Groupon Stock Market Value
| GRPN Stock | USD 9.71 0.06 0.61% |
| Symbol | Groupon |
Groupon Price To Book Ratio
Is Groupon'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 Groupon. If investors know Groupon 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 Groupon 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 1.092 | Earnings Share (1.77) | Revenue Per Share 16.481 | Quarterly Revenue Growth (0.07) | Return On Assets (0.01) |
The market value of Groupon is measured differently than its book value, which is the value of Groupon that is recorded on the company's balance sheet. Investors also form their own opinion of Groupon's value that differs from its market value or its book value, called intrinsic value, which is Groupon'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 Groupon's market value can be influenced by many factors that don't directly affect Groupon'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 Groupon's value and its price as these two are different measures arrived at by different means. Investors typically determine if Groupon is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Groupon'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.
Groupon '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 Groupon'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 Groupon.
| 02/19/2024 |
| 04/19/2024 |
If you would invest 0.00 in Groupon on February 19, 2024 and sell it all today you would earn a total of 0.00 from holding Groupon or generate 0.0% return on investment in Groupon over 60 days. Groupon is related to or competes with Shoe Carnival, Hibbett Sports, Citi Trends, Zumiez, Buckle, Genesco, and Victorias Secret. Groupon, Inc., together with its subsidiaries, operates a marketplace that connects consumers to merchants More
Groupon 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 Groupon'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 Groupon upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 39.76 | |||
| Value At Risk | (8.34) | |||
| Potential Upside | 8.1 |
Groupon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Groupon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Groupon's standard deviation. In reality, there are many statistical measures that can use Groupon historical prices to predict the future Groupon's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.35) | |||
| Total Risk Alpha | (0.72) | |||
| Treynor Ratio | (0.06) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Groupon'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.
Groupon Backtested Returns
Groupon holds Efficiency (Sharpe) Ratio of -0.0148, which attests that the entity had a -0.0148% return per unit of risk over the last 3 months. Groupon exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Groupon's Market Risk Adjusted Performance of (0.05), standard deviation of 5.77, and Risk Adjusted Performance of (0.01) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 3.03, 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, Groupon will likely underperform. Groupon has an expected return of -0.0874%. Please make sure to check out Groupon skewness, as well as the relationship between the day median price and relative strength index , to decide if Groupon performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.40 |
Average predictability
Groupon has average predictability. Overlapping area represents the amount of predictability between Groupon time series from 19th of February 2024 to 20th of March 2024 and 20th of March 2024 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 Groupon price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Groupon price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 2.57 |
Groupon lagged returns against current returns
Autocorrelation, which is Groupon 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 Groupon's stock expected returns. We can calculate the autocorrelation of Groupon returns to help us make a trade decision. For example, suppose you find that Groupon 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 |
Groupon 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 Groupon stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Groupon stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Groupon stock over time.
Current vs Lagged Prices |
| Timeline |
Groupon Lagged Returns
When evaluating Groupon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Groupon stock have on its future price. Groupon 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, Groupon autocorrelation shows the relationship between Groupon stock current value and its past values and can show if there is a momentum factor associated with investing in Groupon.
Regressed Prices |
| Timeline |
Groupon Implied Volatility | 281.54 |
Groupon's implied volatility exposes the market's sentiment of Groupon stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Groupon's 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 Groupon stock will not fluctuate a lot when Groupon's 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 Groupon 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, Groupon's short interest history, or implied volatility extrapolated from Groupon options trading.
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Try AI Portfolio ArchitectCheck out Groupon Correlation, Groupon Volatility and Groupon Alpha and Beta module to complement your research on Groupon. To learn how to invest in Groupon Stock, please use our How to Invest in Groupon guide.You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Complementary Tools for Groupon Stock analysis
When running Groupon's price analysis, check to measure Groupon'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 Groupon is operating at the current time. Most of Groupon's value examination focuses on studying past and present price action to predict the probability of Groupon's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Groupon's price. Additionally, you may evaluate how the addition of Groupon to your portfolios can decrease your overall portfolio volatility.
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Groupon 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.