Liveramp Holdings Stock Market Value
| RAMP Stock | USD 30.96 0.25 0.81% |
| Symbol | Liveramp |
Liveramp Holdings Price To Book Ratio
Is IT Consulting & Other 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 Liveramp Holdings. If investors know Liveramp 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 Liveramp 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 (0.64) | Earnings Share 0.02 | Revenue Per Share 10.666 | Quarterly Revenue Growth 0.16 | Return On Assets 0.0056 |
The market value of Liveramp Holdings is measured differently than its book value, which is the value of Liveramp that is recorded on the company's balance sheet. Investors also form their own opinion of Liveramp Holdings' value that differs from its market value or its book value, called intrinsic value, which is Liveramp 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 Liveramp Holdings' market value can be influenced by many factors that don't directly affect Liveramp 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 Liveramp Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Liveramp Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Liveramp 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.
Liveramp 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 Liveramp 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 Liveramp Holdings.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Liveramp Holdings on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Liveramp Holdings or generate 0.0% return on investment in Liveramp Holdings over 30 days. Liveramp Holdings is related to or competes with PagSeguro Digital, Endava, Nutanix, Yext, Dlocal, Informatica, and Wex. LiveRamp Holdings, Inc., a technology company, provides enterprise data connectivity platform solutions in the United St... More
Liveramp 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 Liveramp 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 Liveramp Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.56 | |||
| Information Ratio | 0.1082 | |||
| Maximum Drawdown | 10.25 | |||
| Value At Risk | (2.53) | |||
| Potential Upside | 3.79 |
Liveramp Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Liveramp Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Liveramp Holdings' standard deviation. In reality, there are many statistical measures that can use Liveramp Holdings historical prices to predict the future Liveramp Holdings' volatility.| Risk Adjusted Performance | 0.1388 | |||
| Jensen Alpha | 0.1847 | |||
| Total Risk Alpha | 0.0261 | |||
| Sortino Ratio | 0.1362 | |||
| Treynor Ratio | 0.2679 |
Liveramp Holdings Backtested Returns
Liveramp Holdings appears to be very steady, given 3 months investment horizon. Liveramp Holdings has Sharpe Ratio of 0.18, which conveys that the firm had a 0.18% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Liveramp Holdings, which you can use to evaluate the volatility of the firm. Please exercise Liveramp Holdings' Risk Adjusted Performance of 0.1388, downside deviation of 1.56, and Mean Deviation of 1.5 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Liveramp Holdings holds a performance score of 14. The company secures a Beta (Market Risk) of 1.24, which conveys 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, Liveramp Holdings will likely underperform. Please check Liveramp Holdings' semi variance, as well as the relationship between the daily balance of power and price action indicator , to make a quick decision on whether Liveramp Holdings' current price movements will revert.
Auto-correlation | 0.97 |
Excellent predictability
Liveramp Holdings has excellent predictability. Overlapping area represents the amount of predictability between Liveramp Holdings time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Liveramp Holdings price movement. The serial correlation of 0.97 indicates that 97.0% of current Liveramp Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.97 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 1.04 |
Liveramp Holdings lagged returns against current returns
Autocorrelation, which is Liveramp 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 Liveramp Holdings' stock expected returns. We can calculate the autocorrelation of Liveramp Holdings returns to help us make a trade decision. For example, suppose you find that Liveramp 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 |
Liveramp 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 Liveramp Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Liveramp Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Liveramp Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Liveramp Holdings Lagged Returns
When evaluating Liveramp Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Liveramp Holdings stock have on its future price. Liveramp 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, Liveramp Holdings autocorrelation shows the relationship between Liveramp Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Liveramp Holdings.
Regressed Prices |
| Timeline |
Pair Trading with Liveramp Holdings
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Liveramp Holdings position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Liveramp Holdings will appreciate offsetting losses from the drop in the long position's value.Moving together with Liveramp Stock
Moving against Liveramp Stock
| 0.73 | FAAS | DigiAsia Corp Symbol Change | PairCorr |
| 0.7 | MQ | Marqeta | PairCorr |
| 0.69 | VHAI | VHAI | PairCorr |
| 0.6 | VRNS | Varonis Systems | PairCorr |
| 0.49 | VERI | Veritone | PairCorr |
The ability to find closely correlated positions to Liveramp Holdings could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Liveramp Holdings when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Liveramp Holdings - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Liveramp Holdings to buy it.
The correlation of Liveramp Holdings is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Liveramp Holdings moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Liveramp Holdings moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Liveramp Holdings can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Liveramp Stock Analysis
When running Liveramp Holdings' price analysis, check to measure Liveramp Holdings' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Liveramp Holdings is operating at the current time. Most of Liveramp Holdings' value examination focuses on studying past and present price action to predict the probability of Liveramp Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Liveramp Holdings' price. Additionally, you may evaluate how the addition of Liveramp Holdings to your portfolios can decrease your overall portfolio volatility.