International Stock Market Value

IBM
 Stock
  

USD 133.17  0.69  0.52%   

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


Is International Business' 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 International Business. If investors know International 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 International Business 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
0.041
Market Capitalization
118.7 B
Quarterly Revenue Growth YOY
0.093
Return On Assets
0.03
Return On Equity
0.27
The market value of International Business is measured differently than its book value, which is the value of International that is recorded on the company's balance sheet. Investors also form their own opinion of International Business' value that differs from its market value or its book value, called intrinsic value, which is International Business' 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 International Business' market value can be influenced by many factors that don't directly affect International Business' 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 International Business' value and its price as these two are different measures arrived at by different means. Investors typically determine International Business value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, International Business' 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.

International Business '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 International Business' 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 International Business.
0.00
07/14/2021
No Change 0.00  0.0 
In 1 year and 26 days
08/08/2022
0.00
If you would invest  0.00  in International Business on July 14, 2021 and sell it all today you would earn a total of 0.00 from holding International Business Machines or generate 0.0% return on investment in International Business over 390 days. International Business is related to or competes with Infosys, Starbucks Corp, Merck, McDonalds Corp, Coca Cola, Caterpillar, and Verizon Communications. International Business Machines Corporation provides integrated solutions and services worldwideMore

International Business 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 International Business' 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 International Business Machines upside and downside potential and time the market with a certain degree of confidence.

International Business Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for International Business' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as International Business' standard deviation. In reality, there are many statistical measures that can use International Business historical prices to predict the future International Business' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of International Business' 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 International Business in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
130.95132.48134.01
Details
Intrinsic
Valuation
LowReal ValueHigh
119.23140.93142.46
Details
Naive
Forecast
LowNext ValueHigh
135.13136.65138.18
Details
9 Analysts
Consensus
LowTarget PriceHigh
124.00148.11170.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as International Business. Your research has to be compared to or analyzed against International Business' peers to derive any actionable benefits. When done correctly, International Business' 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 International Business.

International Business Backtested Returns

We consider International Business very steady. International Business holds Efficiency (Sharpe) Ratio of 0.0408, which attests that the entity had 0.0408% of return per unit of risk over the last 3 months. Our standpoint towards determining the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for International Business, which you can use to evaluate the future volatility of the firm. Please check out International Business Downside Deviation of 1.84, risk adjusted performance of 0.0274, and Market Risk Adjusted Performance of 0.0458 to validate if the risk estimate we provide is consistent with the expected return of 0.0594%.
International Business has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.5695, which attests to possible diversification benefits within a given portfolio. Let's try to break down what International's beta means in this case. As returns on the market increase, International Business returns are expected to increase less than the market. However, during the bear market, the loss on holding International Business will be expected to be smaller as well. Although it is important to respect International Business current price history, it is better to be realistic regarding the information on the equity's current price movements. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By evaluating International Business technical indicators, you can presently evaluate if the expected return of 0.0594% will be sustainable into the future. International Business right now retains a risk of 1.45%. Please check out International Business expected short fall, and the relationship between the value at risk and daily balance of power to decide if International Business will be following its current trending patterns.

Auto-correlation

    
  -0.52  

Good reverse predictability

International Business Machines has good reverse predictability. Overlapping area represents the amount of predictability between International Business time series from 14th of July 2021 to 25th of January 2022 and 25th of January 2022 to 8th of August 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 International Business price movement. The serial correlation of -0.52 indicates that about 52.0% of current International Business price fluctuation can be explain by its past prices.
Correlation Coefficient-0.52
Spearman Rank Test-0.05
Residual Average0.0
Price Variance33.6

International Business lagged returns against current returns

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

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

International Business Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in International Business without increasing your portfolio risk or giving up 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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Please see International Business Hype Analysis, International Business Correlation, International Business Valuation, International Business Volatility, as well as analyze International Business Alpha and Beta and International Business Performance. Note that the International Business information on this page should be used as a complementary analysis to other International Business' 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 Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.

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