Global Payments Stock Market Value
| GPN Stock | USD 126.87 2.64 2.13% |
| Symbol | Global |
Global Payments Price To Book Ratio
Is Global Payments' 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 Global Payments. If investors know Global 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 Global Payments 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 0.494 | Dividend Share 1 | Earnings Share 3.77 | Revenue Per Share 36.972 | Quarterly Revenue Growth 0.08 |
The market value of Global Payments is measured differently than its book value, which is the value of Global that is recorded on the company's balance sheet. Investors also form their own opinion of Global Payments' value that differs from its market value or its book value, called intrinsic value, which is Global Payments' 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 Global Payments' market value can be influenced by many factors that don't directly affect Global Payments' 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 Global Payments' value and its price as these two are different measures arrived at by different means. Investors typically determine if Global Payments is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Global Payments' 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.
Global Payments '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 Global Payments' 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 Global Payments.
| 01/24/2024 |
| 04/23/2024 |
If you would invest 0.00 in Global Payments on January 24, 2024 and sell it all today you would earn a total of 0.00 from holding Global Payments or generate 0.0% return on investment in Global Payments over 90 days. Global Payments is related to or competes with Copart, ABM Industries, Thomson Reuters, Aramark Holdings, Maximus, AZZ Incorporated, and Cass Information. Global Payments Inc. provides payment technology and software solutions for card, electronic, check, and digital-based p... More
Global Payments 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 Global Payments' 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 Global Payments upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 5.12 | |||
| Value At Risk | (2.46) | |||
| Potential Upside | 1.92 |
Global Payments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Payments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global Payments' standard deviation. In reality, there are many statistical measures that can use Global Payments historical prices to predict the future Global Payments' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.03) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Global Payments' 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.
Global Payments Backtested Returns
Global Payments holds Efficiency (Sharpe) Ratio of -0.0504, which attests that the entity had a -0.0504% return per unit of risk over the last 3 months. Global Payments exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Global Payments' Market Risk Adjusted Performance of (0.02), risk adjusted performance of (0.01), and Standard Deviation of 1.27 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 1.1, which attests to a somewhat significant risk relative to the market. Global Payments returns are very sensitive to returns on the market. As the market goes up or down, Global Payments is expected to follow. Global Payments has an expected return of -0.0618%. Please make sure to check out Global Payments jensen alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Global Payments performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.68 |
Good predictability
Global Payments has good predictability. Overlapping area represents the amount of predictability between Global Payments time series from 24th of January 2024 to 9th of March 2024 and 9th of March 2024 to 23rd of April 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 Global Payments price movement. The serial correlation of 0.68 indicates that around 68.0% of current Global Payments price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 15.76 |
Global Payments lagged returns against current returns
Autocorrelation, which is Global Payments 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 Global Payments' stock expected returns. We can calculate the autocorrelation of Global Payments returns to help us make a trade decision. For example, suppose you find that Global Payments 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 |
Global Payments 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 Global Payments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Global Payments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Global Payments stock over time.
Current vs Lagged Prices |
| Timeline |
Global Payments Lagged Returns
When evaluating Global Payments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Global Payments stock have on its future price. Global Payments 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, Global Payments autocorrelation shows the relationship between Global Payments stock current value and its past values and can show if there is a momentum factor associated with investing in Global Payments.
Regressed Prices |
| Timeline |
Global Payments Investors Sentiment
The influence of Global Payments' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Global. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Global Payments' public news can be used to forecast risks associated with an investment in Global. The trend in average sentiment can be used to explain how an investor holding Global can time the market purely based on public headlines and social activities around Global Payments. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Global Payments' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Global Payments' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Global Payments' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Global Payments.
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 Global Payments 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, Global Payments' short interest history, or implied volatility extrapolated from Global Payments options trading.
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Try AI Portfolio ArchitectCheck out Global Payments Correlation, Global Payments Volatility and Global Payments Alpha and Beta module to complement your research on Global Payments. To learn how to invest in Global Stock, please use our How to Invest in Global Payments guide.You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
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When running Global Payments' price analysis, check to measure Global Payments' 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 Global Payments is operating at the current time. Most of Global Payments' value examination focuses on studying past and present price action to predict the probability of Global Payments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Global Payments' price. Additionally, you may evaluate how the addition of Global Payments to your portfolios can decrease your overall portfolio volatility.
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Global Payments 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.