Arlo Technologies Stock Market Value
| ARLO Stock | USD 12.03 0.14 1.18% |
| Symbol | Arlo |
Arlo Technologies Price To Book Ratio
Is Electronic Equipment, Instruments & Components 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 Arlo Technologies. If investors know Arlo 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 Arlo Technologies listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.25) | Revenue Per Share 5.398 | Quarterly Revenue Growth 0.059 | Return On Assets (0.05) | Return On Equity (0.27) |
The market value of Arlo Technologies is measured differently than its book value, which is the value of Arlo that is recorded on the company's balance sheet. Investors also form their own opinion of Arlo Technologies' value that differs from its market value or its book value, called intrinsic value, which is Arlo Technologies' 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 Arlo Technologies' market value can be influenced by many factors that don't directly affect Arlo Technologies' 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 Arlo Technologies' value and its price as these two are different measures arrived at by different means. Investors typically determine if Arlo Technologies is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Arlo Technologies' 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.
Arlo Technologies '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 Arlo Technologies' 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 Arlo Technologies.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in Arlo Technologies on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding Arlo Technologies or generate 0.0% return on investment in Arlo Technologies over 720 days. Arlo Technologies is related to or competes with Apogee Enterprises, Azek, Lennox International, Gibraltar Industries, Advanced Drainage, Trex, and Quanex Building. Arlo Technologies, Inc., together with its subsidiaries, provides a cloud-based platform in the Americas, Europe, the Mi... More
Arlo Technologies 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 Arlo Technologies' 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 Arlo Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.19 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 9.24 | |||
| Value At Risk | (3.46) | |||
| Potential Upside | 4.08 |
Arlo Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arlo Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arlo Technologies' standard deviation. In reality, there are many statistical measures that can use Arlo Technologies historical prices to predict the future Arlo Technologies' volatility.| Risk Adjusted Performance | 0.0182 | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.37) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0156 |
Arlo Technologies Backtested Returns
Arlo Technologies secures Sharpe Ratio (or Efficiency) of -0.0077, which signifies that the company had a -0.0077% return per unit of risk over the last 3 months. Arlo Technologies exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Arlo Technologies' Mean Deviation of 2.04, risk adjusted performance of 0.0182, and Downside Deviation of 2.19 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.71, 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, Arlo Technologies will likely underperform. At this point, Arlo Technologies has a negative expected return of -0.019%. Please make sure to confirm Arlo Technologies' downside variance, and the relationship between the sortino ratio and accumulation distribution , to decide if Arlo Technologies performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.76 |
Good predictability
Arlo Technologies has good predictability. Overlapping area represents the amount of predictability between Arlo Technologies time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 to 25th 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 Arlo Technologies price movement. The serial correlation of 0.76 indicates that around 76.0% of current Arlo Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 3.69 |
Arlo Technologies lagged returns against current returns
Autocorrelation, which is Arlo Technologies 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 Arlo Technologies' stock expected returns. We can calculate the autocorrelation of Arlo Technologies returns to help us make a trade decision. For example, suppose you find that Arlo Technologies 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 |
Arlo Technologies 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 Arlo Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arlo Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arlo Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
Arlo Technologies Lagged Returns
When evaluating Arlo Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arlo Technologies stock have on its future price. Arlo Technologies 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, Arlo Technologies autocorrelation shows the relationship between Arlo Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in Arlo Technologies.
Regressed Prices |
| Timeline |
When determining whether Arlo Technologies offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Arlo Technologies' 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 Arlo Technologies Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Arlo Technologies Stock:
Check out Arlo Technologies Correlation, Arlo Technologies Volatility and Arlo Technologies Alpha and Beta module to complement your research on Arlo Technologies. To learn how to invest in Arlo Stock, please use our How to Invest in Arlo Technologies guide.You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Arlo Technologies 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.