Townsquare Media Stock Market Value
| TSQ Stock | USD 11.47 0.08 0.69% |
| Symbol | Townsquare |
Townsquare Media Price To Book Ratio
Is Townsquare Media'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 Townsquare Media. If investors know Townsquare 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 Townsquare Media 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 1.767 | Dividend Share 0.76 | Earnings Share (2.48) | Revenue Per Share 27.153 | Quarterly Revenue Growth (0.03) |
The market value of Townsquare Media is measured differently than its book value, which is the value of Townsquare that is recorded on the company's balance sheet. Investors also form their own opinion of Townsquare Media's value that differs from its market value or its book value, called intrinsic value, which is Townsquare Media'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 Townsquare Media's market value can be influenced by many factors that don't directly affect Townsquare Media'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 Townsquare Media's value and its price as these two are different measures arrived at by different means. Investors typically determine if Townsquare Media is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Townsquare Media'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.
Townsquare Media '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 Townsquare Media'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 Townsquare Media.
| 03/21/2024 |
| 05/20/2024 |
If you would invest 0.00 in Townsquare Media on March 21, 2024 and sell it all today you would earn a total of 0.00 from holding Townsquare Media or generate 0.0% return on investment in Townsquare Media over 60 days. Townsquare Media is related to or competes with Marchex, Direct Digital, Cimpress, Emerald Expositions, Criteo Sa, Advantage Solutions, and Interpublic Group. Townsquare Media, Inc. operates as a digital media and marketing solutions company in small and medium-sized businesses More
Townsquare Media 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 Townsquare Media'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 Townsquare Media upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.29 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 10.17 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 4.35 |
Townsquare Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Townsquare Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Townsquare Media's standard deviation. In reality, there are many statistical measures that can use Townsquare Media historical prices to predict the future Townsquare Media's volatility.| Risk Adjusted Performance | 0.026 | |||
| Jensen Alpha | 0.0211 | |||
| Total Risk Alpha | (0.29) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1339 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Townsquare Media'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.
Townsquare Media Backtested Returns
We consider Townsquare Media not too volatile. Townsquare Media owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0892, which indicates the firm had a 0.0892% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Townsquare Media, which you can use to evaluate the volatility of the company. Please validate Townsquare Media's Semi Deviation of 2.21, coefficient of variation of 3170.05, and Risk Adjusted Performance of 0.026 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. Townsquare Media has a performance score of 6 on a scale of 0 to 100. The entity has a beta of 0.47, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Townsquare Media's returns are expected to increase less than the market. However, during the bear market, the loss of holding Townsquare Media is expected to be smaller as well. Townsquare Media right now has a risk of 2.13%. Please validate Townsquare Media treynor ratio, expected short fall, as well as the relationship between the Expected Short fall and day median price , to decide if Townsquare Media will be following its existing price patterns.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Townsquare Media has insignificant reverse predictability. Overlapping area represents the amount of predictability between Townsquare Media time series from 21st of March 2024 to 20th of April 2024 and 20th of April 2024 to 20th of May 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 Townsquare Media price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Townsquare Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Townsquare Media lagged returns against current returns
Autocorrelation, which is Townsquare Media 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 Townsquare Media's stock expected returns. We can calculate the autocorrelation of Townsquare Media returns to help us make a trade decision. For example, suppose you find that Townsquare Media 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 |
Townsquare Media 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 Townsquare Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Townsquare Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Townsquare Media stock over time.
Current vs Lagged Prices |
| Timeline |
Townsquare Media Lagged Returns
When evaluating Townsquare Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Townsquare Media stock have on its future price. Townsquare Media 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, Townsquare Media autocorrelation shows the relationship between Townsquare Media stock current value and its past values and can show if there is a momentum factor associated with investing in Townsquare Media.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Townsquare Media Correlation, Townsquare Media Volatility and Townsquare Media Alpha and Beta module to complement your research on Townsquare Media. To learn how to invest in Townsquare Stock, please use our How to Invest in Townsquare Media guide.You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Complementary Tools for Townsquare Stock analysis
When running Townsquare Media's price analysis, check to measure Townsquare Media'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 Townsquare Media is operating at the current time. Most of Townsquare Media's value examination focuses on studying past and present price action to predict the probability of Townsquare Media's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Townsquare Media's price. Additionally, you may evaluate how the addition of Townsquare Media to your portfolios can decrease your overall portfolio volatility.
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Stocks Directory Find actively traded stocks across global markets | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum |
Townsquare Media 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.