Acacia Research Stock Market Value
| ACTG Stock | USD 4.58 0.02 0.44% |
| Symbol | Acacia |
Acacia Research Price To Book Ratio
Is Research & Consulting Services space 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 Acacia Research. If investors know Acacia 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 Acacia Research 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 (0.97) | Earnings Share 0.58 | Revenue Per Share 1.659 | Quarterly Revenue Growth 1.312 | Return On Assets 0.0404 |
The market value of Acacia Research is measured differently than its book value, which is the value of Acacia that is recorded on the company's balance sheet. Investors also form their own opinion of Acacia Research's value that differs from its market value or its book value, called intrinsic value, which is Acacia Research'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 Acacia Research's market value can be influenced by many factors that don't directly affect Acacia Research'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 Acacia Research's value and its price as these two are different measures arrived at by different means. Investors typically determine if Acacia Research is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Acacia Research'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.
Acacia Research '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 Acacia Research'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 Acacia Research.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Acacia Research on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Acacia Research or generate 0.0% return on investment in Acacia Research over 510 days. Acacia Research is related to or competes with Ennis, HNI Corp, Steelcase, and Acco Brands. Acacia Research Corporation, together with its subsidiaries, invests in intellectual property and related absolute retur... More
Acacia Research 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 Acacia Research'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 Acacia Research upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 14.71 | |||
| Value At Risk | (2.94) | |||
| Potential Upside | 2.36 |
Acacia Research Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Acacia Research's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acacia Research's standard deviation. In reality, there are many statistical measures that can use Acacia Research historical prices to predict the future Acacia Research's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | (0.04) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Acacia Research'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.
Acacia Research Backtested Returns
Acacia Research secures Sharpe Ratio (or Efficiency) of -0.0157, which signifies that the company had a -0.0157% return per unit of standard deviation over the last 3 months. Acacia Research exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Acacia Research's mean deviation of 1.36, and Risk Adjusted Performance of (0.01) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.46, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Acacia Research will likely underperform. At this point, Acacia Research has a negative expected return of -0.0324%. Please make sure to confirm Acacia Research's standard deviation, kurtosis, period momentum indicator, as well as the relationship between the maximum drawdown and day median price , to decide if Acacia Research performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.48 |
Modest reverse predictability
Acacia Research has modest reverse predictability. Overlapping area represents the amount of predictability between Acacia Research time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th of November 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 Acacia Research price movement. The serial correlation of -0.48 indicates that about 48.0% of current Acacia Research price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Acacia Research lagged returns against current returns
Autocorrelation, which is Acacia Research 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 Acacia Research's stock expected returns. We can calculate the autocorrelation of Acacia Research returns to help us make a trade decision. For example, suppose you find that Acacia Research 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 |
Acacia Research 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 Acacia Research stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acacia Research stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acacia Research stock over time.
Current vs Lagged Prices |
| Timeline |
Acacia Research Lagged Returns
When evaluating Acacia Research's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acacia Research stock have on its future price. Acacia Research 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, Acacia Research autocorrelation shows the relationship between Acacia Research stock current value and its past values and can show if there is a momentum factor associated with investing in Acacia Research.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Acacia Research is a strong investment it is important to analyze Acacia Research's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Acacia Research's future performance. For an informed investment choice regarding Acacia Stock, refer to the following important reports:Check out Acacia Research Correlation, Acacia Research Volatility and Acacia Research Alpha and Beta module to complement your research on Acacia Research. For more detail on how to invest in Acacia Stock please use our How to Invest in Acacia Research guide.You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Acacia Research 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.