Genius Sports Stock Market Value
| GENI Stock | USD 8.92 0.17 1.87% |
| Symbol | Genius |
Genius Sports Price To Book Ratio
Is Interactive Media & 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 Genius Sports. If investors know Genius 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 Genius Sports listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.32) | Revenue Per Share 1.828 | Quarterly Revenue Growth 0.182 | Return On Assets (0.07) | Return On Equity (0.13) |
The market value of Genius Sports is measured differently than its book value, which is the value of Genius that is recorded on the company's balance sheet. Investors also form their own opinion of Genius Sports' value that differs from its market value or its book value, called intrinsic value, which is Genius Sports' 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 Genius Sports' market value can be influenced by many factors that don't directly affect Genius Sports' 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 Genius Sports' value and its price as these two are different measures arrived at by different means. Investors typically determine if Genius Sports is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Genius Sports' 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.
Genius Sports '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 Genius Sports' 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 Genius Sports.
| 05/26/2024 |
| 11/22/2024 |
If you would invest 0.00 in Genius Sports on May 26, 2024 and sell it all today you would earn a total of 0.00 from holding Genius Sports or generate 0.0% return on investment in Genius Sports over 180 days. Genius Sports is related to or competes with Zillow Group, Kanzhun, Outbrain, TuanChe ADR, Weibo Corp, YY, and Zhihu. Genius Sports Limited develops and sells technology-led products and services to the sports, sports betting, and sports ... More
Genius Sports 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 Genius Sports' 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 Genius Sports upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.62 | |||
| Information Ratio | 0.0642 | |||
| Maximum Drawdown | 20.18 | |||
| Value At Risk | (3.69) | |||
| Potential Upside | 6.03 |
Genius Sports Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Genius Sports' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Genius Sports' standard deviation. In reality, there are many statistical measures that can use Genius Sports historical prices to predict the future Genius Sports' volatility.| Risk Adjusted Performance | 0.0769 | |||
| Jensen Alpha | 0.1987 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0852 | |||
| Treynor Ratio | 0.2398 |
Genius Sports Backtested Returns
Genius Sports appears to be somewhat reliable, given 3 months investment horizon. Genius Sports holds Efficiency (Sharpe) Ratio of 0.0845, which attests that the entity had a 0.0845% return per unit of risk over the last 3 months. We have found thirty technical indicators for Genius Sports, which you can use to evaluate the volatility of the firm. Please utilize Genius Sports' Market Risk Adjusted Performance of 0.2498, downside deviation of 2.62, and Risk Adjusted Performance of 0.0769 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Genius Sports holds a performance score of 6. The company retains a Market Volatility (i.e., Beta) of 1.29, which attests to 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, Genius Sports will likely underperform. Please check Genius Sports' sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to make a quick decision on whether Genius Sports' current trending patterns will revert.
Auto-correlation | 0.44 |
Average predictability
Genius Sports has average predictability. Overlapping area represents the amount of predictability between Genius Sports time series from 26th of May 2024 to 24th of August 2024 and 24th of August 2024 to 22nd 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 Genius Sports price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Genius Sports price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.44 |
Genius Sports lagged returns against current returns
Autocorrelation, which is Genius Sports 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 Genius Sports' stock expected returns. We can calculate the autocorrelation of Genius Sports returns to help us make a trade decision. For example, suppose you find that Genius Sports 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 |
Genius Sports 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 Genius Sports stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Genius Sports stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Genius Sports stock over time.
Current vs Lagged Prices |
| Timeline |
Genius Sports Lagged Returns
When evaluating Genius Sports' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Genius Sports stock have on its future price. Genius Sports 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, Genius Sports autocorrelation shows the relationship between Genius Sports stock current value and its past values and can show if there is a momentum factor associated with investing in Genius Sports.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Genius Sports offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Genius Sports' 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 Genius Sports Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Genius Sports Stock:Check out Genius Sports Correlation, Genius Sports Volatility and Genius Sports Alpha and Beta module to complement your research on Genius Sports. For more detail on how to invest in Genius Stock please use our How to Invest in Genius Sports guide.You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Genius Sports 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.