Stem Inc Stock Market Value
| STEM Stock | USD 0.40 0.01 2.56% |
| Symbol | Stem |
Stem Inc Price To Book Ratio
Is Electrical Components & Equipment 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 Stem. If investors know Stem 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 Stem listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (5.23) | Revenue Per Share 1.604 | Quarterly Revenue Growth (0.78) | Return On Assets (0.11) | Return On Equity (15.31) |
The market value of Stem Inc is measured differently than its book value, which is the value of Stem that is recorded on the company's balance sheet. Investors also form their own opinion of Stem's value that differs from its market value or its book value, called intrinsic value, which is Stem'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 Stem's market value can be influenced by many factors that don't directly affect Stem'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 Stem's value and its price as these two are different measures arrived at by different means. Investors typically determine if Stem is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Stem'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.
Stem '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 Stem'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 Stem.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Stem on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Stem Inc or generate 0.0% return on investment in Stem over 30 days. Stem is related to or competes with Palo Alto, Crowdstrike Holdings, Cloudflare, Palantir Technologies, Zscaler, Uipath, and Okta. Stem, Inc. operates as a digitally connected and intelligent energy storage network provider in the United States and in... More
Stem 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 Stem'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 Stem Inc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 66.29 | |||
| Value At Risk | (13.33) | |||
| Potential Upside | 13.89 |
Stem Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stem's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stem's standard deviation. In reality, there are many statistical measures that can use Stem historical prices to predict the future Stem's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.43) | |||
| Total Risk Alpha | (1.81) | |||
| Treynor Ratio | (0.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Stem'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.
Stem Inc Backtested Returns
Stem Inc owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0145, which indicates the firm had a -0.0145% return per unit of risk over the last 3 months. Stem Inc exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Stem's Variance of 103.59, coefficient of variation of (5,075), and Risk Adjusted Performance of (0.01) to confirm the risk estimate we provide. The entity has a beta of 1.83, which indicates 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, Stem will likely underperform. At this point, Stem Inc has a negative expected return of -0.14%. Please make sure to validate Stem's treynor ratio, as well as the relationship between the accumulation distribution and period momentum indicator , to decide if Stem Inc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.48 |
Average predictability
Stem Inc has average predictability. Overlapping area represents the amount of predictability between Stem 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 Stem Inc price movement. The serial correlation of 0.48 indicates that about 48.0% of current Stem price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Stem Inc lagged returns against current returns
Autocorrelation, which is Stem 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 Stem's stock expected returns. We can calculate the autocorrelation of Stem returns to help us make a trade decision. For example, suppose you find that Stem 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 |
Stem 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 Stem stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stem stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stem stock over time.
Current vs Lagged Prices |
| Timeline |
Stem Lagged Returns
When evaluating Stem's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stem stock have on its future price. Stem 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, Stem autocorrelation shows the relationship between Stem stock current value and its past values and can show if there is a momentum factor associated with investing in Stem Inc.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Stem Correlation, Stem Volatility and Stem Alpha and Beta module to complement your research on Stem. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Stem 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.