Adeia P Stock Market Value
| ADEA Stock | USD 13.25 0.72 5.15% |
| Symbol | ADEIA |
ADEIA P Price To Book Ratio
Is Application Software 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 ADEIA P. If investors know ADEIA 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 ADEIA P 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 1.693 | Dividend Share 0.2 | Earnings Share 0.57 | Revenue Per Share | Quarterly Revenue Growth 0.372 |
The market value of ADEIA P is measured differently than its book value, which is the value of ADEIA that is recorded on the company's balance sheet. Investors also form their own opinion of ADEIA P's value that differs from its market value or its book value, called intrinsic value, which is ADEIA P'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 ADEIA P's market value can be influenced by many factors that don't directly affect ADEIA P'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 ADEIA P's value and its price as these two are different measures arrived at by different means. Investors typically determine if ADEIA P is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ADEIA P'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.
ADEIA P '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 ADEIA P'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 ADEIA P.
| 12/30/2024 |
| 03/30/2025 |
If you would invest 0.00 in ADEIA P on December 30, 2024 and sell it all today you would earn a total of 0.00 from holding ADEIA P or generate 0.0% return on investment in ADEIA P over 90 days. ADEIA P is related to or competes with Enfusion, Zeta Global, Clearwater Analytics, ON24, Alkami Technology, Agilysys, and Paycor HCM. Adeia Inc., together with its subsidiaries, operates as a consumer and entertainment productsolutions licensing company ... More
ADEIA P 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 ADEIA P'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 ADEIA P upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.28 | |||
| Information Ratio | 0.0161 | |||
| Maximum Drawdown | 26.93 | |||
| Value At Risk | (4.06) | |||
| Potential Upside | 2.53 |
ADEIA P Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ADEIA P's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ADEIA P's standard deviation. In reality, there are many statistical measures that can use ADEIA P historical prices to predict the future ADEIA P's volatility.| Risk Adjusted Performance | 0.01 | |||
| Jensen Alpha | 0.0613 | |||
| Total Risk Alpha | 0.2088 | |||
| Sortino Ratio | 0.0235 | |||
| Treynor Ratio | (0.0002) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ADEIA P'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.
ADEIA P Backtested Returns
ADEIA P secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. ADEIA P exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ADEIA P's Downside Deviation of 2.28, risk adjusted performance of 0.01, and Mean Deviation of 1.84 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.14, which signifies a somewhat significant risk relative to the market. ADEIA P returns are very sensitive to returns on the market. As the market goes up or down, ADEIA P is expected to follow. At this point, ADEIA P has a negative expected return of -0.0121%. Please make sure to confirm ADEIA P's semi deviation, jensen alpha, maximum drawdown, as well as the relationship between the coefficient of variation and sortino ratio , to decide if ADEIA P performance from the past will be repeated at some future date.
Auto-correlation | 0.32 |
Below average predictability
ADEIA P has below average predictability. Overlapping area represents the amount of predictability between ADEIA P time series from 30th of December 2024 to 13th of February 2025 and 13th of February 2025 to 30th 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 ADEIA P price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current ADEIA P price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 1.41 |
ADEIA P lagged returns against current returns
Autocorrelation, which is ADEIA P 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 ADEIA P's stock expected returns. We can calculate the autocorrelation of ADEIA P returns to help us make a trade decision. For example, suppose you find that ADEIA P 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 |
ADEIA P 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 ADEIA P stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ADEIA P stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ADEIA P stock over time.
Current vs Lagged Prices |
| Timeline |
ADEIA P Lagged Returns
When evaluating ADEIA P's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ADEIA P stock have on its future price. ADEIA P 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, ADEIA P autocorrelation shows the relationship between ADEIA P stock current value and its past values and can show if there is a momentum factor associated with investing in ADEIA P.
Regressed Prices |
| Timeline |
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Check out ADEIA P Correlation, ADEIA P Volatility and ADEIA P Alpha and Beta module to complement your research on ADEIA P. For information on how to trade ADEIA Stock refer to our How to Trade ADEIA Stock guide.You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
ADEIA P 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.