Twilio Inc Stock Market Value
| TWLO Stock | USD 102.07 3.63 3.69% |
| Symbol | Twilio |
Twilio Inc Price To Book Ratio
Is Internet Services & Infrastructure 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 Twilio. If investors know Twilio 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 Twilio listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (2.57) | Revenue Per Share 25.084 | Quarterly Revenue Growth 0.097 | Return On Assets (0.01) | Return On Equity (0.05) |
The market value of Twilio Inc is measured differently than its book value, which is the value of Twilio that is recorded on the company's balance sheet. Investors also form their own opinion of Twilio's value that differs from its market value or its book value, called intrinsic value, which is Twilio'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 Twilio's market value can be influenced by many factors that don't directly affect Twilio'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 Twilio's value and its price as these two are different measures arrived at by different means. Investors typically determine if Twilio is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Twilio'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.
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.
| 12/02/2022 |
| 11/21/2024 |
If you would invest 0.00 in Twilio on December 2, 2022 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 720 days. Twilio is related to or competes with Snap, Fiverr International, Spotify Technology, Baidu, Pinterest, Meta Platforms, and Alphabet. 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 | 1.66 | |||
| Information Ratio | 0.2719 | |||
| Maximum Drawdown | 17.01 | |||
| Value At Risk | (2.49) | |||
| Potential Upside | 3.52 |
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 | 0.2409 | |||
| Jensen Alpha | 0.6998 | |||
| Total Risk Alpha | 0.4768 | |||
| Sortino Ratio | 0.4045 | |||
| Treynor Ratio | 1.13 |
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 0.34, which indicates the firm had a 0.34% return per unit of risk over the last 3 months. By inspecting Twilio's technical indicators, you can evaluate if the expected return of 0.84% is justified by implied risk. Please review Twilio's Semi Deviation of 1.13, coefficient of variation of 322.08, and Risk Adjusted Performance of 0.2409 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Twilio holds a performance score of 26. The entity has a beta of 0.67, 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 semi variance, and the relationship between the treynor ratio and daily balance of power , to make a quick decision on whether Twilio's existing price patterns will revert.
Auto-correlation | -0.3 |
Weak reverse predictability
Twilio Inc has weak reverse predictability. Overlapping area represents the amount of predictability between Twilio 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 Twilio Inc price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Twilio price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 77.09 |
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 |
Pair Trading with Twilio
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 Twilio 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 Twilio will appreciate offsetting losses from the drop in the long position's value.Moving together with Twilio Stock
Moving against Twilio Stock
| 0.91 | VHAI | VHAI | PairCorr |
| 0.71 | VRAR | Glimpse Group | PairCorr |
| 0.68 | MQ | Marqeta | PairCorr |
| 0.58 | FAAS | DigiAsia Corp Symbol Change | PairCorr |
| 0.47 | VRNS | Varonis Systems | PairCorr |
The ability to find closely correlated positions to Twilio could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Twilio 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 Twilio - 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 Twilio Inc to buy it.
The correlation of Twilio 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 Twilio moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Twilio Inc 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 Twilio 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.Check out Twilio Correlation, Twilio Volatility and Twilio Alpha and Beta module to complement your research on Twilio. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
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.