Riskified Stock Market Value
| RSKD Stock | USD 4.80 0.11 2.35% |
| Symbol | Riskified |
Riskified 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 Riskified. If investors know Riskified 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 Riskified listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.19) | Revenue Per Share 1.754 | Quarterly Revenue Growth 0.082 | Return On Assets (0.07) | Return On Equity (0.1) |
The market value of Riskified is measured differently than its book value, which is the value of Riskified that is recorded on the company's balance sheet. Investors also form their own opinion of Riskified's value that differs from its market value or its book value, called intrinsic value, which is Riskified'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 Riskified's market value can be influenced by many factors that don't directly affect Riskified'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 Riskified's value and its price as these two are different measures arrived at by different means. Investors typically determine if Riskified is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Riskified'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.
Riskified '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 Riskified'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 Riskified.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Riskified on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Riskified or generate 0.0% return on investment in Riskified over 30 days. Riskified is related to or competes with Semrush Holdings, Meridianlink, MondayCom, SimilarWeb, Olo, Expensify, and CS Disco. Riskified Ltd. operates an e-commerce risk management platform that allows online merchants to create trusted relationsh... More
Riskified 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 Riskified'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 Riskified upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 12.56 | |||
| Value At Risk | (3.67) | |||
| Potential Upside | 2.62 |
Riskified Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Riskified's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Riskified's standard deviation. In reality, there are many statistical measures that can use Riskified historical prices to predict the future Riskified's volatility.| Risk Adjusted Performance | (0.0003) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | (0.02) |
Riskified Backtested Returns
Riskified maintains Sharpe Ratio (i.e., Efficiency) of -0.0465, which implies the firm had a -0.0465% return per unit of risk over the last 3 months. Riskified exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Riskified's Coefficient Of Variation of (11,525), variance of 4.47, and Risk Adjusted Performance of (0.0003) to confirm the risk estimate we provide. The company holds a Beta of 1.25, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Riskified will likely underperform. At this point, Riskified has a negative expected return of -0.0973%. Please make sure to check Riskified's kurtosis, as well as the relationship between the day median price and period momentum indicator , to decide if Riskified performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.20 |
Weak predictability
Riskified has weak predictability. Overlapping area represents the amount of predictability between Riskified time series from 29th of October 2024 to 13th of November 2024 and 13th of November 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 Riskified price movement. The serial correlation of 0.2 indicates that over 20.0% of current Riskified price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Riskified lagged returns against current returns
Autocorrelation, which is Riskified 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 Riskified's stock expected returns. We can calculate the autocorrelation of Riskified returns to help us make a trade decision. For example, suppose you find that Riskified 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 |
Riskified 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 Riskified stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Riskified stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Riskified stock over time.
Current vs Lagged Prices |
| Timeline |
Riskified Lagged Returns
When evaluating Riskified's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Riskified stock have on its future price. Riskified 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, Riskified autocorrelation shows the relationship between Riskified stock current value and its past values and can show if there is a momentum factor associated with investing in Riskified.
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.When determining whether Riskified is a strong investment it is important to analyze Riskified's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Riskified's future performance. For an informed investment choice regarding Riskified Stock, refer to the following important reports:Check out Riskified Correlation, Riskified Volatility and Riskified Alpha and Beta module to complement your research on Riskified. For information on how to trade Riskified Stock refer to our How to Trade Riskified Stock guide.You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Riskified 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.