Alibaba Group Holding Stock Market Value

BABA Stock  USD 72.36  0.77  1.08%   
Alibaba Group's market value is the price at which a share of Alibaba Group trades on a public exchange. It measures the collective expectations of Alibaba Group Holding investors about its performance. Alibaba Group is trading at 72.36 as of the 29th of March 2024, a 1.08 percent up since the beginning of the trading day. The stock's open price was 71.59.
With this module, you can estimate the performance of a buy and hold strategy of Alibaba Group Holding and determine expected loss or profit from investing in Alibaba Group over a given investment horizon. Check out Alibaba Group Correlation, Alibaba Group Volatility and Alibaba Group Alpha and Beta module to complement your research on Alibaba Group.
Symbol

Alibaba Group Holding Price To Book Ratio

Is Alibaba Group'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 Alibaba Group. If investors know Alibaba 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 Alibaba Group 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
(0.68)
Dividend Share
6.869
Earnings Share
5.37
Revenue Per Share
363.638
Quarterly Revenue Growth
0.051
The market value of Alibaba Group Holding is measured differently than its book value, which is the value of Alibaba that is recorded on the company's balance sheet. Investors also form their own opinion of Alibaba Group's value that differs from its market value or its book value, called intrinsic value, which is Alibaba Group'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 Alibaba Group's market value can be influenced by many factors that don't directly affect Alibaba Group'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 Alibaba Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Alibaba Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Alibaba Group'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.

Alibaba Group '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 Alibaba Group'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 Alibaba Group.
0.00
02/28/2024
No Change 0.00  0.0 
In 30 days
03/29/2024
0.00
If you would invest  0.00  in Alibaba Group on February 28, 2024 and sell it all today you would earn a total of 0.00 from holding Alibaba Group Holding or generate 0.0% return on investment in Alibaba Group over 30 days. Alibaba Group is related to or competes with Wayfair, 1StdibsCom, JD, Marshall Ilsley, Sea, Yunji, and Vipshop Holdings. Alibaba Group Holding Limited, through its subsidiaries, provides technology infrastructure and marketing reach to help ... More

Alibaba Group 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 Alibaba Group'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 Alibaba Group Holding upside and downside potential and time the market with a certain degree of confidence.

Alibaba Group Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Alibaba Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alibaba Group's standard deviation. In reality, there are many statistical measures that can use Alibaba Group historical prices to predict the future Alibaba Group's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Alibaba Group'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.
Hype
Prediction
LowEstimatedHigh
70.0972.3674.63
Details
Intrinsic
Valuation
LowRealHigh
70.4872.7575.02
Details
Naive
Forecast
LowNextHigh
68.1970.4572.72
Details
45 Analysts
Consensus
LowTargetHigh
126.71139.24154.56
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Alibaba Group. Your research has to be compared to or analyzed against Alibaba Group's peers to derive any actionable benefits. When done correctly, Alibaba Group's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Alibaba Group Holding.

Alibaba Group Holding Backtested Returns

Alibaba Group Holding secures Sharpe Ratio (or Efficiency) of -0.0129, which signifies that the company had a -0.0129% return per unit of risk over the last 3 months. Alibaba Group Holding exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Alibaba Group's Risk Adjusted Performance of (0), standard deviation of 2.21, and Mean Deviation of 1.59 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.81, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Alibaba Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alibaba Group is expected to be smaller as well. Alibaba Group Holding has an expected return of -0.0289%. Please make sure to confirm Alibaba Group Holding maximum drawdown, accumulation distribution, and the relationship between the total risk alpha and skewness , to decide if Alibaba Group Holding performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.44  

Modest reverse predictability

Alibaba Group Holding has modest reverse predictability. Overlapping area represents the amount of predictability between Alibaba Group time series from 28th of February 2024 to 14th of March 2024 and 14th of March 2024 to 29th of March 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 Alibaba Group Holding price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Alibaba Group price fluctuation can be explain by its past prices.
Correlation Coefficient-0.44
Spearman Rank Test0.28
Residual Average0.0
Price Variance0.93

Alibaba Group Holding lagged returns against current returns

Autocorrelation, which is Alibaba Group 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 Alibaba Group's stock expected returns. We can calculate the autocorrelation of Alibaba Group returns to help us make a trade decision. For example, suppose you find that Alibaba Group 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  

Alibaba Group 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 Alibaba Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alibaba Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alibaba Group stock over time.
   Current vs Lagged Prices   
       Timeline  

Alibaba Group Lagged Returns

When evaluating Alibaba Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alibaba Group stock have on its future price. Alibaba Group 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, Alibaba Group autocorrelation shows the relationship between Alibaba Group stock current value and its past values and can show if there is a momentum factor associated with investing in Alibaba Group Holding.
   Regressed Prices   
       Timeline  

Alibaba Group Investors Sentiment

The influence of Alibaba Group'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 Alibaba. 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 Alibaba Group's public news can be used to forecast risks associated with an investment in Alibaba. The trend in average sentiment can be used to explain how an investor holding Alibaba can time the market purely based on public headlines and social activities around Alibaba Group Holding. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Alibaba Group'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 Alibaba Group'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 Alibaba Group's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Alibaba Group.

Alibaba Group Implied Volatility

    
  26.65  
Alibaba Group's implied volatility exposes the market's sentiment of Alibaba Group Holding stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Alibaba Group'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 Alibaba Group stock will not fluctuate a lot when Alibaba Group'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 Alibaba Group 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, Alibaba Group's short interest history, or implied volatility extrapolated from Alibaba Group options trading.

Pair Trading with Alibaba Group

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Alibaba Group position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Alibaba Group will appreciate offsetting losses from the drop in the long position's value.
The ability to find closely correlated positions to Alibaba Group could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Alibaba Group when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Alibaba Group - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Alibaba Group Holding to buy it.
The correlation of Alibaba Group is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Alibaba Group moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Alibaba Group Holding moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Alibaba Group can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
When determining whether Alibaba Group Holding offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Alibaba Group's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Alibaba Group Holding Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Alibaba Group Holding Stock:
Check out Alibaba Group Correlation, Alibaba Group Volatility and Alibaba Group Alpha and Beta module to complement your research on Alibaba Group.
Note that the Alibaba Group Holding information on this page should be used as a complementary analysis to other Alibaba Group'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 ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.

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When running Alibaba Group's price analysis, check to measure Alibaba Group'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 Alibaba Group is operating at the current time. Most of Alibaba Group's value examination focuses on studying past and present price action to predict the probability of Alibaba Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alibaba Group's price. Additionally, you may evaluate how the addition of Alibaba Group to your portfolios can decrease your overall portfolio volatility.
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Alibaba Group 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.
A focus of Alibaba Group technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Alibaba Group trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...