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MRNA Moderna, Inc.

Healthcare

220.83 -0.89 -0.40% Close 11/2
Since 2024-12-02 +400.9%
Open
224.16
High
230.52
Low
217.62
Prev close
221.72
Volume
8.4M
Amplitude
5.82%
P/B
13.1
Revenue YoY (TTM)
-27.2%
52W 22.28 254.48

Is Moderna, Inc. a buy? Fundamentals and valuation first

As of 2026-10-30

Momentum: Strong; Valuation: Pricey, Quality: Weak, Growth: Weak.

Valuation Pricey Free-cash-flow yield is Average; Price / book is Expensive.
TTM P/E -27.78 N/A
Price / book 13.09 94th percentile Expensive
Free-cash-flow yield (%) -1.38 40th percentile Average
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Weak All 3 indicators are Lagging.
ROE, TTM (%) -46.61 18th percentile Lagging
Operating margin, TTM (%) -149.01 12th percentile Lagging
FCF margin, TTM (%) -54.89 17th percentile Lagging
Quality Factor Investing: A US Quality Value Backtest
Growth Weak Diluted EPS growth, TTM YoY is Good, but Revenue growth, TTM YoY is Lagging.
Revenue growth, TTM YoY (%) -27.19 13th percentile Lagging
Diluted EPS growth, TTM YoY (%) 6.01 59th percentile Good
Momentum Strong All 2 indicators are Top.
60-day return (%) 311.66 100th percentile Top
240-day return (%) 795.12 100th percentile Top
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Neutral 20-day dollar volume is Top, but 60-day annualized volatility is Lagging.
20-day dollar volume 4,120,535,952 100th percentile Top
60-day annualized volatility (%) 374.96 98th percentile Lagging
Factor Investing Explained: 10 Classic Factors in US Stocks

Moderna, Inc. (MRNA) today

1 quant signals active · As of 2026-10-30

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

FinLab Studio

From Moderna, Inc. to every stock like it

AI finds several complementary traits of Moderna, Inc. across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

Screen stocks like Moderna, Inc.

Moderna, Inc. (MRNA) peers and tracking

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Moderna, Inc. (MRNA) quant signal backtests

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

Top-quintile 6-month momentum

Active · now 100%

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

Momentum Trading Strategy: A 12-1 Momentum Backtest
13 historical occurrences (since 2019-12-18)

Average forward return after Top-quintile 6-month momentum

20-day: Win 84.6%, Sample 13, Median +13.7%, Excess +25.27%, Beat mkt rate 84.6%

60-day: Win 84.6%, Sample 13, Median +51.18%, Excess +58.08%, Beat mkt rate 84.6%

120-day: Win 66.7%, Sample 12, Median +60.6%, Excess +73.68%, Beat mkt rate 75%

120 days after: historical avg +82.34%

20-day +28%
60-day +60.18%
120-day +82.34%
20-day
60-day
120-day
Win
84.6%
84.6%
66.7%
Sample
13
13
12
Median
+13.7%
+51.18%
+60.6%
Excess
+25.27%
+58.08%
+73.68%
Beat mkt rate
84.6%
84.6%
75%

Over 12 occurrences, 120-day forward avg gained 82.34%, beat the market by 73.68 pts; win rate 66.7%.

More history: Market-wide momentum baseline, Signals not active now

Market-wide momentum baseline

Across 99,493 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.42%, a 58.4% positive-return rate, and +3.08 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Signals not active now

Inactive signals still show the stock-specific historical forward-return distribution for context.

52-week adjusted-price high

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

13 times historically; 60-day forward avg +50.19%, win rate 72.7%, beating the market by +43.99 pts on average.

Filed revenue acceleration

Pending

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

EPS surprise beat

Pending

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

PEAD: Post-Earnings Announcement Drift Backtest

21 times historically; 60-day forward avg +17.69%, win rate 52.4%, beating the market by +14.63 pts on average.

Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.