Paypal Holdings Stock Market Value
| PYPL Stock | USD 65.68 1.30 1.94% |
| Symbol | PayPal |
PayPal Holdings Price To Book Ratio
Is PayPal 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 PayPal Holdings. If investors know PayPal 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 PayPal Holdings 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 0.186 | Earnings Share 3.97 | Revenue Per Share 28.001 | Quarterly Revenue Growth 0.094 | Return On Assets 0.0395 |
The market value of PayPal Holdings is measured differently than its book value, which is the value of PayPal that is recorded on the company's balance sheet. Investors also form their own opinion of PayPal Holdings' value that differs from its market value or its book value, called intrinsic value, which is PayPal 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 PayPal Holdings' market value can be influenced by many factors that don't directly affect PayPal 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 PayPal Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if PayPal Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, PayPal 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.
PayPal 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 PayPal 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 PayPal Holdings.
| 05/17/2022 |
| 05/06/2024 |
If you would invest 0.00 in PayPal Holdings on May 17, 2022 and sell it all today you would earn a total of 0.00 from holding PayPal Holdings or generate 0.0% return on investment in PayPal Holdings over 720 days. PayPal Holdings is related to or competes with American Express, Capital One, Upstart HoldingsInc, Ally Financial, and SoFi Technologies. PayPal Holdings, Inc. operates a technology platform that enables digital payments on behalf of merchants and consumers ... More
PayPal 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 PayPal 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 PayPal Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.69 | |||
| Information Ratio | 0.022 | |||
| Maximum Drawdown | 14.77 | |||
| Value At Risk | (2.85) | |||
| Potential Upside | 3.24 |
PayPal Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PayPal Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PayPal Holdings' standard deviation. In reality, there are many statistical measures that can use PayPal Holdings historical prices to predict the future PayPal Holdings' volatility.| Risk Adjusted Performance | 0.0437 | |||
| Jensen Alpha | 0.0351 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | 0.0181 | |||
| Treynor Ratio | 0.0987 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of PayPal 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.
PayPal Holdings Backtested Returns
We consider PayPal Holdings very steady. PayPal Holdings maintains Sharpe Ratio (i.e., Efficiency) of 0.0331, which implies the firm had a 0.0331% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for PayPal Holdings, which you can use to evaluate the volatility of the company. Please check PayPal Holdings' Semi Deviation of 2.62, risk adjusted performance of 0.0437, and Coefficient Of Variation of 1725.83 to confirm if the risk estimate we provide is consistent with the expected return of 0.0731%. PayPal Holdings has a performance score of 2 on a scale of 0 to 100. The company holds a Beta of 1.2, which implies 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, PayPal Holdings will likely underperform. PayPal Holdings right now holds a risk of 2.21%. Please check PayPal Holdings semi variance, as well as the relationship between the daily balance of power and price action indicator , to decide if PayPal Holdings will be following its historical price patterns.
Auto-correlation | -0.1 |
Very weak reverse predictability
PayPal Holdings has very weak reverse predictability. Overlapping area represents the amount of predictability between PayPal Holdings time series from 17th of May 2022 to 12th of May 2023 and 12th of May 2023 to 6th of May 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 PayPal Holdings price movement. The serial correlation of -0.1 indicates that less than 10.0% of current PayPal Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 22.73 |
PayPal Holdings lagged returns against current returns
Autocorrelation, which is PayPal 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 PayPal Holdings' stock expected returns. We can calculate the autocorrelation of PayPal Holdings returns to help us make a trade decision. For example, suppose you find that PayPal 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 |
PayPal 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 PayPal Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PayPal Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PayPal Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
PayPal Holdings Lagged Returns
When evaluating PayPal Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PayPal Holdings stock have on its future price. PayPal 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, PayPal Holdings autocorrelation shows the relationship between PayPal Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in PayPal Holdings.
Regressed Prices |
| Timeline |
PayPal Holdings Investors Sentiment
The influence of PayPal 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 PayPal. 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 PayPal Holdings' public news can be used to forecast risks associated with an investment in PayPal. The trend in average sentiment can be used to explain how an investor holding PayPal can time the market purely based on public headlines and social activities around PayPal Holdings. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
PayPal 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 PayPal 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 PayPal Holdings' news discussions. The higher the estimated score, the more favorable is the investor's outlook on PayPal Holdings.
PayPal Holdings Implied Volatility | 33.53 |
PayPal Holdings' implied volatility exposes the market's sentiment of PayPal Holdings stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if PayPal 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 PayPal Holdings stock will not fluctuate a lot when PayPal 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 PayPal 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, PayPal Holdings' short interest history, or implied volatility extrapolated from PayPal Holdings options trading.
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Check out PayPal Holdings Correlation, PayPal Holdings Volatility and PayPal Holdings Alpha and Beta module to complement your research on PayPal Holdings. For more information on how to buy PayPal Stock please use our How to buy in PayPal Stock guide.You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
Complementary Tools for PayPal Stock analysis
When running PayPal Holdings' price analysis, check to measure PayPal 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 PayPal Holdings is operating at the current time. Most of PayPal Holdings' value examination focuses on studying past and present price action to predict the probability of PayPal Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PayPal Holdings' price. Additionally, you may evaluate how the addition of PayPal Holdings to your portfolios can decrease your overall portfolio volatility.
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PayPal 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.