Grab Holdings Stock Market Value
| GRAB Stock | USD 3.37 0.02 0.59% |
| Symbol | Grab |
Grab Holdings Price To Book Ratio
Is Grab 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 Grab Holdings. If investors know Grab 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 Grab Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.11) | Revenue Per Share 0.606 | Quarterly Revenue Growth 0.301 | Return On Assets (0.03) | Return On Equity (0.07) |
The market value of Grab Holdings is measured differently than its book value, which is the value of Grab that is recorded on the company's balance sheet. Investors also form their own opinion of Grab Holdings' value that differs from its market value or its book value, called intrinsic value, which is Grab 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 Grab Holdings' market value can be influenced by many factors that don't directly affect Grab 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 Grab Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Grab Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Grab 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.
Grab 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 Grab 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 Grab Holdings.
| 04/30/2022 |
| 04/19/2024 |
If you would invest 0.00 in Grab Holdings on April 30, 2022 and sell it all today you would earn a total of 0.00 from holding Grab Holdings or generate 0.0% return on investment in Grab Holdings over 720 days. Grab Holdings is related to or competes with LYFT, Kingsoft Cloud, AMTD Digital, Uber Technologies, Zoom Video, Snowflake, and Workday. Grab Holdings Limited provides superapps that allows access to mobility, delivery, financial services, and enterprise of... More
Grab 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 Grab 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 Grab Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.81 | |||
| Information Ratio | 0.0428 | |||
| Maximum Drawdown | 11.74 | |||
| Value At Risk | (3.75) | |||
| Potential Upside | 3.3 |
Grab Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grab Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grab Holdings' standard deviation. In reality, there are many statistical measures that can use Grab Holdings historical prices to predict the future Grab Holdings' volatility.| Risk Adjusted Performance | 0.0523 | |||
| Jensen Alpha | 0.105 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0349 | |||
| Treynor Ratio | 0.1779 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Grab 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.
Grab Holdings Backtested Returns
We consider Grab Holdings slightly risky. Grab Holdings holds Efficiency (Sharpe) Ratio of 0.0876, which attests that the entity had a 0.0876% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Grab Holdings, which you can use to evaluate the volatility of the firm. Please check out Grab Holdings' risk adjusted performance of 0.0523, and Market Risk Adjusted Performance of 0.1879 to validate if the risk estimate we provide is consistent with the expected return of 0.19%. Grab Holdings has a performance score of 6 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.88, which attests to possible diversification benefits within a given portfolio. Grab Holdings returns are very sensitive to returns on the market. As the market goes up or down, Grab Holdings is expected to follow. Grab Holdings right now retains a risk of 2.21%. Please check out Grab Holdings information ratio, treynor ratio, and the relationship between the downside deviation and total risk alpha , to decide if Grab Holdings will be following its current trending patterns.
Auto-correlation | 0.06 |
Virtually no predictability
Grab Holdings has virtually no predictability. Overlapping area represents the amount of predictability between Grab 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 Grab Holdings price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Grab Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Grab Holdings lagged returns against current returns
Autocorrelation, which is Grab 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 Grab Holdings' stock expected returns. We can calculate the autocorrelation of Grab Holdings returns to help us make a trade decision. For example, suppose you find that Grab 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 |
Grab 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 Grab Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grab Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grab Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Grab Holdings Lagged Returns
When evaluating Grab Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grab Holdings stock have on its future price. Grab 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, Grab Holdings autocorrelation shows the relationship between Grab Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Grab Holdings.
Regressed Prices |
| Timeline |
Grab Holdings Investors Sentiment
The influence of Grab 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 Grab. 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 Grab Holdings' public news can be used to forecast risks associated with an investment in Grab. The trend in average sentiment can be used to explain how an investor holding Grab can time the market purely based on public headlines and social activities around Grab Holdings. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Grab 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 Grab 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 Grab Holdings' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Grab Holdings.
Grab Holdings Implied Volatility | 124.5 |
Grab Holdings' implied volatility exposes the market's sentiment of Grab Holdings stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Grab Holdings' implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Grab Holdings stock will not fluctuate a lot when Grab Holdings' options are near their expiration.
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 Grab 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, Grab Holdings' short interest history, or implied volatility extrapolated from Grab Holdings options trading.
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Try AI Portfolio ArchitectCheck out Grab Holdings Correlation, Grab Holdings Volatility and Grab Holdings Alpha and Beta module to complement your research on Grab Holdings. For information on how to trade Grab Stock refer to our How to Trade Grab Stock guide.Note that the Grab Holdings information on this page should be used as a complementary analysis to other Grab Holdings' 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 USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Complementary Tools for Grab Stock analysis
When running Grab Holdings' price analysis, check to measure Grab 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 Grab Holdings is operating at the current time. Most of Grab Holdings' value examination focuses on studying past and present price action to predict the probability of Grab Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Grab Holdings' price. Additionally, you may evaluate how the addition of Grab Holdings to your portfolios can decrease your overall portfolio volatility.
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Grab 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.