International Business Machines Stock Market Value

IBM Stock  USD 191.69  0.62  0.32%   
International Business' market value is the price at which a share of International Business stock trades on a public exchange. It measures the collective expectations of International Business Machines investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of International Business Machines and determine expected loss or profit from investing in International Business over a given investment horizon.
Check out International Business Correlation, International Business Volatility and International Business Alpha and Beta module to complement your research on International Business.
Symbol

International Business Price To Book Ratio

Is International Business' 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 International Business. If investors know International 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 International Business 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
0.2
Dividend Share
6.63
Earnings Share
8.16
Revenue Per Share
67.888
Quarterly Revenue Growth
0.041
The market value of International Business is measured differently than its book value, which is the value of International that is recorded on the company's balance sheet. Investors also form their own opinion of International Business' value that differs from its market value or its book value, called intrinsic value, which is International Business' 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 International Business' market value can be influenced by many factors that don't directly affect International Business' 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 International Business' value and its price as these two are different measures arrived at by different means. Investors typically determine if International Business is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, International Business' 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.

International Business '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 International Business' 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 International Business.
0.00
11/25/2022
No Change 0.00  0.0 
In 1 year 3 months and 25 days
03/19/2024
0.00
If you would invest  0.00  in International Business on November 25, 2022 and sell it all today you would earn a total of 0.00 from holding International Business Machines or generate 0.0% return on investment in International Business over 480 days. International Business is related to or competes with Genpact, Fiserv, Digimarc, Data Storage, VNET Group, Wavedancer, and ExlService Holdings. International Business Machines Corporation provides integrated solutions and services worldwide More

International Business 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 International Business' 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 International Business Machines upside and downside potential and time the market with a certain degree of confidence.

International Business Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for International Business' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as International Business' standard deviation. In reality, there are many statistical measures that can use International Business historical prices to predict the future International Business' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of International Business' 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. Please use the tools below to analyze the current value of International Business in the context of predictive analytics.
Hype
Prediction
LowEstimatedHigh
191.57193.29195.01
Details
Intrinsic
Valuation
LowRealHigh
141.71143.43210.86
Details
21 Analysts
Consensus
LowTargetHigh
124.99137.35152.46
Details
Earnings
Estimates (0)
LowProjected EPSHigh
1.441.591.76
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as International Business. Your research has to be compared to or analyzed against International Business' peers to derive any actionable benefits. When done correctly, International Business' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in International Business.

International Business Backtested Returns

International Business appears to be very steady, given 3 months investment horizon. International Business holds Efficiency (Sharpe) Ratio of 0.19, which attests that the entity had 0.19% return per unit of risk over the last 3 months. Our standpoint towards determining the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-nine technical indicators for International Business, which you can use to evaluate the future volatility of the firm. Please utilize International Business' Market Risk Adjusted Performance of 0.2288, risk adjusted performance of 0.1033, and Downside Deviation of 1.11 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, International Business holds a performance score of 14. The company retains a Market Volatility (i.e., Beta) of 1.13, which attests to a somewhat significant risk relative to the market. International Business returns are very sensitive to returns on the market. As the market goes up or down, International Business is expected to follow. Although it is vital to follow International Business current price history, it is good to be conservative about what you can do with the information regarding equity current price movements. Please utilizes International Business expected short fall, and the relationship between the value at risk and daily balance of power to make a quick decision on whether International Business Machines current trending patterns will revert.

Auto-correlation

    
  -0.11  

Insignificant reverse predictability

International Business Machines has insignificant reverse predictability. Overlapping area represents the amount of predictability between International Business time series from 25th of November 2022 to 23rd of July 2023 and 23rd of July 2023 to 19th of March 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 International Business price movement. The serial correlation of -0.11 indicates that less than 11.0% of current International Business price fluctuation can be explain by its past prices.
Correlation Coefficient-0.11
Spearman Rank Test-0.39
Residual Average0.0
Price Variance352.94

International Business lagged returns against current returns

Autocorrelation, which is International Business 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 International Business' stock expected returns. We can calculate the autocorrelation of International Business returns to help us make a trade decision. For example, suppose you find that International Business stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

International Business 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 International Business stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if International Business stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in International Business stock over time.
   Current vs Lagged Prices   
       Timeline  

International Business Lagged Returns

When evaluating International Business' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of International Business stock have on its future price. International Business 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, International Business autocorrelation shows the relationship between International Business stock current value and its past values and can show if there is a momentum factor associated with investing in International Business Machines.
   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 Architect
When determining whether International Business is a strong investment it is important to analyze International Business' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact International Business' future performance. For an informed investment choice regarding International Stock, refer to the following important reports:
Check out International Business Correlation, International Business Volatility and International Business Alpha and Beta module to complement your research on International Business.
Note that the International Business information on this page should be used as a complementary analysis to other International Business' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.

Complementary Tools for International Stock analysis

When running International Business' price analysis, check to measure International Business' 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 International Business is operating at the current time. Most of International Business' value examination focuses on studying past and present price action to predict the probability of International Business' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move International Business' price. Additionally, you may evaluate how the addition of International Business to your portfolios can decrease your overall portfolio volatility.
Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device
AI Portfolio Architect
Use AI to generate optimal portfolios and find profitable investment opportunities
Portfolio Backtesting
Avoid under-diversification and over-optimization by backtesting your portfolios
ETFs
Find actively traded Exchange Traded Funds (ETF) from around the world
Cryptocurrency Center
Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency
Stock Screener
Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook.
Sectors
List of equity sectors categorizing publicly traded companies based on their primary business activities
Positions Ratings
Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance
International Business 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.
A focus of International Business technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of International Business trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...