Iqvia Holdings Stock Market Value
| IQV Stock | USD 228.09 0.92 0.40% |
| Symbol | IQVIA |
IQVIA Holdings Price To Book Ratio
Is IQVIA Holdings' 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 IQVIA Holdings. If investors know IQVIA 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 IQVIA 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 1.125 | Earnings Share 7.29 | Revenue Per Share 81.523 | Quarterly Revenue Growth 0.035 | Return On Assets 0.0498 |
The market value of IQVIA Holdings is measured differently than its book value, which is the value of IQVIA that is recorded on the company's balance sheet. Investors also form their own opinion of IQVIA Holdings' value that differs from its market value or its book value, called intrinsic value, which is IQVIA 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 IQVIA Holdings' market value can be influenced by many factors that don't directly affect IQVIA 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 IQVIA Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if IQVIA Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IQVIA 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.
IQVIA 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 IQVIA 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 IQVIA Holdings.
| 04/30/2022 |
| 04/19/2024 |
If you would invest 0.00 in IQVIA Holdings on April 30, 2022 and sell it all today you would earn a total of 0.00 from holding IQVIA Holdings or generate 0.0% return on investment in IQVIA Holdings over 720 days. IQVIA Holdings is related to or competes with Oric PharmaceuticalsI, Anebulo Pharmaceuticals, Cullinan Oncology, C4 TherapeuticsInc, Molecular Partners, Mineralys Therapeutics, and AN2 Therapeutics. IQVIA Holdings Inc. provides advanced analytics, technology solutions, and clinical research services to the life scienc... More
IQVIA 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 IQVIA 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 IQVIA Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.27 | |||
| Information Ratio | 0.0247 | |||
| Maximum Drawdown | 15.51 | |||
| Value At Risk | (1.83) | |||
| Potential Upside | 2.22 |
IQVIA Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IQVIA Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IQVIA Holdings' standard deviation. In reality, there are many statistical measures that can use IQVIA Holdings historical prices to predict the future IQVIA Holdings' volatility.| Risk Adjusted Performance | 0.0427 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0406 | |||
| Treynor Ratio | 0.0562 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IQVIA Holdings' 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.
IQVIA Holdings Backtested Returns
We consider IQVIA Holdings very steady. IQVIA Holdings holds Efficiency (Sharpe) Ratio of 0.0447, which attests that the entity had a 0.0447% return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for IQVIA Holdings, which you can use to evaluate the volatility of the firm. Please check out IQVIA Holdings' market risk adjusted performance of 0.0662, and Risk Adjusted Performance of 0.0427 to validate if the risk estimate we provide is consistent with the expected return of 0.0946%. IQVIA Holdings has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 1.96, which attests to 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, IQVIA Holdings will likely underperform. IQVIA Holdings presently retains a risk of 2.12%. Please check out IQVIA Holdings total risk alpha, downside variance, as well as the relationship between the Downside Variance and daily balance of power , to decide if IQVIA Holdings will be following its current trending patterns.
Auto-correlation | 0.00 |
No correlation between past and present
IQVIA Holdings has no correlation between past and present. Overlapping area represents the amount of predictability between IQVIA Holdings time series from 30th of April 2022 to 25th of April 2023 and 25th of April 2023 to 19th 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 IQVIA Holdings price movement. The serial correlation of 0.0 indicates that just 0.0% of current IQVIA Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 357.65 |
IQVIA Holdings lagged returns against current returns
Autocorrelation, which is IQVIA 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 IQVIA Holdings' stock expected returns. We can calculate the autocorrelation of IQVIA Holdings returns to help us make a trade decision. For example, suppose you find that IQVIA 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 |
IQVIA 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 IQVIA Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IQVIA Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IQVIA Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
IQVIA Holdings Lagged Returns
When evaluating IQVIA Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IQVIA Holdings stock have on its future price. IQVIA 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, IQVIA Holdings autocorrelation shows the relationship between IQVIA Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in IQVIA Holdings.
Regressed Prices |
| Timeline |
IQVIA Holdings Investors Sentiment
The influence of IQVIA Holdings' 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 IQVIA. 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 IQVIA Holdings' public news can be used to forecast risks associated with an investment in IQVIA. The trend in average sentiment can be used to explain how an investor holding IQVIA can time the market purely based on public headlines and social activities around IQVIA Holdings. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
IQVIA Holdings' 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 IQVIA Holdings' 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 IQVIA Holdings' news discussions. The higher the estimated score, the more favorable is the investor's outlook on IQVIA Holdings.
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 IQVIA Holdings 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, IQVIA Holdings' short interest history, or implied volatility extrapolated from IQVIA Holdings options trading.
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Try AI Portfolio ArchitectCheck out IQVIA Holdings Correlation, IQVIA Holdings Volatility and IQVIA Holdings Alpha and Beta module to complement your research on IQVIA Holdings. For more information on how to buy IQVIA Stock please use our How to Invest in IQVIA Holdings guide.You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Complementary Tools for IQVIA Stock analysis
When running IQVIA Holdings' price analysis, check to measure IQVIA Holdings' 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 IQVIA Holdings is operating at the current time. Most of IQVIA Holdings' value examination focuses on studying past and present price action to predict the probability of IQVIA Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move IQVIA Holdings' price. Additionally, you may evaluate how the addition of IQVIA Holdings to your portfolios can decrease your overall portfolio volatility.
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IQVIA 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.