Twilio (Brazil) Market Value
| T1WL34 Stock | BRL 24.46 0.18 0.74% |
| Symbol | Twilio |
Twilio '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 Twilio'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 Twilio.
| 09/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Twilio on September 29, 2024 and sell it all today you would earn a total of 0.00 from holding Twilio Inc or generate 0.0% return on investment in Twilio over 60 days. Twilio is related to or competes with New Oriental, Monster Beverage, NXP Semiconductors, Unifique Telecomunicaes, Taiwan Semiconductor, Align Technology, and Verizon Communications. Twilio Inc., together with its subsidiaries, provides a cloud communications platform that enables developers to build, ... More
Twilio 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 Twilio'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 Twilio Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.98 | |||
| Information Ratio | 0.2995 | |||
| Maximum Drawdown | 16.95 | |||
| Value At Risk | (2.07) | |||
| Potential Upside | 5.57 |
Twilio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Twilio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Twilio's standard deviation. In reality, there are many statistical measures that can use Twilio historical prices to predict the future Twilio's volatility.| Risk Adjusted Performance | 0.2716 | |||
| Jensen Alpha | 0.8915 | |||
| Total Risk Alpha | 0.5257 | |||
| Sortino Ratio | 0.4166 | |||
| Treynor Ratio | 2.22 |
Twilio Inc Backtested Returns
Twilio appears to be very steady, given 3 months investment horizon. Twilio Inc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.33, which indicates the firm had a 0.33% return per unit of risk over the last 3 months. By inspecting Twilio's technical indicators, you can evaluate if the expected return of 0.91% is justified by implied risk. Please review Twilio's Semi Deviation of 0.7224, coefficient of variation of 289.83, and Risk Adjusted Performance of 0.2716 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Twilio holds a performance score of 25. The entity has a beta of 0.42, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Twilio's returns are expected to increase less than the market. However, during the bear market, the loss of holding Twilio is expected to be smaller as well. Please check Twilio's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Twilio's existing price patterns will revert.
Auto-correlation | 0.92 |
Excellent predictability
Twilio Inc has excellent predictability. Overlapping area represents the amount of predictability between Twilio time series from 29th of September 2024 to 29th of October 2024 and 29th of October 2024 to 28th 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 Twilio Inc price movement. The serial correlation of 0.92 indicates that approximately 92.0% of current Twilio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.92 | |
| Spearman Rank Test | 0.91 | |
| Residual Average | 0.0 | |
| Price Variance | 5.82 |
Twilio Inc lagged returns against current returns
Autocorrelation, which is Twilio 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 Twilio's stock expected returns. We can calculate the autocorrelation of Twilio returns to help us make a trade decision. For example, suppose you find that Twilio 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 |
Twilio 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 Twilio stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Twilio stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Twilio stock over time.
Current vs Lagged Prices |
| Timeline |
Twilio Lagged Returns
When evaluating Twilio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Twilio stock have on its future price. Twilio 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, Twilio autocorrelation shows the relationship between Twilio stock current value and its past values and can show if there is a momentum factor associated with investing in Twilio 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.Additional Information and Resources on Investing in Twilio Stock
When determining whether Twilio Inc offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Twilio's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Twilio Inc Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Twilio Inc Stock:Check out Twilio Correlation, Twilio Volatility and Twilio Alpha and Beta module to complement your research on Twilio. You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Twilio 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.