Nasdaq Stock Market Value

NDAQ
 Stock
  

USD 57.40  0.47  0.83%   

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


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

Nasdaq '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 Nasdaq'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 Nasdaq.
0.00
07/27/2022
No Change 0.00  0.0 
In 2 months and 1 day
09/25/2022
0.00
If you would invest  0.00  in Nasdaq on July 27, 2022 and sell it all today you would earn a total of 0.00 from holding Nasdaq Inc or generate 0.0% return on investment in Nasdaq over 60 days. Nasdaq is related to or competes with Industrias Bachoco. Nasdaq, Inc. operates as a technology company that serves capital markets and other industries worldwide More

Nasdaq 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 Nasdaq'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 Nasdaq Inc upside and downside potential and time the market with a certain degree of confidence.

Nasdaq Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Nasdaq's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nasdaq's standard deviation. In reality, there are many statistical measures that can use Nasdaq historical prices to predict the future Nasdaq's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Nasdaq's 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 Nasdaq in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
55.3356.9558.57
Details
Intrinsic
Valuation
LowReal ValueHigh
51.2499.33100.95
Details
11 Analysts
Consensus
LowTarget PriceHigh
175.00215.80262.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Nasdaq. Your research has to be compared to or analyzed against Nasdaq's peers to derive any actionable benefits. When done correctly, Nasdaq's 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 Nasdaq Inc.

Nasdaq Inc Backtested Returns

We consider Nasdaq very steady. Nasdaq Inc has Sharpe Ratio of 0.0837, which conveys that the firm had 0.0837% of return per unit of risk over the last 3 months. Our standpoint towards estimating 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-one technical indicators for Nasdaq, which you can use to evaluate the future volatility of the firm. Please verify Nasdaq Inc Risk Adjusted Performance of 0.1245, mean deviation of 1.22, and Downside Deviation of 1.33 to check out if the risk estimate we provide is consistent with the expected return of 0.14%.
Nasdaq has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.9138, which conveys possible diversification benefits within a given portfolio. Let's try to break down what Nasdaq's beta means in this case. Nasdaq returns are very sensitive to returns on the market. As the market goes up or down, Nasdaq is expected to follow. Although it is important to respect Nasdaq Inc price patterns, it is better to be realistic regarding the information on the equity's historical price patterns. The philosophy towards estimating 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 analyzing Nasdaq Inc technical indicators, you can presently evaluate if the expected return of 0.14% will be sustainable into the future. Nasdaq Inc right now secures a risk of 1.62%. Please verify Nasdaq Inc information ratio, potential upside, as well as the relationship between the Potential Upside and kurtosis to decide if Nasdaq Inc will be following its current price movements.

Auto-correlation

    
  0.05  

Virtually no predictability

Nasdaq Inc has virtually no predictability. Overlapping area represents the amount of predictability between Nasdaq time series from 27th of July 2022 to 26th of August 2022 and 26th of August 2022 to 25th of September 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 Nasdaq Inc price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Nasdaq price fluctuation can be explain by its past prices.
Correlation Coefficient0.05
Spearman Rank Test-0.32
Residual Average0.0
Price Variance3.79

Nasdaq Inc lagged returns against current returns

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

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

Nasdaq Lagged Returns

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

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 Nasdaq 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, Nasdaq's short interest history, or implied volatility extrapolated from Nasdaq options trading.

Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Nasdaq Inc using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Additionally, see Nasdaq Correlation, Nasdaq Volatility and Nasdaq Alpha and Beta module to complement your research on Nasdaq. Note that the Nasdaq Inc information on this page should be used as a complementary analysis to other Nasdaq's 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 Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.

Complementary Tools for Nasdaq Stock analysis

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