Adeia P Stock Market Value
| ADEA Stock | USD 13.06 0.04 0.31% |
| Symbol | ADEIA |
ADEIA P Price To Book Ratio
Is Application Software 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 ADEIA P. If investors know ADEIA 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 ADEIA P 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 (0.19) | Dividend Share 0.2 | Earnings Share 0.37 | Revenue Per Share | Quarterly Revenue Growth (0.15) |
The market value of ADEIA P is measured differently than its book value, which is the value of ADEIA that is recorded on the company's balance sheet. Investors also form their own opinion of ADEIA P's value that differs from its market value or its book value, called intrinsic value, which is ADEIA P'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 ADEIA P's market value can be influenced by many factors that don't directly affect ADEIA P'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 ADEIA P's value and its price as these two are different measures arrived at by different means. Investors typically determine if ADEIA P is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ADEIA P'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.
ADEIA P '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 ADEIA P'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 ADEIA P.
| 12/31/2024 |
| 01/30/2025 |
If you would invest 0.00 in ADEIA P on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding ADEIA P or generate 0.0% return on investment in ADEIA P over 30 days. ADEIA P is related to or competes with Enfusion, Zeta Global, Clearwater Analytics, ON24, Alkami Technology, Agilysys, and Paycor HCM. Adeia Inc., together with its subsidiaries, operates as a consumer and entertainment productsolutions licensing company ... More
ADEIA P 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 ADEIA P'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 ADEIA P upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.39 | |||
| Information Ratio | 0.0258 | |||
| Maximum Drawdown | 28.06 | |||
| Value At Risk | (3.75) | |||
| Potential Upside | 4.95 |
ADEIA P Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ADEIA P's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ADEIA P's standard deviation. In reality, there are many statistical measures that can use ADEIA P historical prices to predict the future ADEIA P's volatility.| Risk Adjusted Performance | 0.0497 | |||
| Jensen Alpha | 0.159 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0205 | |||
| Treynor Ratio | 2.04 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ADEIA P'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.
ADEIA P Backtested Returns
At this point, ADEIA P is somewhat reliable. ADEIA P secures Sharpe Ratio (or Efficiency) of 0.0422, which signifies that the company had a 0.0422 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for ADEIA P, which you can use to evaluate the volatility of the firm. Please confirm ADEIA P's Risk Adjusted Performance of 0.0497, mean deviation of 2.02, and Downside Deviation of 4.39 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. ADEIA P has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.081, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ADEIA P's returns are expected to increase less than the market. However, during the bear market, the loss of holding ADEIA P is expected to be smaller as well. ADEIA P at this moment shows a risk of 3.65%. Please confirm ADEIA P jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to decide if ADEIA P will be following its price patterns.
Auto-correlation | -0.04 |
Very weak reverse predictability
ADEIA P has very weak reverse predictability. Overlapping area represents the amount of predictability between ADEIA P time series from 31st of December 2024 to 15th of January 2025 and 15th of January 2025 to 30th of January 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 ADEIA P price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current ADEIA P price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
ADEIA P lagged returns against current returns
Autocorrelation, which is ADEIA P 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 ADEIA P's stock expected returns. We can calculate the autocorrelation of ADEIA P returns to help us make a trade decision. For example, suppose you find that ADEIA P 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 |
ADEIA P 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 ADEIA P stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ADEIA P stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ADEIA P stock over time.
Current vs Lagged Prices |
| Timeline |
ADEIA P Lagged Returns
When evaluating ADEIA P's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ADEIA P stock have on its future price. ADEIA P 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, ADEIA P autocorrelation shows the relationship between ADEIA P stock current value and its past values and can show if there is a momentum factor associated with investing in ADEIA P.
Regressed Prices |
| Timeline |
Also Currently Popular
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.When determining whether ADEIA P offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of ADEIA P's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Adeia P Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Adeia P Stock:Check out ADEIA P Correlation, ADEIA P Volatility and ADEIA P Alpha and Beta module to complement your research on ADEIA P. For information on how to trade ADEIA Stock refer to our How to Trade ADEIA Stock guide.You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
ADEIA P 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.