Alarm Holdings Stock Market Value
| ALRM Stock | USD 65.14 0.97 1.51% |
| Symbol | Alarm |
Alarm Holdings Price To Book Ratio
Is Application Software 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 Alarm Holdings. If investors know Alarm 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 Alarm 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 0.818 | Earnings Share 2.32 | Revenue Per Share 18.569 | Quarterly Revenue Growth 0.084 | Return On Assets 0.0387 |
The market value of Alarm Holdings is measured differently than its book value, which is the value of Alarm that is recorded on the company's balance sheet. Investors also form their own opinion of Alarm Holdings' value that differs from its market value or its book value, called intrinsic value, which is Alarm 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 Alarm Holdings' market value can be influenced by many factors that don't directly affect Alarm 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 Alarm Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Alarm Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Alarm 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.
Alarm 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 Alarm 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 Alarm Holdings.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Alarm Holdings on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Alarm Holdings or generate 0.0% return on investment in Alarm Holdings over 360 days. Alarm Holdings is related to or competes with Paycor HCM, Appfolio, Agilysys, Alkami Technology, ADEIA P, Xperi Corp, and Enfusion. Alarm.com Holdings, Inc. provides cloud-based solutions for smart residential and commercial properties in the United St... More
Alarm 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 Alarm 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 Alarm Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.7 | |||
| Information Ratio | 0.0218 | |||
| Maximum Drawdown | 14.52 | |||
| Value At Risk | (2.43) | |||
| Potential Upside | 3.57 |
Alarm Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alarm Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alarm Holdings' standard deviation. In reality, there are many statistical measures that can use Alarm Holdings historical prices to predict the future Alarm Holdings' volatility.| Risk Adjusted Performance | 0.0715 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | 0.0279 | |||
| Treynor Ratio | 0.1202 |
Alarm Holdings Backtested Returns
Alarm Holdings appears to be very steady, given 3 months investment horizon. Alarm Holdings secures Sharpe Ratio (or Efficiency) of 0.0916, which signifies that the company had a 0.0916% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Alarm Holdings, which you can use to evaluate the volatility of the firm. Please makes use of Alarm Holdings' mean deviation of 1.45, and Risk Adjusted Performance of 0.0715 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Alarm Holdings holds a performance score of 7. The firm shows a Beta (market volatility) of 1.46, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Alarm Holdings will likely underperform. Please check Alarm Holdings' coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to make a quick decision on whether Alarm Holdings' price patterns will revert.
Auto-correlation | -0.58 |
Good reverse predictability
Alarm Holdings has good reverse predictability. Overlapping area represents the amount of predictability between Alarm Holdings time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st of December 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 Alarm Holdings price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Alarm Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 25.49 |
Alarm Holdings lagged returns against current returns
Autocorrelation, which is Alarm 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 Alarm Holdings' stock expected returns. We can calculate the autocorrelation of Alarm Holdings returns to help us make a trade decision. For example, suppose you find that Alarm Holdings 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 |
Alarm 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 Alarm Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alarm Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alarm Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Alarm Holdings Lagged Returns
When evaluating Alarm Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alarm Holdings stock have on its future price. Alarm 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, Alarm Holdings autocorrelation shows the relationship between Alarm Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Alarm Holdings.
Regressed Prices |
| Timeline |
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Alarm 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.