Pagerduty Stock Market Value
| PD Stock | USD 18.30 0.36 1.93% |
| Symbol | Pagerduty |
Pagerduty Price To Book Ratio
Is Application 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 Pagerduty. If investors know Pagerduty 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 Pagerduty listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.81) | Revenue Per Share | Quarterly Revenue Growth 0.077 | Return On Assets | Return On Equity |
The market value of Pagerduty is measured differently than its book value, which is the value of Pagerduty that is recorded on the company's balance sheet. Investors also form their own opinion of Pagerduty's value that differs from its market value or its book value, called intrinsic value, which is Pagerduty'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 Pagerduty's market value can be influenced by many factors that don't directly affect Pagerduty'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 Pagerduty's value and its price as these two are different measures arrived at by different means. Investors typically determine if Pagerduty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Pagerduty'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.
Pagerduty '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 Pagerduty'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 Pagerduty.
| 01/24/2024 |
| 01/18/2025 |
If you would invest 0.00 in Pagerduty on January 24, 2024 and sell it all today you would earn a total of 0.00 from holding Pagerduty or generate 0.0% return on investment in Pagerduty over 360 days. Pagerduty is related to or competes with Smartsheet, Gitlab, Dynatrace Holdings, Elastic NV, MondayCom, Domo, and Datadog. PagerDuty, Inc. operates a digital operations management platform in the United States, Japan, and internationally More
Pagerduty 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 Pagerduty'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 Pagerduty upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.12 | |||
| Information Ratio | 0.0225 | |||
| Maximum Drawdown | 9.49 | |||
| Value At Risk | (3.14) | |||
| Potential Upside | 3.09 |
Pagerduty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pagerduty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pagerduty's standard deviation. In reality, there are many statistical measures that can use Pagerduty historical prices to predict the future Pagerduty's volatility.| Risk Adjusted Performance | 0.0274 | |||
| Jensen Alpha | 0.0445 | |||
| Total Risk Alpha | 0.051 | |||
| Sortino Ratio | 0.0217 | |||
| Treynor Ratio | 0.072 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Pagerduty's 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.
Pagerduty Backtested Returns
Pagerduty maintains Sharpe Ratio (i.e., Efficiency) of -0.0108, which implies the firm had a -0.0108% return per unit of risk over the last 3 months. Pagerduty exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pagerduty's Risk Adjusted Performance of 0.0274, coefficient of variation of 3887.41, and Semi Deviation of 2.07 to confirm the risk estimate we provide. The company holds a Beta of 0.59, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pagerduty's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pagerduty is expected to be smaller as well. At this point, Pagerduty has a negative expected return of -0.0226%. Please make sure to check Pagerduty's total risk alpha, expected short fall, price action indicator, as well as the relationship between the value at risk and daily balance of power , to decide if Pagerduty performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.05 |
Very weak reverse predictability
Pagerduty has very weak reverse predictability. Overlapping area represents the amount of predictability between Pagerduty time series from 24th of January 2024 to 22nd of July 2024 and 22nd of July 2024 to 18th of January 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 Pagerduty price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Pagerduty price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 1.35 |
Pagerduty lagged returns against current returns
Autocorrelation, which is Pagerduty 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 Pagerduty's stock expected returns. We can calculate the autocorrelation of Pagerduty returns to help us make a trade decision. For example, suppose you find that Pagerduty 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 |
Pagerduty 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 Pagerduty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pagerduty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pagerduty stock over time.
Current vs Lagged Prices |
| Timeline |
Pagerduty Lagged Returns
When evaluating Pagerduty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pagerduty stock have on its future price. Pagerduty 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, Pagerduty autocorrelation shows the relationship between Pagerduty stock current value and its past values and can show if there is a momentum factor associated with investing in Pagerduty.
Regressed Prices |
| Timeline |
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Check out Pagerduty Correlation, Pagerduty Volatility and Pagerduty Alpha and Beta module to complement your research on Pagerduty. For information on how to trade Pagerduty Stock refer to our How to Trade Pagerduty Stock guide.You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Pagerduty 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.