Five9 Inc Stock Market Value
FIVN Stock | USD 57.42 0.54 0.95% |
Symbol | Five9 |
Five9 Inc Price To Book Ratio
Is Five9'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 Five9. If investors know Five9 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 Five9 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 (0.79) | Earnings Share (1.13) | Revenue Per Share 12.637 | Quarterly Revenue Growth 0.147 | Return On Assets (0.04) |
The market value of Five9 Inc is measured differently than its book value, which is the value of Five9 that is recorded on the company's balance sheet. Investors also form their own opinion of Five9's value that differs from its market value or its book value, called intrinsic value, which is Five9'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 Five9's market value can be influenced by many factors that don't directly affect Five9'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 Five9's value and its price as these two are different measures arrived at by different means. Investors typically determine if Five9 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Five9'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.
Five9 '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 Five9'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 Five9.
03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Five9 on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Five9 Inc or generate 0.0% return on investment in Five9 over 30 days. Five9 is related to or competes with Evertec, CSG Systems, Radware, and NetScout Systems. Five9, Inc., together with its subsidiaries, provides cloud software for contact centers in the United States and intern... More
Five9 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 Five9'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 Five9 Inc upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.17) | |||
Maximum Drawdown | 17.84 | |||
Value At Risk | (3.77) | |||
Potential Upside | 3.53 |
Five9 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Five9's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Five9's standard deviation. In reality, there are many statistical measures that can use Five9 historical prices to predict the future Five9's volatility.Risk Adjusted Performance | (0.08) | |||
Jensen Alpha | (0.45) | |||
Total Risk Alpha | (0.65) | |||
Treynor Ratio | (0.44) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Five9'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.
Five9 Inc Backtested Returns
Five9 Inc secures Sharpe Ratio (or Efficiency) of -0.18, which denotes the company had a -0.18% return per unit of risk over the last 3 months. Five9 Inc exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Five9's Variance of 7.12, mean deviation of 1.79, and Standard Deviation of 2.67 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.89, which means possible diversification benefits within a given portfolio. Five9 returns are very sensitive to returns on the market. As the market goes up or down, Five9 is expected to follow. Five9 Inc has an expected return of -0.48%. Please make sure to confirm Five9 Inc maximum drawdown, accumulation distribution, as well as the relationship between the Accumulation Distribution and market facilitation index , to decide if Five9 Inc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.83 |
Very good predictability
Five9 Inc has very good predictability. Overlapping area represents the amount of predictability between Five9 time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th 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 Five9 Inc price movement. The serial correlation of 0.83 indicates that around 83.0% of current Five9 price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.83 | |
Spearman Rank Test | 0.45 | |
Residual Average | 0.0 | |
Price Variance | 3.49 |
Five9 Inc lagged returns against current returns
Autocorrelation, which is Five9 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 Five9's stock expected returns. We can calculate the autocorrelation of Five9 returns to help us make a trade decision. For example, suppose you find that Five9 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 |
Five9 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 Five9 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Five9 stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Five9 stock over time.
Current vs Lagged Prices |
Timeline |
Five9 Lagged Returns
When evaluating Five9's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Five9 stock have on its future price. Five9 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, Five9 autocorrelation shows the relationship between Five9 stock current value and its past values and can show if there is a momentum factor associated with investing in Five9 Inc.
Regressed Prices |
Timeline |
Five9 Investors Sentiment
The influence of Five9'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 Five9. 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 Five9's public news can be used to forecast risks associated with an investment in Five9. The trend in average sentiment can be used to explain how an investor holding Five9 can time the market purely based on public headlines and social activities around Five9 Inc. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Five9'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 Five9'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 Five9's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Five9.
Five9 Implied Volatility | 115.07 |
Five9's implied volatility exposes the market's sentiment of Five9 Inc stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Five9'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 Five9 stock will not fluctuate a lot when Five9'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 Five9 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, Five9's short interest history, or implied volatility extrapolated from Five9 options trading.
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Try AI Portfolio ArchitectCheck out Five9 Correlation, Five9 Volatility and Five9 Alpha and Beta module to complement your research on Five9. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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When running Five9's price analysis, check to measure Five9'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 Five9 is operating at the current time. Most of Five9's value examination focuses on studying past and present price action to predict the probability of Five9's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Five9's price. Additionally, you may evaluate how the addition of Five9 to your portfolios can decrease your overall portfolio volatility.
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