Integral Ad Science Stock Market Value
| IAS Stock | USD 11.20 0.35 3.23% |
| Symbol | Integral |
Integral Ad Science Price To Book Ratio
Is Advertising 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 Integral. If investors know Integral 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 Integral 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 (0.03) | Earnings Share 0.2 | Revenue Per Share 3.228 | Quarterly Revenue Growth 0.11 | Return On Assets 0.0272 |
The market value of Integral Ad Science is measured differently than its book value, which is the value of Integral that is recorded on the company's balance sheet. Investors also form their own opinion of Integral's value that differs from its market value or its book value, called intrinsic value, which is Integral'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 Integral's market value can be influenced by many factors that don't directly affect Integral'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 Integral's value and its price as these two are different measures arrived at by different means. Investors typically determine if Integral is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Integral'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.
Integral '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 Integral'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 Integral.
| 05/26/2024 |
| 11/22/2024 |
If you would invest 0.00 in Integral on May 26, 2024 and sell it all today you would earn a total of 0.00 from holding Integral Ad Science or generate 0.0% return on investment in Integral over 180 days. Integral is related to or competes with Ziff Davis, Cimpress, and Deluxe. Integral Ad Science Holding Corp. operates as a digital advertising verification company in the United States, the Unite... More
Integral 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 Integral'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 Integral Ad Science upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 23.54 | |||
| Value At Risk | (2.41) | |||
| Potential Upside | 3.45 |
Integral Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Integral's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Integral's standard deviation. In reality, there are many statistical measures that can use Integral historical prices to predict the future Integral's volatility.| Risk Adjusted Performance | 3.0E-4 | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | (0.04) |
Integral Ad Science Backtested Returns
Integral Ad Science holds Efficiency (Sharpe) Ratio of -0.0094, which attests that the entity had a -0.0094% return per unit of risk over the last 3 months. Integral Ad Science exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Integral's Market Risk Adjusted Performance of (0.03), standard deviation of 2.72, and Risk Adjusted Performance of 3.0E-4 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.96, which attests to possible diversification benefits within a given portfolio. Integral returns are very sensitive to returns on the market. As the market goes up or down, Integral is expected to follow. At this point, Integral Ad Science has a negative expected return of -0.026%. Please make sure to check out Integral's maximum drawdown, accumulation distribution, as well as the relationship between the Accumulation Distribution and price action indicator , to decide if Integral Ad Science performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.10 |
Insignificant predictability
Integral Ad Science has insignificant predictability. Overlapping area represents the amount of predictability between Integral 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 Integral Ad Science price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Integral price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.43 |
Integral Ad Science lagged returns against current returns
Autocorrelation, which is Integral 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 Integral's stock expected returns. We can calculate the autocorrelation of Integral returns to help us make a trade decision. For example, suppose you find that Integral 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 |
Integral 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 Integral stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Integral stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Integral stock over time.
Current vs Lagged Prices |
| Timeline |
Integral Lagged Returns
When evaluating Integral's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Integral stock have on its future price. Integral 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, Integral autocorrelation shows the relationship between Integral stock current value and its past values and can show if there is a momentum factor associated with investing in Integral Ad Science.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Integral Stock Analysis
When running Integral's price analysis, check to measure Integral's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Integral is operating at the current time. Most of Integral's value examination focuses on studying past and present price action to predict the probability of Integral's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Integral's price. Additionally, you may evaluate how the addition of Integral to your portfolios can decrease your overall portfolio volatility.