Ptc Inc Stock Market Value
| PTC Stock | USD 187.79 0.82 0.44% |
| Symbol | PTC |
PTC's Earnings Breakdown by Geography
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 PTC. If investors know PTC 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 PTC 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 1.728 | Earnings Share 3.11 | Revenue Per Share 19.205 | Quarterly Revenue Growth 0.146 | Return On Assets 0.0582 |
The market value of PTC Inc is measured differently than its book value, which is the value of PTC that is recorded on the company's balance sheet. Investors also form their own opinion of PTC's value that differs from its market value or its book value, called intrinsic value, which is PTC'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 PTC's market value can be influenced by many factors that don't directly affect PTC'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 PTC's value and its price as these two are different measures arrived at by different means. Investors typically determine if PTC is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, PTC'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.
PTC '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 PTC'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 PTC.
| 01/29/2023 |
| 01/18/2025 |
If you would invest 0.00 in PTC on January 29, 2023 and sell it all today you would earn a total of 0.00 from holding PTC Inc or generate 0.0% return on investment in PTC over 720 days. PTC is related to or competes with S A P, Tyler Technologies, Roper Technologies,, Cadence Design, Aspen Technology, Bentley Systems, and Blackbaud. PTC Inc. operates as software and services company in the Americas, Europe, and the Asia Pacific More
PTC 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 PTC'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 PTC Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.3 | |||
| Information Ratio | 0.0385 | |||
| Maximum Drawdown | 8.34 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 2.25 |
PTC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PTC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PTC's standard deviation. In reality, there are many statistical measures that can use PTC historical prices to predict the future PTC's volatility.| Risk Adjusted Performance | 0.04 | |||
| Jensen Alpha | 0.0494 | |||
| Total Risk Alpha | 0.0535 | |||
| Sortino Ratio | 0.0396 | |||
| Treynor Ratio | 0.1206 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of PTC'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.
PTC Inc Backtested Returns
At this point, PTC is very steady. PTC Inc retains Efficiency (Sharpe Ratio) of 0.0261, which implies the firm had a 0.0261% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for PTC, which you can use to evaluate the volatility of the company. Please check PTC's market risk adjusted performance of 0.1306, and Semi Deviation of 1.18 to confirm if the risk estimate we provide is consistent with the expected return of 0.0352%. PTC has a performance score of 2 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.4, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PTC's returns are expected to increase less than the market. However, during the bear market, the loss of holding PTC is expected to be smaller as well. PTC Inc currently owns a risk of 1.35%. Please check PTC Inc information ratio, downside variance, day median price, as well as the relationship between the treynor ratio and kurtosis , to decide if PTC Inc will be following its current price history.
Auto-correlation | 0.38 |
Below average predictability
PTC Inc has below average predictability. Overlapping area represents the amount of predictability between PTC time series from 29th of January 2023 to 24th of January 2024 and 24th of January 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 PTC Inc price movement. The serial correlation of 0.38 indicates that just about 38.0% of current PTC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 55.66 |
PTC Inc lagged returns against current returns
Autocorrelation, which is PTC 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 PTC's stock expected returns. We can calculate the autocorrelation of PTC returns to help us make a trade decision. For example, suppose you find that PTC 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 |
PTC 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 PTC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PTC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PTC stock over time.
Current vs Lagged Prices |
| Timeline |
PTC Lagged Returns
When evaluating PTC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PTC stock have on its future price. PTC 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, PTC autocorrelation shows the relationship between PTC stock current value and its past values and can show if there is a momentum factor associated with investing in PTC Inc.
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.| BTC | Bitcoin | |
| TRX | TRON | |
| BNB | Binance Coin |
Check out PTC Correlation, PTC Volatility and PTC Alpha and Beta module to complement your research on PTC. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
PTC 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.