Outbrain Stock Market Value
| OB Stock | USD 3.81 0.08 2.06% |
| Symbol | Outbrain |
Outbrain company Valuation
Is Outbrain'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 Outbrain. If investors know Outbrain 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 Outbrain listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Outbrain is measured differently than its book value, which is the value of Outbrain that is recorded on the company's balance sheet. Investors also form their own opinion of Outbrain's value that differs from its market value or its book value, called intrinsic value, which is Outbrain'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 Outbrain's market value can be influenced by many factors that don't directly affect Outbrain'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 Outbrain's value and its price as these two are different measures arrived at by different means. Investors typically determine if Outbrain is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Outbrain'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.
Outbrain '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 Outbrain'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 Outbrain.
| 11/01/2023 |
| 12/01/2023 |
If you would invest 0.00 in Outbrain on November 1, 2023 and sell it all today you would earn a total of 0.00 from holding Outbrain or generate 0.0% return on investment in Outbrain over 30 days. Outbrain is related to or competes with Hudson Technologies, Kite Realty, Griffon, Amkor Technology, Pool, Olympic Steel, and Transphorm Technology. Outbrain Inc., together with its subsidiaries, operates an online content recommendation platform worldwide More
Outbrain 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 Outbrain'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 Outbrain upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 17.92 | |||
| Value At Risk | (4.57) | |||
| Potential Upside | 3.43 |
Outbrain Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Outbrain's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Outbrain's standard deviation. In reality, there are many statistical measures that can use Outbrain historical prices to predict the future Outbrain's volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.60) | |||
| Total Risk Alpha | (0.60) | |||
| Treynor Ratio | (1.84) |
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Outbrain'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 Outbrain in the context of predictive analytics.
Outbrain Backtested Returns
Outbrain maintains Sharpe Ratio (i.e., Efficiency) of -0.21, which implies the firm had -0.21% of return per unit of risk over the last 3 months. Our standpoint towards forecasting 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. Outbrain exposes fifteen different technical indicators, which can help you to evaluate volatility embedded in its stock price that cannot be diversified away. Please check Outbrain Risk Adjusted Performance of (0.16), coefficient of variation of (469.95), and Variance of 7.81 to confirm the risk estimate we provide. The company holds a Beta of 0.3278, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Outbrain returns are expected to increase less than the market. However, during the bear market, the loss on holding Outbrain will be expected to be smaller as well. Even though it is essential to pay attention to Outbrain current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Our philosophy towards forecasting 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. Outbrain exposes fifteen different technical indicators, which can help you to evaluate its performance. Outbrain has an expected return of -0.59%. Please make sure to check Outbrain standard deviation, as well as the relationship between the maximum drawdown and kurtosis to decide if Outbrain performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.37 |
Poor reverse predictability
Outbrain has poor reverse predictability. Overlapping area represents the amount of predictability between Outbrain time series from 1st of November 2023 to 16th of November 2023 and 16th of November 2023 to 1st of December 2023. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Outbrain price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Outbrain price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Outbrain lagged returns against current returns
Autocorrelation, which is Outbrain 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 Outbrain's stock expected returns. We can calculate the autocorrelation of Outbrain returns to help us make a trade decision. For example, suppose you find that Outbrain 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 |
Outbrain 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 Outbrain stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Outbrain stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Outbrain stock over time.
Current vs Lagged Prices |
| Timeline |
Outbrain Lagged Returns
When evaluating Outbrain's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Outbrain stock have on its future price. Outbrain 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, Outbrain autocorrelation shows the relationship between Outbrain stock current value and its past values and can show if there is a momentum factor associated with investing in Outbrain.
Regressed Prices |
| Timeline |
Be your own money manager
Our tools can tell you how much better you can do entering a position in Outbrain without increasing your portfolio risk or giving up the 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.Did you try this?
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Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Outbrain using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.Build Optimal Portfolios
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Check out Outbrain Correlation, Outbrain Volatility and Outbrain Alpha and Beta module to complement your research on Outbrain. For information on how to trade Outbrain Stock refer to our How to Trade Outbrain Stock guide.Note that the Outbrain information on this page should be used as a complementary analysis to other Outbrain'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 the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Complementary Tools for Outbrain Stock analysis
When running Outbrain's price analysis, check to measure Outbrain'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 Outbrain is operating at the current time. Most of Outbrain's value examination focuses on studying past and present price action to predict the probability of Outbrain's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Outbrain's price. Additionally, you may evaluate how the addition of Outbrain to your portfolios can decrease your overall portfolio volatility.
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Outbrain 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.