Paypal Holdings Stock Market Value
| PYPL Stock | USD 84.82 0.08 0.09% |
| Symbol | PayPal |
PayPal Holdings Price To Book Ratio
Is Transaction & Payment Processing 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 PayPal Holdings. If investors know PayPal 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 PayPal Holdings 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 0.065 | Earnings Share 4.18 | Revenue Per Share 29.966 | Quarterly Revenue Growth 0.058 | Return On Assets 0.0434 |
The market value of PayPal Holdings is measured differently than its book value, which is the value of PayPal that is recorded on the company's balance sheet. Investors also form their own opinion of PayPal Holdings' value that differs from its market value or its book value, called intrinsic value, which is PayPal Holdings' 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 PayPal Holdings' market value can be influenced by many factors that don't directly affect PayPal Holdings' 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 PayPal Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if PayPal Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, PayPal Holdings' 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.
PayPal Holdings '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 PayPal Holdings' 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 PayPal Holdings.
| 12/02/2022 |
| 11/21/2024 |
If you would invest 0.00 in PayPal Holdings on December 2, 2022 and sell it all today you would earn a total of 0.00 from holding PayPal Holdings or generate 0.0% return on investment in PayPal Holdings over 720 days. PayPal Holdings is related to or competes with SoFi Technologies, Visa, Mastercard, Capital One, American Express, Upstart Holdings, and Ally Financial. PayPal Holdings, Inc. operates a technology platform that enables digital payments on behalf of merchants and consumers ... More
PayPal Holdings 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 PayPal Holdings' 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 PayPal Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.77 | |||
| Information Ratio | 0.0923 | |||
| Maximum Drawdown | 10.05 | |||
| Value At Risk | (2.75) | |||
| Potential Upside | 3.52 |
PayPal Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PayPal Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PayPal Holdings' standard deviation. In reality, there are many statistical measures that can use PayPal Holdings historical prices to predict the future PayPal Holdings' volatility.| Risk Adjusted Performance | 0.1143 | |||
| Jensen Alpha | 0.1565 | |||
| Total Risk Alpha | 0.0464 | |||
| Sortino Ratio | 0.0964 | |||
| Treynor Ratio | 0.2194 |
PayPal Holdings Backtested Returns
PayPal Holdings appears to be very steady, given 3 months investment horizon. PayPal Holdings maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the firm had a 0.15% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for PayPal Holdings, which you can use to evaluate the volatility of the company. Please evaluate PayPal Holdings' Semi Deviation of 1.52, coefficient of variation of 695.12, and Risk Adjusted Performance of 0.1143 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PayPal Holdings holds a performance score of 11. The company holds a Beta of 1.17, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, PayPal Holdings will likely underperform. Please check PayPal Holdings' semi variance, as well as the relationship between the daily balance of power and period momentum indicator , to make a quick decision on whether PayPal Holdings' historical price patterns will revert.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
PayPal Holdings has almost perfect reverse predictability. Overlapping area represents the amount of predictability between PayPal Holdings time series from 2nd of December 2022 to 27th of November 2023 and 27th of November 2023 to 21st 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 PayPal Holdings price movement. The serial correlation of -0.75 indicates that around 75.0% of current PayPal Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 58.05 |
PayPal Holdings lagged returns against current returns
Autocorrelation, which is PayPal Holdings 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 PayPal Holdings' stock expected returns. We can calculate the autocorrelation of PayPal Holdings returns to help us make a trade decision. For example, suppose you find that PayPal Holdings 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 |
PayPal Holdings 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 PayPal Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PayPal Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PayPal Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
PayPal Holdings Lagged Returns
When evaluating PayPal Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PayPal Holdings stock have on its future price. PayPal Holdings 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, PayPal Holdings autocorrelation shows the relationship between PayPal Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in PayPal Holdings.
Regressed Prices |
| Timeline |
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PayPal Holdings 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.