Thomson Reuters Stock Market Value
| TRI Stock | USD 172.17 2.16 1.27% |
| Symbol | Thomson |
Is Research & Consulting Services 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 Thomson Reuters. If investors know Thomson 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 Thomson Reuters listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Thomson Reuters is measured differently than its book value, which is the value of Thomson that is recorded on the company's balance sheet. Investors also form their own opinion of Thomson Reuters' value that differs from its market value or its book value, called intrinsic value, which is Thomson Reuters' 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 Thomson Reuters' market value can be influenced by many factors that don't directly affect Thomson Reuters' 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 Thomson Reuters' value and its price as these two are different measures arrived at by different means. Investors typically determine if Thomson Reuters is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Thomson Reuters' 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.
Thomson Reuters '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 Thomson Reuters' 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 Thomson Reuters.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Thomson Reuters on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Thomson Reuters or generate 0.0% return on investment in Thomson Reuters over 90 days. Thomson Reuters is related to or competes with Rentokil Initial, Cass Information, Maximus, Aramark Holdings, Relx PLC, Cintas, and Global Payments. Thomson Reuters Corporation provides business information services in the Americas, Europe, the Middle East, Africa, and... More
Thomson Reuters 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 Thomson Reuters' 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 Thomson Reuters upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.07 | |||
| Information Ratio | 0.1302 | |||
| Maximum Drawdown | 7.46 | |||
| Value At Risk | (1.52) | |||
| Potential Upside | 1.96 |
Thomson Reuters Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Thomson Reuters' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Thomson Reuters' standard deviation. In reality, there are many statistical measures that can use Thomson Reuters historical prices to predict the future Thomson Reuters' volatility.| Risk Adjusted Performance | 0.0472 | |||
| Jensen Alpha | 0.0591 | |||
| Total Risk Alpha | 0.2094 | |||
| Sortino Ratio | 0.1514 | |||
| Treynor Ratio | 0.9945 |
Thomson Reuters Backtested Returns
Thomson Reuters is very steady at the moment. Thomson Reuters owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0508, which indicates the firm had a 0.0508 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Thomson Reuters, which you can use to evaluate the volatility of the company. Please validate Thomson Reuters' Risk Adjusted Performance of 0.0472, coefficient of variation of 1969.32, and Semi Deviation of 0.993 to confirm if the risk estimate we provide is consistent with the expected return of 0.0633%. Thomson Reuters has a performance score of 4 on a scale of 0 to 100. The entity has a beta of 0.0536, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Thomson Reuters' returns are expected to increase less than the market. However, during the bear market, the loss of holding Thomson Reuters is expected to be smaller as well. Thomson Reuters right now has a risk of 1.25%. Please validate Thomson Reuters value at risk, as well as the relationship between the skewness and day median price , to decide if Thomson Reuters will be following its existing price patterns.
Auto-correlation | -0.63 |
Very good reverse predictability
Thomson Reuters has very good reverse predictability. Overlapping area represents the amount of predictability between Thomson Reuters time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Thomson Reuters price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Thomson Reuters price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 13.14 |
Thomson Reuters lagged returns against current returns
Autocorrelation, which is Thomson Reuters 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 Thomson Reuters' stock expected returns. We can calculate the autocorrelation of Thomson Reuters returns to help us make a trade decision. For example, suppose you find that Thomson Reuters 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 |
Thomson Reuters 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 Thomson Reuters stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Thomson Reuters stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Thomson Reuters stock over time.
Current vs Lagged Prices |
| Timeline |
Thomson Reuters Lagged Returns
When evaluating Thomson Reuters' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Thomson Reuters stock have on its future price. Thomson Reuters 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, Thomson Reuters autocorrelation shows the relationship between Thomson Reuters stock current value and its past values and can show if there is a momentum factor associated with investing in Thomson Reuters.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Thomson Reuters offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Thomson Reuters' 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 Thomson Reuters Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Thomson Reuters Stock:Check out Thomson Reuters Correlation, Thomson Reuters Volatility and Thomson Reuters Alpha and Beta module to complement your research on Thomson Reuters. For more detail on how to invest in Thomson Stock please use our How to Invest in Thomson Reuters guide.You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Thomson Reuters 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.