Avaya Stock Market Value

AVYA
 Stock
  

USD 1.18  0.04  3.51%   

Avaya Holdings' market value is the price at which a share of Avaya Holdings stock trades on a public exchange. It measures the collective expectations of Avaya Holdings Corp investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Avaya Holdings Corp and determine expected loss or profit from investing in Avaya Holdings over a given investment horizon. Please continue to Avaya Holdings Correlation, Avaya Holdings Volatility and Avaya Holdings Alpha and Beta module to complement your research on Avaya Holdings.
Symbol


Is Avaya Holdings' 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 Avaya Holdings. If investors know Avaya 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 Avaya 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 YOY
(0.87) 
Market Capitalization
104 M
Quarterly Revenue Growth YOY
(0.21) 
Return On Assets
0.0046
Return On Equity
(0.0364) 
The market value of Avaya Holdings Corp is measured differently than its book value, which is the value of Avaya that is recorded on the company's balance sheet. Investors also form their own opinion of Avaya Holdings' value that differs from its market value or its book value, called intrinsic value, which is Avaya 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 Avaya Holdings' market value can be influenced by many factors that don't directly affect Avaya 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 Avaya Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine Avaya Holdings value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Avaya 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.

Avaya 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 Avaya 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 Avaya Holdings.
0.00
12/02/2021
No Change 0.00  0.0 
In 11 months and 26 days
11/27/2022
0.00
If you would invest  0.00  in Avaya Holdings on December 2, 2021 and sell it all today you would earn a total of 0.00 from holding Avaya Holdings Corp or generate 0.0% return on investment in Avaya Holdings over 360 days. Avaya Holdings is related to or competes with Servicenow, Intuit, Autodesk, Snowflake Inc, and Salesforce. Avaya Holdings Corp., through its subsidiaries, provides digital communications products, solutions, and services for bu... More

Avaya 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 Avaya 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 Avaya Holdings Corp upside and downside potential and time the market with a certain degree of confidence.

Avaya Holdings Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Avaya Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Avaya Holdings' standard deviation. In reality, there are many statistical measures that can use Avaya Holdings historical prices to predict the future Avaya Holdings' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Avaya 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. Please use the tools below to analyze the current value of Avaya Holdings in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
0.061.149.02
Details
Intrinsic
Valuation
LowReal ValueHigh
0.117.9915.87
Details
7 Analysts
Consensus
LowTarget PriceHigh
20.0028.5740.00
Details
Earnings
Estimates (4)
LowProjected EPSHigh
2.932.993.10
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Avaya Holdings. Your research has to be compared to or analyzed against Avaya Holdings' peers to derive any actionable benefits. When done correctly, Avaya Holdings' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Avaya Holdings Corp.

Avaya Holdings Corp Backtested Returns

Avaya Holdings Corp secures Sharpe Ratio (or Efficiency) of -0.0027, which signifies that the company had -0.0027% of return per unit of standard deviation over the last 3 months. Macroaxis philosophy in foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Avaya Holdings Corp exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Avaya Holdings Corp mean deviation of 6.48, and Risk Adjusted Performance of 0.0371 to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 1.5787, which signifies a somewhat significant risk relative to the market. Let's try to break down what Avaya's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Avaya Holdings will likely underperform. Even though it is essential to pay attention to Avaya Holdings Corp historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy in foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Avaya Holdings Corp exposes twenty-one different technical indicators, which can help you to evaluate its performance. Avaya Holdings Corp has an expected return of -0.0216%. Please be advised to confirm Avaya Holdings Corp value at risk, expected short fall, as well as the relationship between the information ratio and downside deviation to decide if Avaya Holdings Corp performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.57  

Modest predictability

Avaya Holdings Corp has modest predictability. Overlapping area represents the amount of predictability between Avaya Holdings time series from 2nd of December 2021 to 31st of May 2022 and 31st of May 2022 to 27th of November 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Avaya Holdings Corp price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Avaya Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient0.57
Spearman Rank Test0.57
Residual Average0.0
Price Variance1.24

Avaya Holdings Corp lagged returns against current returns

Autocorrelation, which is Avaya 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 Avaya Holdings' stock expected returns. We can calculate the autocorrelation of Avaya Holdings returns to help us make a trade decision. For example, suppose you find that Avaya Holdings stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

Avaya 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 Avaya Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Avaya Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Avaya Holdings stock over time.
   Current vs Lagged Prices   
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       Timeline  

Avaya Holdings Lagged Returns

When evaluating Avaya Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Avaya Holdings stock have on its future price. Avaya 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, Avaya Holdings autocorrelation shows the relationship between Avaya Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Avaya Holdings Corp.
   Regressed Prices   
Share
       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in Avaya Holdings without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Pair Trading with Avaya Holdings

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Avaya Holdings position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Avaya Holdings will appreciate offsetting losses from the drop in the long position's value.
The ability to find closely correlated positions to Avaya Holdings could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Avaya Holdings when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Avaya Holdings - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Avaya Holdings Corp to buy it.
The correlation of Avaya Holdings is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Avaya Holdings moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Avaya Holdings Corp moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Avaya Holdings can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Please continue to Avaya Holdings Correlation, Avaya Holdings Volatility and Avaya Holdings Alpha and Beta module to complement your research on Avaya Holdings. You can also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.

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When running Avaya Holdings Corp price analysis, check to measure Avaya 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 Avaya Holdings is operating at the current time. Most of Avaya Holdings' value examination focuses on studying past and present price action to predict the probability of Avaya Holdings' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Avaya Holdings' price. Additionally, you may evaluate how the addition of Avaya Holdings to your portfolios can decrease your overall portfolio volatility.
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Avaya Holdings 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.
A focus of Avaya Holdings technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Avaya Holdings trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...