Trust Stamp Stock Market Value
| IDAI Stock | USD 0.69 0.15 17.86% |
| Symbol | Trust |
Trust Stamp 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 Trust Stamp. If investors know Trust 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 Trust Stamp listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.85) | Revenue Per Share 0.483 | Quarterly Revenue Growth 0.086 | Return On Assets (0.72) | Return On Equity (3.73) |
The market value of Trust Stamp is measured differently than its book value, which is the value of Trust that is recorded on the company's balance sheet. Investors also form their own opinion of Trust Stamp's value that differs from its market value or its book value, called intrinsic value, which is Trust Stamp'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 Trust Stamp's market value can be influenced by many factors that don't directly affect Trust Stamp'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 Trust Stamp's value and its price as these two are different measures arrived at by different means. Investors typically determine if Trust Stamp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Trust Stamp'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.
Trust Stamp '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 Trust Stamp'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 Trust Stamp.
| 09/01/2024 |
| 11/30/2024 |
If you would invest 0.00 in Trust Stamp on September 1, 2024 and sell it all today you would earn a total of 0.00 from holding Trust Stamp or generate 0.0% return on investment in Trust Stamp over 90 days. Trust Stamp is related to or competes with HeartCore Enterprises, Quhuo, Infobird, Beamr Imaging, and SoundHound. T Stamp Inc. develops and markets identity authentication software solutions for government, enterprise partners, and pe... More
Trust Stamp 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 Trust Stamp'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 Trust Stamp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.33 | |||
| Information Ratio | 0.1064 | |||
| Maximum Drawdown | 47.05 | |||
| Value At Risk | (11.11) | |||
| Potential Upside | 9.09 |
Trust Stamp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Trust Stamp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Trust Stamp's standard deviation. In reality, there are many statistical measures that can use Trust Stamp historical prices to predict the future Trust Stamp's volatility.| Risk Adjusted Performance | 0.0959 | |||
| Jensen Alpha | 2.57 | |||
| Total Risk Alpha | (1.17) | |||
| Sortino Ratio | 0.2206 | |||
| Treynor Ratio | (1.90) |
Trust Stamp Backtested Returns
Trust Stamp is abnormally volatile given 3 months investment horizon. Trust Stamp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14% return per unit of risk over the last 3 months. We were able to analyze twenty-nine different technical indicators, which can help you to evaluate if expected returns of 3.01% are justified by taking the suggested risk. Use Trust Stamp Risk Adjusted Performance of 0.0959, coefficient of variation of 886.18, and Semi Deviation of 6.48 to evaluate company specific risk that cannot be diversified away. Trust Stamp holds a performance score of 10 on a scale of zero to a hundred. The entity has a beta of -1.27, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Trust Stamp are expected to decrease by larger amounts. On the other hand, during market turmoil, Trust Stamp is expected to outperform it. Use Trust Stamp skewness, day typical price, and the relationship between the downside variance and daily balance of power , to analyze future returns on Trust Stamp.
Auto-correlation | -0.48 |
Modest reverse predictability
Trust Stamp has modest reverse predictability. Overlapping area represents the amount of predictability between Trust Stamp time series from 1st of September 2024 to 16th of October 2024 and 16th of October 2024 to 30th 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 Trust Stamp price movement. The serial correlation of -0.48 indicates that about 48.0% of current Trust Stamp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Trust Stamp lagged returns against current returns
Autocorrelation, which is Trust Stamp 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 Trust Stamp's stock expected returns. We can calculate the autocorrelation of Trust Stamp returns to help us make a trade decision. For example, suppose you find that Trust Stamp 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 |
Trust Stamp 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 Trust Stamp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Trust Stamp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Trust Stamp stock over time.
Current vs Lagged Prices |
| Timeline |
Trust Stamp Lagged Returns
When evaluating Trust Stamp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Trust Stamp stock have on its future price. Trust Stamp 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, Trust Stamp autocorrelation shows the relationship between Trust Stamp stock current value and its past values and can show if there is a momentum factor associated with investing in Trust Stamp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Trust Stamp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Trust Stamp's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Trust Stamp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Trust Stamp Stock:Check out Trust Stamp Correlation, Trust Stamp Volatility and Trust Stamp Alpha and Beta module to complement your research on Trust Stamp. For more detail on how to invest in Trust Stock please use our How to Invest in Trust Stamp guide.You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Trust Stamp 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.