Stratasys Stock Market Value
| SSYS Stock | USD 9.87 0.24 2.49% |
| Symbol | Stratasys |
Stratasys 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 Stratasys. If investors know Stratasys 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 Stratasys listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.70) | Revenue Per Share | Quarterly Revenue Growth (0.04) | Return On Assets | Return On Equity |
The market value of Stratasys is measured differently than its book value, which is the value of Stratasys that is recorded on the company's balance sheet. Investors also form their own opinion of Stratasys' value that differs from its market value or its book value, called intrinsic value, which is Stratasys' 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 Stratasys' market value can be influenced by many factors that don't directly affect Stratasys' 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 Stratasys' value and its price as these two are different measures arrived at by different means. Investors typically determine if Stratasys is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Stratasys' 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.
Stratasys '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 Stratasys' 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 Stratasys.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Stratasys on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Stratasys or generate 0.0% return on investment in Stratasys over 90 days. Stratasys is related to or competes with Nano Dimension, IONQ, D Wave, Desktop Metal, 3D Systems, HP, and Canaan. Stratasys Ltd. provides connected polymer-based 3D printing solutions More
Stratasys 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 Stratasys' 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 Stratasys upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.61 | |||
| Information Ratio | 0.0537 | |||
| Maximum Drawdown | 27.38 | |||
| Value At Risk | (3.48) | |||
| Potential Upside | 6.46 |
Stratasys Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stratasys' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stratasys' standard deviation. In reality, there are many statistical measures that can use Stratasys historical prices to predict the future Stratasys' volatility.| Risk Adjusted Performance | 0.0332 | |||
| Jensen Alpha | 0.172 | |||
| Total Risk Alpha | 0.6117 | |||
| Sortino Ratio | 0.0829 | |||
| Treynor Ratio | 0.1803 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Stratasys' 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.
Stratasys Backtested Returns
Currently, Stratasys is somewhat reliable. Stratasys owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0132, which indicates the firm had a 0.0132 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Stratasys, which you can use to evaluate the volatility of the company. Please validate Stratasys' Coefficient Of Variation of 3437.93, risk adjusted performance of 0.0332, and Semi Deviation of 2.52 to confirm if the risk estimate we provide is consistent with the expected return of 0.0529%. Stratasys has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 0.59, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Stratasys' returns are expected to increase less than the market. However, during the bear market, the loss of holding Stratasys is expected to be smaller as well. Stratasys right now has a risk of 3.99%. Please validate Stratasys downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to decide if Stratasys will be following its existing price patterns.
Auto-correlation | -0.32 |
Poor reverse predictability
Stratasys has poor reverse predictability. Overlapping area represents the amount of predictability between Stratasys time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Stratasys price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Stratasys price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 1.02 |
Stratasys lagged returns against current returns
Autocorrelation, which is Stratasys 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 Stratasys' stock expected returns. We can calculate the autocorrelation of Stratasys returns to help us make a trade decision. For example, suppose you find that Stratasys 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 |
Stratasys 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 Stratasys stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stratasys stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stratasys stock over time.
Current vs Lagged Prices |
| Timeline |
Stratasys Lagged Returns
When evaluating Stratasys' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stratasys stock have on its future price. Stratasys 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, Stratasys autocorrelation shows the relationship between Stratasys stock current value and its past values and can show if there is a momentum factor associated with investing in Stratasys.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Stratasys Stock Analysis
When running Stratasys' price analysis, check to measure Stratasys' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Stratasys is operating at the current time. Most of Stratasys' value examination focuses on studying past and present price action to predict the probability of Stratasys' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Stratasys' price. Additionally, you may evaluate how the addition of Stratasys to your portfolios can decrease your overall portfolio volatility.