Repositrak Stock Market Value
| TRAK Stock | 18.21 0.09 0.50% |
| Symbol | ReposiTrak |
ReposiTrak 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 ReposiTrak. If investors know ReposiTrak 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 ReposiTrak 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 0.285 | Dividend Share 0.069 | Earnings Share 0.34 | Revenue Per Share | Quarterly Revenue Growth 0.163 |
The market value of ReposiTrak is measured differently than its book value, which is the value of ReposiTrak that is recorded on the company's balance sheet. Investors also form their own opinion of ReposiTrak's value that differs from its market value or its book value, called intrinsic value, which is ReposiTrak'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 ReposiTrak's market value can be influenced by many factors that don't directly affect ReposiTrak'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 ReposiTrak's value and its price as these two are different measures arrived at by different means. Investors typically determine if ReposiTrak is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ReposiTrak'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.
ReposiTrak '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 ReposiTrak'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 ReposiTrak.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in ReposiTrak on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding ReposiTrak or generate 0.0% return on investment in ReposiTrak over 90 days. ReposiTrak is related to or competes with Aluminum, Contango ORE, Hudson Technologies, Genuine Parts, Barrick Mining, JD Sports, and United Guardian. Dealertrack Technologies, Inc. offer Webbased software solutions and services to the automotive retail industry in the United States and Canada. More
ReposiTrak 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 ReposiTrak'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 ReposiTrak upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 7.64 | |||
| Value At Risk | (3.70) | |||
| Potential Upside | 3.3 |
ReposiTrak Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ReposiTrak's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ReposiTrak's standard deviation. In reality, there are many statistical measures that can use ReposiTrak historical prices to predict the future ReposiTrak's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.29) | |||
| Total Risk Alpha | (0.49) | |||
| Treynor Ratio | (0.20) |
ReposiTrak Backtested Returns
ReposiTrak maintains Sharpe Ratio (i.e., Efficiency) of -0.12, which implies the firm had a -0.12 % return per unit of risk over the last 3 months. ReposiTrak exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check ReposiTrak's Risk Adjusted Performance of (0.07), variance of 3.31, and Coefficient Of Variation of (1,261) to confirm the risk estimate we provide. The company holds a Beta of 0.78, which implies possible diversification benefits within a given portfolio. As returns on the market increase, ReposiTrak's returns are expected to increase less than the market. However, during the bear market, the loss of holding ReposiTrak is expected to be smaller as well. At this point, ReposiTrak has a negative expected return of -0.22%. Please make sure to check ReposiTrak's kurtosis, as well as the relationship between the day median price and period momentum indicator , to decide if ReposiTrak performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.14 |
Insignificant reverse predictability
ReposiTrak has insignificant reverse predictability. Overlapping area represents the amount of predictability between ReposiTrak time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd of July 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 ReposiTrak price movement. The serial correlation of -0.14 indicates that less than 14.0% of current ReposiTrak price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.82 |
ReposiTrak lagged returns against current returns
Autocorrelation, which is ReposiTrak 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 ReposiTrak's stock expected returns. We can calculate the autocorrelation of ReposiTrak returns to help us make a trade decision. For example, suppose you find that ReposiTrak 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 |
ReposiTrak 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 ReposiTrak stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ReposiTrak stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ReposiTrak stock over time.
Current vs Lagged Prices |
| Timeline |
ReposiTrak Lagged Returns
When evaluating ReposiTrak's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ReposiTrak stock have on its future price. ReposiTrak 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, ReposiTrak autocorrelation shows the relationship between ReposiTrak stock current value and its past values and can show if there is a momentum factor associated with investing in ReposiTrak.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out ReposiTrak Correlation, ReposiTrak Volatility and ReposiTrak Alpha and Beta module to complement your research on ReposiTrak. For more information on how to buy ReposiTrak Stock please use our How to buy in ReposiTrak Stock guide.You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
ReposiTrak 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.