Pubmatic Stock Market Value
| PUBM Stock | USD 15.57 0.41 2.70% |
| Symbol | Pubmatic |
Is Business Services 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 Pubmatic. If investors know Pubmatic 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 Pubmatic listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Pubmatic is measured differently than its book value, which is the value of Pubmatic that is recorded on the company's balance sheet. Investors also form their own opinion of Pubmatic's value that differs from its market value or its book value, called intrinsic value, which is Pubmatic'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 Pubmatic's market value can be influenced by many factors that don't directly affect Pubmatic'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 Pubmatic's value and its price as these two are different measures arrived at by different means. Investors typically determine if Pubmatic is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Pubmatic'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.
Pubmatic '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 Pubmatic'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 Pubmatic.
| 11/02/2024 |
| 01/31/2025 |
If you would invest 0.00 in Pubmatic on November 2, 2024 and sell it all today you would earn a total of 0.00 from holding Pubmatic or generate 0.0% return on investment in Pubmatic over 90 days. Pubmatic is related to or competes with Shopify, Datadog, ServiceNow, Unity Software, Snowflake, Trade Desk, and Atlassian Corp. PubMatic, Inc. provides a cloud infrastructure platform that enables real-time programmatic advertising transactions for... More
Pubmatic 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 Pubmatic'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 Pubmatic upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.38 | |||
| Information Ratio | 0.0274 | |||
| Maximum Drawdown | 11.7 | |||
| Value At Risk | (4.34) | |||
| Potential Upside | 5.52 |
Pubmatic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pubmatic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pubmatic's standard deviation. In reality, there are many statistical measures that can use Pubmatic historical prices to predict the future Pubmatic's volatility.| Risk Adjusted Performance | 0.0614 | |||
| Jensen Alpha | 0.0975 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0304 | |||
| Treynor Ratio | 0.2252 |
Pubmatic Backtested Returns
As of now, Pubmatic Stock is not too volatile. Pubmatic maintains Sharpe Ratio (i.e., Efficiency) of 0.0653, which implies the firm had a 0.0653 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Pubmatic, which you can use to evaluate the volatility of the company. Please check Pubmatic's Risk Adjusted Performance of 0.0614, coefficient of variation of 1530.59, and Semi Deviation of 2.18 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. Pubmatic has a performance score of 5 on a scale of 0 to 100. The company holds a Beta of 0.72, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pubmatic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pubmatic is expected to be smaller as well. Pubmatic right now holds a risk of 2.64%. Please check Pubmatic jensen alpha, skewness, relative strength index, as well as the relationship between the value at risk and day median price , to decide if Pubmatic will be following its historical price patterns.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Pubmatic has insignificant reverse predictability. Overlapping area represents the amount of predictability between Pubmatic time series from 2nd of November 2024 to 17th of December 2024 and 17th of December 2024 to 31st 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 Pubmatic price movement. The serial correlation of -0.2 indicates that over 20.0% of current Pubmatic price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
Pubmatic lagged returns against current returns
Autocorrelation, which is Pubmatic 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 Pubmatic's stock expected returns. We can calculate the autocorrelation of Pubmatic returns to help us make a trade decision. For example, suppose you find that Pubmatic 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 |
Pubmatic 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 Pubmatic stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pubmatic stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pubmatic stock over time.
Current vs Lagged Prices |
| Timeline |
Pubmatic Lagged Returns
When evaluating Pubmatic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pubmatic stock have on its future price. Pubmatic 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, Pubmatic autocorrelation shows the relationship between Pubmatic stock current value and its past values and can show if there is a momentum factor associated with investing in Pubmatic.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Pubmatic Correlation, Pubmatic Volatility and Pubmatic Alpha and Beta module to complement your research on Pubmatic. To learn how to invest in Pubmatic Stock, please use our How to Invest in Pubmatic guide.You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Pubmatic 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.