Trade Desk's market value is the price at which a share of Trade Desk trades on a public exchange. It measures the collective expectations of The Trade Desk investors about its performance. Trade Desk is trading at 71.99 as of the 23rd of July 2025. This is a 3.64 percent increase since the beginning of the trading day. The stock's lowest day price was 69.44. With this module, you can estimate the performance of a buy and hold strategy of The Trade Desk and determine expected loss or profit from investing in Trade Desk over a given investment horizon. Check out Trade Desk Correlation, Trade Desk Volatility and Trade Desk Alpha and Beta module to complement your research on Trade Desk. For more detail on how to invest in Trade Stock please use our How to Invest in Trade Desk guide.
Please note, there is a significant difference between Trade Desk's value and its price as these two are different measures arrived at by different means. Investors typically determine if Trade Desk is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Trade Desk'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.
Trade Desk '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 Trade Desk'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 Trade Desk.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Trade Desk'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 The Trade Desk upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Trade Desk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Trade Desk's standard deviation. In reality, there are many statistical measures that can use Trade Desk historical prices to predict the future Trade Desk's volatility.
Trade Desk appears to be very steady, given 3 months investment horizon. Trade Desk owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the firm had a 0.2 % return per unit of risk over the last 3 months. By inspecting Trade Desk's technical indicators, you can evaluate if the expected return of 0.74% is justified by implied risk. Please review Trade Desk's Semi Deviation of 1.76, risk adjusted performance of 0.1879, and Coefficient Of Variation of 493.59 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Trade Desk holds a performance score of 15. The entity has a beta of -0.59, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Trade Desk are expected to decrease at a much lower rate. During the bear market, Trade Desk is likely to outperform the market. Please check Trade Desk's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Trade Desk's existing price patterns will revert.
Auto-correlation
0.30
Below average predictability
The Trade Desk has below average predictability. Overlapping area represents the amount of predictability between Trade Desk 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 Trade Desk price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Trade Desk price fluctuation can be explain by its past prices.
Correlation Coefficient
0.3
Spearman Rank Test
0.09
Residual Average
0.0
Price Variance
13.03
Trade Desk lagged returns against current returns
Autocorrelation, which is Trade Desk 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 Trade Desk's stock expected returns. We can calculate the autocorrelation of Trade Desk returns to help us make a trade decision. For example, suppose you find that Trade Desk 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
Trade Desk 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 Trade Desk stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Trade Desk stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Trade Desk stock over time.
Current vs Lagged Prices
Timeline
Trade Desk Lagged Returns
When evaluating Trade Desk's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Trade Desk stock have on its future price. Trade Desk 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, Trade Desk autocorrelation shows the relationship between Trade Desk stock current value and its past values and can show if there is a momentum factor associated with investing in The Trade Desk.
Trade Desk financial ratios help investors to determine whether Trade Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Trade with respect to the benefits of owning Trade Desk security.