Grab Holdings Stock Market Value
| GRAB Stock | USD 5.14 0.07 1.38% |
| Symbol | Grab |
Grab Holdings Price To Book Ratio
Is Passenger Ground Transportation 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 Grab Holdings. If investors know Grab 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 Grab Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.02) | Revenue Per Share 0.677 | Quarterly Revenue Growth 0.164 | Return On Assets (0.02) | Return On Equity (0.02) |
The market value of Grab Holdings is measured differently than its book value, which is the value of Grab that is recorded on the company's balance sheet. Investors also form their own opinion of Grab Holdings' value that differs from its market value or its book value, called intrinsic value, which is Grab Holdings' 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 Grab Holdings' market value can be influenced by many factors that don't directly affect Grab Holdings' 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 Grab Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Grab Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Grab Holdings' 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.
Grab Holdings '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 Grab Holdings' 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 Grab Holdings.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Grab Holdings on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Grab Holdings or generate 0.0% return on investment in Grab Holdings over 30 days. Grab Holdings is related to or competes with Kingsoft Cloud, AMTD Digital, Zoom Video, Snowflake, Workday, C3 Ai, and Shopify. Grab Holdings Limited provides superapps that allows access to mobility, delivery, financial services, and enterprise of... More
Grab Holdings 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 Grab Holdings' 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 Grab Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.52 | |||
| Information Ratio | 0.2166 | |||
| Maximum Drawdown | 22.23 | |||
| Value At Risk | (1.50) | |||
| Potential Upside | 5.5 |
Grab Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grab Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grab Holdings' standard deviation. In reality, there are many statistical measures that can use Grab Holdings historical prices to predict the future Grab Holdings' volatility.| Risk Adjusted Performance | 0.2073 | |||
| Jensen Alpha | 0.8022 | |||
| Total Risk Alpha | 0.2934 | |||
| Sortino Ratio | 0.2445 | |||
| Treynor Ratio | (1.31) |
Grab Holdings Backtested Returns
Grab Holdings appears to be slightly risky, given 3 months investment horizon. Grab Holdings holds Efficiency (Sharpe) Ratio of 0.27, which attests that the entity had a 0.27% return per unit of standard deviation over the last 3 months. By evaluating Grab Holdings' technical indicators, you can evaluate if the expected return of 0.79% is justified by implied risk. Please utilize Grab Holdings' risk adjusted performance of 0.2073, and Market Risk Adjusted Performance of (1.30) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Grab Holdings holds a performance score of 21. The company retains a Market Volatility (i.e., Beta) of -0.56, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Grab Holdings are expected to decrease at a much lower rate. During the bear market, Grab Holdings is likely to outperform the market. Please check Grab Holdings' mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to make a quick decision on whether Grab Holdings' current trending patterns will revert.
Auto-correlation | 0.51 |
Modest predictability
Grab Holdings has modest predictability. Overlapping area represents the amount of predictability between Grab Holdings time series from 27th of October 2024 to 11th of November 2024 and 11th of November 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 Grab Holdings price movement. The serial correlation of 0.51 indicates that about 51.0% of current Grab Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Grab Holdings lagged returns against current returns
Autocorrelation, which is Grab Holdings 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 Grab Holdings' stock expected returns. We can calculate the autocorrelation of Grab Holdings returns to help us make a trade decision. For example, suppose you find that Grab Holdings 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 |
Grab Holdings 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 Grab Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grab Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grab Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Grab Holdings Lagged Returns
When evaluating Grab Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grab Holdings stock have on its future price. Grab Holdings 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, Grab Holdings autocorrelation shows the relationship between Grab Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Grab Holdings.
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 Grab Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Grab Holdings' 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 Grab Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Grab Holdings Stock:Check out Grab Holdings Correlation, Grab Holdings Volatility and Grab Holdings Alpha and Beta module to complement your research on Grab Holdings. For information on how to trade Grab Stock refer to our How to Trade Grab Stock guide.You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Grab Holdings 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.