Upstart Holdings Stock Market Value
| UPST Stock | USD 78.79 0.36 0.46% |
| Symbol | Upstart |
Upstart Holdings Price To Book Ratio
Is Consumer Finance 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 Upstart Holdings. If investors know Upstart 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 Upstart Holdings 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 2.091 | Earnings Share (1.91) | Revenue Per Share 6.89 | Quarterly Revenue Growth 0.201 | Return On Assets (0.06) |
The market value of Upstart Holdings is measured differently than its book value, which is the value of Upstart that is recorded on the company's balance sheet. Investors also form their own opinion of Upstart Holdings' value that differs from its market value or its book value, called intrinsic value, which is Upstart Holdings' 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 Upstart Holdings' market value can be influenced by many factors that don't directly affect Upstart Holdings' 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 Upstart Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Upstart Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Upstart Holdings' 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.
Upstart Holdings '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 Upstart Holdings' 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 Upstart Holdings.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Upstart Holdings on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Upstart Holdings or generate 0.0% return on investment in Upstart Holdings over 180 days. Upstart Holdings is related to or competes with SoFi Technologies, Visa, Mastercard, American Express, PayPal Holdings, Capital One, and Ally Financial. Upstart Holdings, Inc., together with its subsidiaries, operates a cloud-based artificial intelligence lending platform ... More
Upstart Holdings 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 Upstart Holdings' 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 Upstart Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.97 | |||
| Information Ratio | 0.1449 | |||
| Maximum Drawdown | 56.41 | |||
| Value At Risk | (5.57) | |||
| Potential Upside | 7.37 |
Upstart Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Upstart Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Upstart Holdings' standard deviation. In reality, there are many statistical measures that can use Upstart Holdings historical prices to predict the future Upstart Holdings' volatility.| Risk Adjusted Performance | 0.1345 | |||
| Jensen Alpha | 0.7119 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.2595 | |||
| Treynor Ratio | 0.3312 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Upstart Holdings' 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.
Upstart Holdings Backtested Returns
Upstart Holdings is not too volatile given 3 months investment horizon. Upstart Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the firm had a 0.19% return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.37% are justified by taking the suggested risk. Use Upstart Holdings Coefficient Of Variation of 608.71, semi deviation of 3.52, and Risk Adjusted Performance of 0.1345 to evaluate company specific risk that cannot be diversified away. Upstart Holdings holds a performance score of 15 on a scale of zero to a hundred. The entity has a beta of 3.5, which indicates 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, Upstart Holdings will likely underperform. Use Upstart Holdings sortino ratio, semi variance, as well as the relationship between the Semi Variance and rate of daily change , to analyze future returns on Upstart Holdings.
Auto-correlation | 0.92 |
Excellent predictability
Upstart Holdings has excellent predictability. Overlapping area represents the amount of predictability between Upstart Holdings time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th 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 Upstart Holdings price movement. The serial correlation of 0.92 indicates that approximately 92.0% of current Upstart Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.92 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 199.7 |
Upstart Holdings lagged returns against current returns
Autocorrelation, which is Upstart Holdings 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 Upstart Holdings' stock expected returns. We can calculate the autocorrelation of Upstart Holdings returns to help us make a trade decision. For example, suppose you find that Upstart Holdings 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 |
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Upstart Holdings 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 Upstart Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Upstart Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Upstart Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Upstart Holdings Lagged Returns
When evaluating Upstart Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Upstart Holdings stock have on its future price. Upstart Holdings 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, Upstart Holdings autocorrelation shows the relationship between Upstart Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Upstart Holdings.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Upstart Stock Analysis
When running Upstart Holdings' price analysis, check to measure Upstart Holdings' 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 Upstart Holdings is operating at the current time. Most of Upstart Holdings' value examination focuses on studying past and present price action to predict the probability of Upstart Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Upstart Holdings' price. Additionally, you may evaluate how the addition of Upstart Holdings to your portfolios can decrease your overall portfolio volatility.