Comscore Stock Market Value
| SCOR Stock | USD 14.76 0.02 0.14% |
| Symbol | Comscore |
Comscore Price To Book Ratio
Is Comscore'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 Comscore. If investors know Comscore 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 Comscore listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (19.88) | Revenue Per Share 77.183 | Quarterly Revenue Growth (0.03) | Return On Assets 0.0148 | Return On Equity (0.28) |
The market value of Comscore is measured differently than its book value, which is the value of Comscore that is recorded on the company's balance sheet. Investors also form their own opinion of Comscore's value that differs from its market value or its book value, called intrinsic value, which is Comscore'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 Comscore's market value can be influenced by many factors that don't directly affect Comscore'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 Comscore's value and its price as these two are different measures arrived at by different means. Investors typically determine if Comscore is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Comscore'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.
Comscore '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 Comscore'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 Comscore.
| 04/29/2022 |
| 04/18/2024 |
If you would invest 0.00 in Comscore on April 29, 2022 and sell it all today you would earn a total of 0.00 from holding Comscore or generate 0.0% return on investment in Comscore over 720 days. Comscore is related to or competes with MediaAlpha, and Tencent Music. comScore, Inc. operates as an information and analytics company that measures advertising, consumer behavior, and audien... More
Comscore 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 Comscore'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 Comscore upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 12.1 | |||
| Value At Risk | (5.08) | |||
| Potential Upside | 4.23 |
Comscore Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Comscore's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Comscore's standard deviation. In reality, there are many statistical measures that can use Comscore historical prices to predict the future Comscore's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.53) | |||
| Total Risk Alpha | (0.67) | |||
| Treynor Ratio | (0.47) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Comscore'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.
Comscore Backtested Returns
Comscore secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the company had a -0.13% return per unit of risk over the last 3 months. Comscore exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Comscore's Mean Deviation of 2.08, risk adjusted performance of (0.10), and Standard Deviation of 2.69 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.01, which signifies a somewhat significant risk relative to the market. Comscore returns are very sensitive to returns on the market. As the market goes up or down, Comscore is expected to follow. Comscore has an expected return of -0.36%. Please make sure to confirm Comscore skewness, as well as the relationship between the day median price and relative strength index , to decide if Comscore performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.03 |
Virtually no predictability
Comscore has virtually no predictability. Overlapping area represents the amount of predictability between Comscore time series from 29th of April 2022 to 24th of April 2023 and 24th of April 2023 to 18th 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 Comscore price movement. The serial correlation of 0.03 indicates that only 3.0% of current Comscore price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 6.99 |
Comscore lagged returns against current returns
Autocorrelation, which is Comscore 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 Comscore's stock expected returns. We can calculate the autocorrelation of Comscore returns to help us make a trade decision. For example, suppose you find that Comscore 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 |
Comscore 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 Comscore stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Comscore stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Comscore stock over time.
Current vs Lagged Prices |
| Timeline |
Comscore Lagged Returns
When evaluating Comscore's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Comscore stock have on its future price. Comscore 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, Comscore autocorrelation shows the relationship between Comscore stock current value and its past values and can show if there is a momentum factor associated with investing in Comscore.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Comscore is a strong investment it is important to analyze Comscore's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Comscore's future performance. For an informed investment choice regarding Comscore Stock, refer to the following important reports:Check out Comscore Correlation, Comscore Volatility and Comscore Alpha and Beta module to complement your research on Comscore. To learn how to invest in Comscore Stock, please use our How to Invest in Comscore guide.You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Complementary Tools for Comscore Stock analysis
When running Comscore's price analysis, check to measure Comscore'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 Comscore is operating at the current time. Most of Comscore's value examination focuses on studying past and present price action to predict the probability of Comscore's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Comscore's price. Additionally, you may evaluate how the addition of Comscore to your portfolios can decrease your overall portfolio volatility.
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Stocks Directory Find actively traded stocks across global markets | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk |
Comscore 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.