Alibaba Stock Market Value

BABA -  USA Stock  

USD 151.89  1.71  1.14%

Alibaba Group's market value is the price at which a share of Alibaba Group stock trades on a public exchange. It measures the collective expectations of Alibaba Group Holding investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Alibaba Group Holding and determine expected loss or profit from investing in Alibaba Group over a given investment horizon. Continue to Alibaba Group Hype Analysis, Alibaba Group Correlation, Alibaba Group Valuation, Alibaba Group Volatility, as well as analyze Alibaba Group Alpha and Beta and Alibaba Group Performance.
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Backtest


The market value of Alibaba Group Holding is measured differently than its book value, which is the value of Alibaba that is recorded on the company's balance sheet. Investors also form their own opinion of Alibaba Group's value that differs from its market value or its book value, called intrinsic value, which is Alibaba Group'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 Alibaba Group's market value can be influenced by many factors that don't directly affect Alibaba Group Holding underlying business (such as pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Alibaba Group's value and its price as these two are different measures arrived at by different means. Investors typically determine Alibaba Group value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Alibaba Group'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.

Alibaba Group '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 Alibaba Group'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 Alibaba Group.
0.00
08/27/2021
No Change 0.00  0.0 
In 30 days
09/26/2021
0.00
If you would invest  0.00  in Alibaba Group on August 27, 2021 and sell it all today you would earn a total of 0.00 from holding Alibaba Group Holding or generate 0.0% return on investment in Alibaba Group over 30 days. Alibaba Group is related to or competes with 1stdibs, Jd Inc, Ipower, 1847 Goedeker, Imedia Brands, and Jumia Technologies. Alibaba Group Holding Limited, through its subsidiaries, provides online and mobile commerce businesses in the Peoples R...

Alibaba Group 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 Alibaba Group'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 Alibaba Group Holding upside and downside potential and time the market with a certain degree of confidence.

Alibaba Group Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Alibaba Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alibaba Group's standard deviation. In reality, there are many statistical measures that can use Alibaba Group historical prices to predict the future Alibaba Group's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Alibaba Group'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. Please use the tools below to analyze the current value of Alibaba Group in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
148.29150.94153.59
Details
Intrinsic
Valuation
LowReal ValueHigh
136.70182.65185.30
Details
Naive
Forecast
LowNext ValueHigh
134.85137.50140.15
Details
15 Analysts
Consensus
LowTarget PriceHigh
192.00283.50407.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Alibaba Group. Your research has to be compared to or analyzed against Alibaba Group's peers to derive any actionable benefits. When done correctly, Alibaba Group's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Alibaba Group Holding.

Alibaba Group Holding Backtested Returns

Alibaba Group Holding secures Sharpe Ratio (or Efficiency) of -0.23, which signifies that the company had -0.23% of return per unit of risk over the last 3 months. Macroaxis standpoint towards foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Alibaba Group Holding exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Alibaba Group Holding risk adjusted performance of (0.11), and Mean Deviation of 2.0 to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of -0.6759, which signifies possible diversification benefits within a given portfolio. Let's try to break down what Alibaba's beta means in this case. As returns on the market increase, returns on owning Alibaba Group are expected to decrease at a much lower rate. During the bear market, Alibaba Group is likely to outperform the market. Even though it is essential to pay attention to Alibaba Group Holding historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Alibaba Group Holding exposes twenty-one different technical indicators, which can help you to evaluate its performance. Alibaba Group Holding has an expected return of -0.62%. Please be advised to confirm Alibaba Group Holding coefficient of variation, jensen alpha, potential upside, as well as the relationship between the variance and maximum drawdown to decide if Alibaba Group Holding performance from the past will be repeated at some point in the near future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.70)   

Very good reverse predictability

Alibaba Group Holding has very good reverse predictability. Overlapping area represents the amount of predictability between Alibaba Group time series from 27th of August 2021 to 11th of September 2021 and 11th of September 2021 to 26th of September 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Alibaba Group Holding price movement. The serial correlation of -0.7 indicates that around 70.0% of current Alibaba Group price fluctuation can be explain by its past prices. Given that Alibaba Group Holding has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Alibaba Group for similar time interval.
Correlation Coefficient-0.7
Spearman Rank Test-0.22
Residual Average0.0
Price Variance23.73

Alibaba Group Holding lagged returns against current returns

Autocorrelation, which is Alibaba Group 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 Alibaba Group's stock expected returns. We can calculate the autocorrelation of Alibaba Group returns to help us make a trade decision. For example, suppose you find that Alibaba Group 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 
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      Timeline 

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

Alibaba Group Lagged Returns

When evaluating Alibaba Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alibaba Group stock have on its future price. Alibaba Group 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, Alibaba Group autocorrelation shows the relationship between Alibaba Group stock current value and its past values and can show if there is a momentum factor associated with investing in Alibaba Group Holding.
 Regressed Prices 
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      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Alibaba Group without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Pair Trading with Alibaba Group

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Alibaba Group position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Alibaba Group will appreciate offsetting losses from the drop in the long position's value.

Alibaba Group Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Alibaba Group and 1stdibs. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
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Continue to Alibaba Group Hype Analysis, Alibaba Group Correlation, Alibaba Group Valuation, Alibaba Group Volatility, as well as analyze Alibaba Group Alpha and Beta and Alibaba Group Performance. Note that the Alibaba Group Holding information on this page should be used as a complementary analysis to other Alibaba Group's 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 Content Syndication module to quickly integrate customizable finance content to your own investment portal.

Complementary Tools for Alibaba Stock analysis

When running Alibaba Group Holding price analysis, check to measure Alibaba Group'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 Alibaba Group is operating at the current time. Most of Alibaba Group's value examination focuses on studying past and present price action to predict the probability of Alibaba Group's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Alibaba Group's price. Additionally, you may evaluate how the addition of Alibaba Group to your portfolios can decrease your overall portfolio volatility.
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Alibaba Group 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 Alibaba Group technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Alibaba Group 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...