Genius Stock Market Value

GENI
 Stock
  

USD 2.78  0.10  3.73%   

Genius Sports' market value is the price at which a share of Genius Sports stock trades on a public exchange. It measures the collective expectations of Genius Sports investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Genius Sports and determine expected loss or profit from investing in Genius Sports over a given investment horizon. Please check Genius Sports Hype Analysis, Genius Sports Correlation, Genius Sports Valuation, Genius Sports Volatility, as well as analyze Genius Sports Alpha and Beta and Genius Sports Performance.
Symbol
Backtest


Is Genius Sports' 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 Genius Sports. If investors know Genius 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 Genius Sports listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Market Capitalization
571.6 M
Quarterly Revenue Growth YOY
0.6
Return On Assets
-0.62
Return On Equity
-1.4
The market value of Genius Sports is measured differently than its book value, which is the value of Genius that is recorded on the company's balance sheet. Investors also form their own opinion of Genius Sports' value that differs from its market value or its book value, called intrinsic value, which is Genius Sports' 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 Genius Sports' market value can be influenced by many factors that don't directly affect Genius Sports' 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 Genius Sports' value and its price as these two are different measures arrived at by different means. Investors typically determine Genius Sports value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Genius Sports' 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.

Genius Sports '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 Genius Sports' 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 Genius Sports.
0.00
07/06/2020
No Change 0.00  0.0 
In 1 year 11 months and 22 days
06/26/2022
0.00
If you would invest  0.00  in Genius Sports on July 6, 2020 and sell it all today you would earn a total of 0.00 from holding Genius Sports or generate 0.0% return on investment in Genius Sports over 720 days. Genius Sports is related to or competes with Angi, Arena, Baidu Inc, Bluecity Holdings, Atlas Salt, 3M, and Coca Cola. Genius Sports Limited develops and sells technology-led products and services to the sports, sports betting, and sports ...More

Genius Sports 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 Genius Sports' 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 Genius Sports upside and downside potential and time the market with a certain degree of confidence.

Genius Sports Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Genius Sports' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Genius Sports' standard deviation. In reality, there are many statistical measures that can use Genius Sports historical prices to predict the future Genius Sports' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Genius Sports' 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 Genius Sports in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
0.142.908.70
Details
Intrinsic
Valuation
LowReal ValueHigh
1.126.9212.72
Details
Naive
Forecast
LowNext ValueHigh
0.0470062.358.15
Details
7 Analysts
Consensus
LowTarget PriceHigh
13.0019.4325.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Genius Sports. Your research has to be compared to or analyzed against Genius Sports' peers to derive any actionable benefits. When done correctly, Genius Sports' 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 Genius Sports.

Genius Sports Backtested Returns

Genius Sports holds Efficiency (Sharpe) Ratio of -0.11, which attests that the entity had -0.11% of return per unit of risk over the last 3 months. Macroaxis standpoint towards determining 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. Genius Sports exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Genius Sports market risk adjusted performance of (0.35), and Risk Adjusted Performance of (0.16) to validate the risk estimate we provide.
The company retains a Market Volatility (i.e., Beta) of 1.927, which attests to a somewhat significant risk relative to the market. Let's try to break down what Genius'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, Genius Sports will likely underperform. Even though it is essential to pay attention to Genius Sports current price history, it is always good to be careful when utilizing equity current price movements. Our philosophy towards determining 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. Genius Sports exposes twenty-one different technical indicators, which can help you to evaluate its performance. Genius Sports has an expected return of -0.64%. Please be advised to check out Genius Sports jensen alpha, as well as the relationship between the potential upside and skewness to decide if Genius Sports performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.57  

Good reverse predictability

Genius Sports has good reverse predictability. Overlapping area represents the amount of predictability between Genius Sports time series from 6th of July 2020 to 1st of July 2021 and 1st of July 2021 to 26th of June 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 Genius Sports price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Genius Sports price fluctuation can be explain by its past prices.
Correlation Coefficient-0.57
Spearman Rank Test-0.77
Residual Average0.0
Price Variance35.11

Genius Sports lagged returns against current returns

Autocorrelation, which is Genius Sports 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 Genius Sports' stock expected returns. We can calculate the autocorrelation of Genius Sports returns to help us make a trade decision. For example, suppose you find that Genius Sports 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 
Share
      Timeline 

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

Genius Sports Lagged Returns

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

Genius Sports Investors Sentiment

The influence of Genius Sports' 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 Genius. 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 markets does not have a solid backing from leading economists and market statisticians.

Genius Sports Implied Volatility

    
  137.42  
Genius Sports' implied volatility exposes the market's sentiment of Genius Sports stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Genius Sports' implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Genius Sports stock will not fluctuate a lot when Genius Sports' options are near their expiration.
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 Genius Sports 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, Genius Sports' short interest history, or implied volatility extrapolated from Genius Sports options trading.

Current Sentiment - GENI

Genius Sports Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Genius Sports. What is your judgment towards investing in Genius Sports? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish

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Please check Genius Sports Hype Analysis, Genius Sports Correlation, Genius Sports Valuation, Genius Sports Volatility, as well as analyze Genius Sports Alpha and Beta and Genius Sports Performance. Note that the Genius Sports information on this page should be used as a complementary analysis to other Genius Sports' 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 Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.

Complementary Tools for Genius Stock analysis

When running Genius Sports price analysis, check to measure Genius Sports' 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 Genius Sports is operating at the current time. Most of Genius Sports' value examination focuses on studying past and present price action to predict the probability of Genius Sports' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Genius Sports' price. Additionally, you may evaluate how the addition of Genius Sports to your portfolios can decrease your overall portfolio volatility.
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Genius Sports 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 Genius Sports technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Genius Sports 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...