Iveda Solutions Stock Market Value
| IVDA Stock | USD 3.56 0.19 5.07% |
| Symbol | Iveda |
Iveda Solutions Price To Book Ratio
Is Systems 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 Iveda Solutions. If investors know Iveda 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 Iveda Solutions listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.58) | Revenue Per Share | Quarterly Revenue Growth (0.36) | Return On Assets | Return On Equity |
The market value of Iveda Solutions is measured differently than its book value, which is the value of Iveda that is recorded on the company's balance sheet. Investors also form their own opinion of Iveda Solutions' value that differs from its market value or its book value, called intrinsic value, which is Iveda Solutions' 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 Iveda Solutions' market value can be influenced by many factors that don't directly affect Iveda Solutions' 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 Iveda Solutions' value and its price as these two are different measures arrived at by different means. Investors typically determine if Iveda Solutions is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Iveda Solutions' 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.
Iveda Solutions '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 Iveda Solutions' 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 Iveda Solutions.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in Iveda Solutions on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Iveda Solutions or generate 0.0% return on investment in Iveda Solutions over 30 days. Iveda Solutions is related to or competes with Guardforce, Bridger Aerospace, Supercom, Guardforce, LogicMark, Knightscope, and ADT. Iveda Solutions, Inc. provides artificial intelligence and digital transformation technologies in the United States and ... More
Iveda Solutions 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 Iveda Solutions' 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 Iveda Solutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.84 | |||
| Information Ratio | 0.145 | |||
| Maximum Drawdown | 78.84 | |||
| Value At Risk | (18.39) | |||
| Potential Upside | 28.67 |
Iveda Solutions Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Iveda Solutions' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Iveda Solutions' standard deviation. In reality, there are many statistical measures that can use Iveda Solutions historical prices to predict the future Iveda Solutions' volatility.| Risk Adjusted Performance | 0.1355 | |||
| Jensen Alpha | 2.67 | |||
| Total Risk Alpha | 1.02 | |||
| Sortino Ratio | 0.1845 | |||
| Treynor Ratio | (0.38) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Iveda Solutions' 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.
Iveda Solutions Backtested Returns
Iveda Solutions is extremely dangerous given 3 months investment horizon. Iveda Solutions holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16 % return per unit of risk over the last 3 months. We were able to break down twenty-nine different technical indicators, which can help you to evaluate if expected returns of 2.41% are justified by taking the suggested risk. Use Iveda Solutions Market Risk Adjusted Performance of (0.37), downside deviation of 11.84, and Risk Adjusted Performance of 0.1355 to evaluate company specific risk that cannot be diversified away. Iveda Solutions holds a performance score of 12 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -5.99, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Iveda Solutions are expected to decrease by larger amounts. On the other hand, during market turmoil, Iveda Solutions is expected to outperform it. Use Iveda Solutions maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to analyze future returns on Iveda Solutions.
Auto-correlation | 0.48 |
Average predictability
Iveda Solutions has average predictability. Overlapping area represents the amount of predictability between Iveda Solutions time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 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 Iveda Solutions price movement. The serial correlation of 0.48 indicates that about 48.0% of current Iveda Solutions price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Iveda Solutions lagged returns against current returns
Autocorrelation, which is Iveda Solutions 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 Iveda Solutions' stock expected returns. We can calculate the autocorrelation of Iveda Solutions returns to help us make a trade decision. For example, suppose you find that Iveda Solutions 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 |
Iveda Solutions 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 Iveda Solutions stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Iveda Solutions stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Iveda Solutions stock over time.
Current vs Lagged Prices |
| Timeline |
Iveda Solutions Lagged Returns
When evaluating Iveda Solutions' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Iveda Solutions stock have on its future price. Iveda Solutions 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, Iveda Solutions autocorrelation shows the relationship between Iveda Solutions stock current value and its past values and can show if there is a momentum factor associated with investing in Iveda Solutions.
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 Iveda Solutions offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Iveda Solutions' 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 Iveda Solutions Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Iveda Solutions Stock:Check out Iveda Solutions Correlation, Iveda Solutions Volatility and Iveda Solutions Alpha and Beta module to complement your research on Iveda Solutions. For information on how to trade Iveda Stock refer to our How to Trade Iveda Stock guide.You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Iveda Solutions 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.