Nasdaq Inc Stock Market Value
| NDAQ Stock | USD 61.50 0.41 0.67% |
| Symbol | Nasdaq |
Nasdaq Inc Price To Book Ratio
Is Nasdaq's industry 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 Nasdaq. If investors know Nasdaq 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 Nasdaq 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 (0.27) | Dividend Share 0.86 | Earnings Share 2.08 | Revenue Per Share 12.01 | Quarterly Revenue Growth 0.041 |
The market value of Nasdaq Inc is measured differently than its book value, which is the value of Nasdaq that is recorded on the company's balance sheet. Investors also form their own opinion of Nasdaq's value that differs from its market value or its book value, called intrinsic value, which is Nasdaq'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 Nasdaq's market value can be influenced by many factors that don't directly affect Nasdaq'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 Nasdaq's value and its price as these two are different measures arrived at by different means. Investors typically determine if Nasdaq is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Nasdaq'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.
Nasdaq '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 Nasdaq'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 Nasdaq.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Nasdaq on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Nasdaq Inc or generate 0.0% return on investment in Nasdaq over 30 days. Nasdaq is related to or competes with SP Global, Moodys, MSCI, and FactSet Research. Nasdaq, Inc. operates as a technology company that serves capital markets and other industries worldwide More
Nasdaq 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 Nasdaq'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 Nasdaq Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.15 | |||
| Information Ratio | (0.0006) | |||
| Maximum Drawdown | 6.13 | |||
| Value At Risk | (2.00) | |||
| Potential Upside | 1.92 |
Nasdaq Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nasdaq's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nasdaq's standard deviation. In reality, there are many statistical measures that can use Nasdaq historical prices to predict the future Nasdaq's volatility.| Risk Adjusted Performance | 0.0558 | |||
| Jensen Alpha | 0.0093 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.0006) | |||
| Treynor Ratio | 0.0958 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nasdaq'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.
Nasdaq Inc Backtested Returns
We consider Nasdaq very steady. Nasdaq Inc has Sharpe Ratio of 0.0761, which conveys that the firm had a 0.0761% return per unit of risk over the last 3 months. We have found thirty technical indicators for Nasdaq, which you can use to evaluate the volatility of the firm. Please verify Nasdaq's Risk Adjusted Performance of 0.0558, downside deviation of 1.15, and Mean Deviation of 0.8603 to check out if the risk estimate we provide is consistent with the expected return of 0.0904%. Nasdaq has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.88, which conveys possible diversification benefits within a given portfolio. Nasdaq returns are very sensitive to returns on the market. As the market goes up or down, Nasdaq is expected to follow. Nasdaq Inc right now secures a risk of 1.19%. Please verify Nasdaq Inc potential upside, as well as the relationship between the kurtosis and day typical price , to decide if Nasdaq Inc will be following its current price movements.
Auto-correlation | 0.58 |
Modest predictability
Nasdaq Inc has modest predictability. Overlapping area represents the amount of predictability between Nasdaq time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th of April 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 Nasdaq Inc price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Nasdaq price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 1.15 |
Nasdaq Inc lagged returns against current returns
Autocorrelation, which is Nasdaq 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 Nasdaq's stock expected returns. We can calculate the autocorrelation of Nasdaq returns to help us make a trade decision. For example, suppose you find that Nasdaq 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 |
Nasdaq 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 Nasdaq stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nasdaq stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nasdaq stock over time.
Current vs Lagged Prices |
| Timeline |
Nasdaq Lagged Returns
When evaluating Nasdaq's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nasdaq stock have on its future price. Nasdaq 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, Nasdaq autocorrelation shows the relationship between Nasdaq stock current value and its past values and can show if there is a momentum factor associated with investing in Nasdaq Inc.
Regressed Prices |
| Timeline |
Nasdaq Investors Sentiment
The influence of Nasdaq's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Nasdaq. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Nasdaq's public news can be used to forecast risks associated with an investment in Nasdaq. The trend in average sentiment can be used to explain how an investor holding Nasdaq can time the market purely based on public headlines and social activities around Nasdaq Inc. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Nasdaq's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Nasdaq's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Nasdaq's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Nasdaq.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Nasdaq in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Nasdaq's short interest history, or implied volatility extrapolated from Nasdaq options trading.
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Try AI Portfolio ArchitectCheck out Nasdaq Correlation, Nasdaq Volatility and Nasdaq Alpha and Beta module to complement your research on Nasdaq. Note that the Nasdaq Inc information on this page should be used as a complementary analysis to other Nasdaq's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Complementary Tools for Nasdaq Stock analysis
When running Nasdaq's price analysis, check to measure Nasdaq's 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 Nasdaq is operating at the current time. Most of Nasdaq's value examination focuses on studying past and present price action to predict the probability of Nasdaq's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nasdaq's price. Additionally, you may evaluate how the addition of Nasdaq to your portfolios can decrease your overall portfolio volatility.
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