Fiserv Inc Stock Market Value
| FI Stock | USD 148.80 0.18 0.12% |
| Symbol | Fiserv |
Fiserv Inc Price To Book Ratio
Is Fiserv'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 Fiserv. If investors know Fiserv 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 Fiserv 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 0.179 | Earnings Share 4.98 | Revenue Per Share 31.213 | Quarterly Revenue Growth 0.062 | Return On Assets 0.0347 |
The market value of Fiserv Inc is measured differently than its book value, which is the value of Fiserv that is recorded on the company's balance sheet. Investors also form their own opinion of Fiserv's value that differs from its market value or its book value, called intrinsic value, which is Fiserv'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 Fiserv's market value can be influenced by many factors that don't directly affect Fiserv'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 Fiserv's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fiserv is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fiserv'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.
Fiserv '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 Fiserv'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 Fiserv.
| 05/04/2022 |
| 04/23/2024 |
If you would invest 0.00 in Fiserv on May 4, 2022 and sell it all today you would earn a total of 0.00 from holding Fiserv Inc or generate 0.0% return on investment in Fiserv over 720 days. Fiserv is related to or competes with CLARIVATE PLC, WNS Holdings, Thoughtworks Holding, GDS Holdings, CACI International, ExlService Holdings, and Taskus. Franks International N.V., together with its subsidiaries, provides various engineered tubular services for the oil and ... More
Fiserv 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 Fiserv'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 Fiserv Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.03 | |||
| Information Ratio | 0.0333 | |||
| Maximum Drawdown | 4.08 | |||
| Value At Risk | (1.76) | |||
| Potential Upside | 1.59 |
Fiserv Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fiserv's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fiserv's standard deviation. In reality, there are many statistical measures that can use Fiserv historical prices to predict the future Fiserv's volatility.| Risk Adjusted Performance | 0.0822 | |||
| Jensen Alpha | 0.0331 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0305 | |||
| Treynor Ratio | 0.113 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fiserv'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.
Fiserv Inc Backtested Returns
We consider Fiserv very steady. Fiserv Inc secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Fiserv Inc, which you can use to evaluate the volatility of the firm. Please confirm Fiserv's Mean Deviation of 0.732, downside deviation of 1.03, and Coefficient Of Variation of 782.26 to check if the risk estimate we provide is consistent with the expected return of 0.1%. Fiserv has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.98, which means possible diversification benefits within a given portfolio. Fiserv returns are very sensitive to returns on the market. As the market goes up or down, Fiserv is expected to follow. Fiserv Inc right now shows a risk of 0.96%. Please confirm Fiserv Inc expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to decide if Fiserv Inc will be following its price patterns.
Auto-correlation | 0.77 |
Good predictability
Fiserv Inc has good predictability. Overlapping area represents the amount of predictability between Fiserv time series from 4th of May 2022 to 29th of April 2023 and 29th of April 2023 to 23rd 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 Fiserv Inc price movement. The serial correlation of 0.77 indicates that around 77.0% of current Fiserv price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 182.53 |
Fiserv Inc lagged returns against current returns
Autocorrelation, which is Fiserv 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 Fiserv's stock expected returns. We can calculate the autocorrelation of Fiserv returns to help us make a trade decision. For example, suppose you find that Fiserv 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 |
Fiserv 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 Fiserv stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fiserv stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fiserv stock over time.
Current vs Lagged Prices |
| Timeline |
Fiserv Lagged Returns
When evaluating Fiserv's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fiserv stock have on its future price. Fiserv 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, Fiserv autocorrelation shows the relationship between Fiserv stock current value and its past values and can show if there is a momentum factor associated with investing in Fiserv Inc.
Regressed Prices |
| Timeline |
Fiserv Investors Sentiment
The influence of Fiserv's 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 Fiserv. 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 Fiserv's public news can be used to forecast risks associated with an investment in Fiserv. The trend in average sentiment can be used to explain how an investor holding Fiserv can time the market purely based on public headlines and social activities around Fiserv Inc. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Fiserv's 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 Fiserv's 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 Fiserv's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Fiserv.
Fiserv Implied Volatility | 69.36 |
Fiserv's implied volatility exposes the market's sentiment of Fiserv Inc stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Fiserv'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 Fiserv stock will not fluctuate a lot when Fiserv'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 Fiserv 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, Fiserv's short interest history, or implied volatility extrapolated from Fiserv options trading.
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Fiserv Correlation, Fiserv Volatility and Fiserv Alpha and Beta module to complement your research on Fiserv. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
Complementary Tools for Fiserv Stock analysis
When running Fiserv's price analysis, check to measure Fiserv'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 Fiserv is operating at the current time. Most of Fiserv's value examination focuses on studying past and present price action to predict the probability of Fiserv's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fiserv's price. Additionally, you may evaluate how the addition of Fiserv to your portfolios can decrease your overall portfolio volatility.
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine |
Fiserv 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.