Adt Inc Stock Market Value
| ADT Stock | USD 7.66 0.03 0.39% |
| Symbol | ADT |
ADT Inc Price To Book Ratio
Is Diversified Consumer Services space 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 ADT. If investors know ADT 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 ADT 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 0.022 | Dividend Share 0.2 | Earnings Share 0.01 | Revenue Per Share 5.662 | Quarterly Revenue Growth 0.054 |
The market value of ADT Inc is measured differently than its book value, which is the value of ADT that is recorded on the company's balance sheet. Investors also form their own opinion of ADT's value that differs from its market value or its book value, called intrinsic value, which is ADT'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 ADT's market value can be influenced by many factors that don't directly affect ADT'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 ADT's value and its price as these two are different measures arrived at by different means. Investors typically determine if ADT is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ADT'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.
ADT '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 ADT'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 ADT.
| 09/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in ADT on September 29, 2024 and sell it all today you would earn a total of 0.00 from holding ADT Inc or generate 0.0% return on investment in ADT over 60 days. ADT is related to or competes with Allegion PLC, MSA Safety, Resideo Technologies, NL Industries, Brady, Brinks, and Mistras. ADT Inc. provides security, automation, and smart home solutions to consumer and business customers in the United States More
ADT 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 ADT'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 ADT Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.09 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 24.1 | |||
| Value At Risk | (3.19) | |||
| Potential Upside | 2.53 |
ADT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ADT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ADT's standard deviation. In reality, there are many statistical measures that can use ADT historical prices to predict the future ADT's volatility.| Risk Adjusted Performance | 0.0321 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0971 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ADT'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.
ADT Inc Backtested Returns
Currently, ADT Inc is somewhat reliable. ADT Inc secures Sharpe Ratio (or Efficiency) of 0.0456, which signifies that the company had a 0.0456% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for ADT Inc, which you can use to evaluate the volatility of the firm. Please confirm ADT's risk adjusted performance of 0.0321, and Mean Deviation of 1.46 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. ADT has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.82, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, ADT's returns are expected to increase less than the market. However, during the bear market, the loss of holding ADT is expected to be smaller as well. ADT Inc now shows a risk of 2.82%. Please confirm ADT Inc value at risk, as well as the relationship between the skewness and day median price , to decide if ADT Inc will be following its price patterns.
Auto-correlation | -0.06 |
Very weak reverse predictability
ADT Inc has very weak reverse predictability. Overlapping area represents the amount of predictability between ADT time series from 29th of September 2024 to 29th of October 2024 and 29th of October 2024 to 28th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ADT Inc price movement. The serial correlation of -0.06 indicates that barely 6.0% of current ADT price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
ADT Inc lagged returns against current returns
Autocorrelation, which is ADT 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 ADT's stock expected returns. We can calculate the autocorrelation of ADT returns to help us make a trade decision. For example, suppose you find that ADT 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 |
ADT 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 ADT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ADT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ADT stock over time.
Current vs Lagged Prices |
| Timeline |
ADT Lagged Returns
When evaluating ADT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ADT stock have on its future price. ADT 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, ADT autocorrelation shows the relationship between ADT stock current value and its past values and can show if there is a momentum factor associated with investing in ADT Inc.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for ADT Stock Analysis
When running ADT's price analysis, check to measure ADT'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 ADT is operating at the current time. Most of ADT's value examination focuses on studying past and present price action to predict the probability of ADT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ADT's price. Additionally, you may evaluate how the addition of ADT to your portfolios can decrease your overall portfolio volatility.