Utstarcom Holdings Corp Stock Market Value
| UTSI Stock | USD 3.04 0.15 5.19% |
| Symbol | UTStarcom |
UTStarcom Holdings Corp Price To Book Ratio
Is Communications 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 UTStarcom Holdings. If investors know UTStarcom 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 UTStarcom Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.42) | Revenue Per Share 1.638 | Quarterly Revenue Growth (0.12) | Return On Assets (0.05) | Return On Equity (0.08) |
The market value of UTStarcom Holdings Corp is measured differently than its book value, which is the value of UTStarcom that is recorded on the company's balance sheet. Investors also form their own opinion of UTStarcom Holdings' value that differs from its market value or its book value, called intrinsic value, which is UTStarcom 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 UTStarcom Holdings' market value can be influenced by many factors that don't directly affect UTStarcom 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 UTStarcom Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if UTStarcom Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, UTStarcom 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.
UTStarcom 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 UTStarcom 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 UTStarcom Holdings.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in UTStarcom Holdings on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding UTStarcom Holdings Corp or generate 0.0% return on investment in UTStarcom Holdings over 510 days. UTStarcom Holdings is related to or competes with KVH Industries, Telesat Corp, Mynaric AG, Knowles Cor, Silicom, Actelis Networks, and CAMP4 THERAPEUTICS. UTStarcom Holdings Corp. operates as a telecom infrastructure provider to develop technology for bandwidth from cloud-ba... More
UTStarcom 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 UTStarcom 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 UTStarcom Holdings Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.18 | |||
| Information Ratio | 0.01 | |||
| Maximum Drawdown | 29.08 | |||
| Value At Risk | (6.91) | |||
| Potential Upside | 9.56 |
UTStarcom Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UTStarcom Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UTStarcom Holdings' standard deviation. In reality, there are many statistical measures that can use UTStarcom Holdings historical prices to predict the future UTStarcom Holdings' volatility.| Risk Adjusted Performance | 0.0371 | |||
| Jensen Alpha | 0.0288 | |||
| Total Risk Alpha | (0.56) | |||
| Sortino Ratio | 0.0111 | |||
| Treynor Ratio | 0.1438 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of UTStarcom Holdings' 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.
UTStarcom Holdings Corp Backtested Returns
UTStarcom Holdings appears to be very risky, given 3 months investment horizon. UTStarcom Holdings Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0575, which indicates the firm had a 0.0575% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for UTStarcom Holdings Corp, which you can use to evaluate the volatility of the company. Please review UTStarcom Holdings' coefficient of variation of 2658.88, and Risk Adjusted Performance of 0.0371 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, UTStarcom Holdings holds a performance score of 4. The entity has a beta of 1.15, which indicates a somewhat significant risk relative to the market. UTStarcom Holdings returns are very sensitive to returns on the market. As the market goes up or down, UTStarcom Holdings is expected to follow. Please check UTStarcom Holdings' downside variance, as well as the relationship between the accumulation distribution and market facilitation index , to make a quick decision on whether UTStarcom Holdings' existing price patterns will revert.
Auto-correlation | -0.33 |
Poor reverse predictability
UTStarcom Holdings Corp has poor reverse predictability. Overlapping area represents the amount of predictability between UTStarcom Holdings time series from 5th of July 2023 to 16th of March 2024 and 16th of March 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 UTStarcom Holdings Corp price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current UTStarcom Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
UTStarcom Holdings Corp lagged returns against current returns
Autocorrelation, which is UTStarcom 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 UTStarcom Holdings' stock expected returns. We can calculate the autocorrelation of UTStarcom Holdings returns to help us make a trade decision. For example, suppose you find that UTStarcom 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 |
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UTStarcom 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 UTStarcom Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UTStarcom Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UTStarcom Holdings stock over time.
Current vs Lagged Prices |
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UTStarcom Holdings Lagged Returns
When evaluating UTStarcom Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UTStarcom Holdings stock have on its future price. UTStarcom 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, UTStarcom Holdings autocorrelation shows the relationship between UTStarcom Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in UTStarcom Holdings Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether UTStarcom Holdings Corp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of UTStarcom Holdings' 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 Utstarcom Holdings Corp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Utstarcom Holdings Corp Stock:Check out UTStarcom Holdings Correlation, UTStarcom Holdings Volatility and UTStarcom Holdings Alpha and Beta module to complement your research on UTStarcom Holdings. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
UTStarcom 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.