Apple Inc Stock Market Value
| AAPL Stock | USD 213.49 3.81 1.82% |
| Symbol | Apple |
Apple Inc Price To Book Ratio
Is Technology Hardware, Storage & Peripherals 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 Apple. If investors know Apple 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 Apple 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 0.101 | Dividend Share 0.99 | Earnings Share 6.29 | Revenue Per Share | Quarterly Revenue Growth 0.04 |
The market value of Apple Inc is measured differently than its book value, which is the value of Apple that is recorded on the company's balance sheet. Investors also form their own opinion of Apple's value that differs from its market value or its book value, called intrinsic value, which is Apple'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 Apple's market value can be influenced by many factors that don't directly affect Apple'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 Apple's value and its price as these two are different measures arrived at by different means. Investors typically determine if Apple is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Apple'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.
Apple '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 Apple'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 Apple.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Apple on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Apple Inc or generate 0.0% return on investment in Apple over 90 days. Apple is related to or competes with Seagate Technology, Dell Technologies, Western Digital, Super Micro, IONQ, Desktop Metal, and NetApp. Apple Inc. designs, manufactures, and markets smartphones, personal computers, tablets, wearables, and accessories world... More
Apple 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 Apple'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 Apple Inc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 8.5 | |||
| Value At Risk | (3.36) | |||
| Potential Upside | 2.1 |
Apple Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Apple's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Apple's standard deviation. In reality, there are many statistical measures that can use Apple historical prices to predict the future Apple's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | 0.0277 | |||
| Treynor Ratio | (0.22) |
Apple Inc Backtested Returns
Apple Inc secures Sharpe Ratio (or Efficiency) of -0.14, which signifies that the company had a -0.14 % return per unit of risk over the last 3 months. Apple Inc exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Apple's Mean Deviation of 1.31, risk adjusted performance of (0.09), and Standard Deviation of 1.73 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.84, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Apple's returns are expected to increase less than the market. However, during the bear market, the loss of holding Apple is expected to be smaller as well. At this point, Apple Inc has a negative expected return of -0.25%. Please make sure to confirm Apple's value at risk, as well as the relationship between the accumulation distribution and day typical price , to decide if Apple Inc performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.32 |
Poor reverse predictability
Apple Inc has poor reverse predictability. Overlapping area represents the amount of predictability between Apple time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Apple Inc price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Apple price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 44.72 |
Apple Inc lagged returns against current returns
Autocorrelation, which is Apple 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 Apple's stock expected returns. We can calculate the autocorrelation of Apple returns to help us make a trade decision. For example, suppose you find that Apple 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 |
Apple 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 Apple stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Apple stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Apple stock over time.
Current vs Lagged Prices |
| Timeline |
Apple Lagged Returns
When evaluating Apple's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Apple stock have on its future price. Apple 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, Apple autocorrelation shows the relationship between Apple stock current value and its past values and can show if there is a momentum factor associated with investing in Apple Inc.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Apple Correlation, Apple Volatility and Apple Alpha and Beta module to complement your research on Apple. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Apple 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.