerts about Mercury Systems for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Mercury Systems help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Mercury Systems generated a negative expected return over the last 90 days | |
| The company reported the previous year's revenue of 973.88 M. Net Loss for the year was (28.34 M) with profit before overhead, payroll, taxes, and interest of 316.73 M. | |
| Mercury Systems currently holds about 65.65 M in cash with (21.25 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 1.14. | |
| Over 97.0% of the company shares are owned by institutional investors | |
| Latest headline from news.google.com: What Is Mercury Systems, Inc.s Share Price Doing - Yahoo Movies UK |
Check out Mercury Systems Backtesting, Mercury Systems Valuation, Mercury Systems Correlation, Mercury Systems Hype Analysis, Mercury Systems Volatility, Mercury Systems History as well as Mercury Systems Performance. For more information on how to buy Mercury Stock please use our How to Invest in Mercury Systems guide.Note that the Mercury Systems information on this page should be used as a complementary analysis to other Mercury Systems' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Stocks Directory module to find actively traded stocks across global markets.
Complementary Tools for Mercury Stock analysis
When running Mercury Systems' price analysis, check to measure Mercury Systems' 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 Mercury Systems is operating at the current time. Most of Mercury Systems' value examination focuses on studying past and present price action to predict the probability of Mercury Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mercury Systems' price. Additionally, you may evaluate how the addition of Mercury Systems to your portfolios can decrease your overall portfolio volatility.
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Is Mercury Systems' 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 Mercury Systems. If investors know Mercury 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 Mercury Systems 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 (0.35) | Earnings Share (1.49) | Revenue Per Share 15.664 | Quarterly Revenue Growth 0.154 | Return On Assets (0.02) |
The market value of Mercury Systems is measured differently than its book value, which is the value of Mercury that is recorded on the company's balance sheet. Investors also form their own opinion of Mercury Systems' value that differs from its market value or its book value, called intrinsic value, which is Mercury Systems' 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 Mercury Systems' market value can be influenced by many factors that don't directly affect Mercury Systems' 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 Mercury Systems' value and its price as these two are different measures arrived at by different means. Investors typically determine if Mercury Systems is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mercury Systems' 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.