Mondelez International Stock Market Value
| MDLZ Stock | USD 70.75 1.34 1.93% |
| Symbol | Mondelez |
Mondelez International Price To Book Ratio
Is Mondelez International's 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 Mondelez International. If investors know Mondelez 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 Mondelez International 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 0.669 | Dividend Share 1.62 | Earnings Share 3.62 | Revenue Per Share 26.424 | Quarterly Revenue Growth 0.071 |
The market value of Mondelez International is measured differently than its book value, which is the value of Mondelez that is recorded on the company's balance sheet. Investors also form their own opinion of Mondelez International's value that differs from its market value or its book value, called intrinsic value, which is Mondelez International'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 Mondelez International's market value can be influenced by many factors that don't directly affect Mondelez International'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 Mondelez International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mondelez International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mondelez International'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.
Mondelez International '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 Mondelez International'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 Mondelez International.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Mondelez International on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Mondelez International or generate 0.0% return on investment in Mondelez International over 30 days. Mondelez International is related to or competes with Bunge, Archer Daniels, Fresh Del, Limoneira, Alico, and Brasilagro Adr. Mondelez International, Inc., through its subsidiaries, manufactures, markets, and sells snack food and beverage product... More
Mondelez International 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 Mondelez International'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 Mondelez International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 3.9 | |||
| Value At Risk | (2.00) | |||
| Potential Upside | 1.69 |
Mondelez International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mondelez International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mondelez International's standard deviation. In reality, there are many statistical measures that can use Mondelez International historical prices to predict the future Mondelez International's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.12) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mondelez International's 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.
Mondelez International Backtested Returns
Mondelez International has Sharpe Ratio of -0.0663, which conveys that the firm had a -0.0663% return per unit of risk over the last 3 months. Mondelez International exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mondelez International's Risk Adjusted Performance of (0.03), mean deviation of 0.8088, and Standard Deviation of 1.0 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.6, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mondelez International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mondelez International is expected to be smaller as well. Mondelez International has an expected return of -0.0683%. Please make sure to verify Mondelez International jensen alpha, kurtosis, as well as the relationship between the Kurtosis and price action indicator , to decide if Mondelez International performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.56 |
Good reverse predictability
Mondelez International has good reverse predictability. Overlapping area represents the amount of predictability between Mondelez International time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th of April 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 Mondelez International price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Mondelez International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 2.05 |
Mondelez International lagged returns against current returns
Autocorrelation, which is Mondelez International 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 Mondelez International's stock expected returns. We can calculate the autocorrelation of Mondelez International returns to help us make a trade decision. For example, suppose you find that Mondelez International 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 |
Mondelez International 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 Mondelez International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mondelez International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mondelez International stock over time.
Current vs Lagged Prices |
| Timeline |
Mondelez International Lagged Returns
When evaluating Mondelez International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mondelez International stock have on its future price. Mondelez International 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, Mondelez International autocorrelation shows the relationship between Mondelez International stock current value and its past values and can show if there is a momentum factor associated with investing in Mondelez International.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Mondelez International Correlation, Mondelez International Volatility and Mondelez International Alpha and Beta module to complement your research on Mondelez International. For more information on how to buy Mondelez Stock please use our How to Invest in Mondelez International guide.You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
Complementary Tools for Mondelez Stock analysis
When running Mondelez International's price analysis, check to measure Mondelez International'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 Mondelez International is operating at the current time. Most of Mondelez International's value examination focuses on studying past and present price action to predict the probability of Mondelez International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mondelez International's price. Additionally, you may evaluate how the addition of Mondelez International to your portfolios can decrease your overall portfolio volatility.
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Stocks Directory Find actively traded stocks across global markets | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| AI Investment Finder Use AI to screen and filter profitable investment opportunities | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios |
Mondelez International 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.