Albertsons Companies Stock Market Value
| ACI Stock | USD 19.62 0.08 0.41% |
| Symbol | Albertsons |
Albertsons Companies Company Valuation
Is Consumer Staples Distribution & Retail space 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 Albertsons Companies. If investors know Albertsons 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 Albertsons Companies 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 (0.46) | Dividend Share 0.48 | Earnings Share 1.71 | Revenue Per Share 137.961 | Quarterly Revenue Growth 0.014 |
The market value of Albertsons Companies is measured differently than its book value, which is the value of Albertsons that is recorded on the company's balance sheet. Investors also form their own opinion of Albertsons Companies' value that differs from its market value or its book value, called intrinsic value, which is Albertsons Companies' 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 Albertsons Companies' market value can be influenced by many factors that don't directly affect Albertsons Companies' 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 Albertsons Companies' value and its price as these two are different measures arrived at by different means. Investors typically determine if Albertsons Companies is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Albertsons Companies' 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.
Albertsons Companies '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 Albertsons Companies' 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 Albertsons Companies.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Albertsons Companies on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Albertsons Companies or generate 0.0% return on investment in Albertsons Companies over 30 days. Albertsons Companies is related to or competes with Sprouts Farmers, Krispy Kreme, Grocery Outlet, Weis Markets, Sendas Distribuidora, Natural Grocers, and Ingles Markets. Albertsons Companies, Inc., through its subsidiaries, engages in the operation of food and drug stores in the United Sta... More
Albertsons Companies 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 Albertsons Companies' 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 Albertsons Companies upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 5.26 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 2.6 |
Albertsons Companies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Albertsons Companies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Albertsons Companies' standard deviation. In reality, there are many statistical measures that can use Albertsons Companies historical prices to predict the future Albertsons Companies' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | (0.14) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Albertsons Companies' 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.
Albertsons Companies Backtested Returns
Albertsons Companies is very steady at the moment. Albertsons Companies secures Sharpe Ratio (or Efficiency) of 0.0145, which signifies that the company had a 0.0145% return per unit of standard deviation over the last 3 months. We have found twenty-three technical indicators for Albertsons Companies, which you can use to evaluate the volatility of the firm. Please confirm Albertsons Companies' mean deviation of 1.04, and Risk Adjusted Performance of (0.03) to double-check if the risk estimate we provide is consistent with the expected return of 0.0192%. Albertsons Companies has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.47, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Albertsons Companies' returns are expected to increase less than the market. However, during the bear market, the loss of holding Albertsons Companies is expected to be smaller as well. Albertsons Companies right now shows a risk of 1.33%. Please confirm Albertsons Companies value at risk, rate of daily change, and the relationship between the total risk alpha and kurtosis , to decide if Albertsons Companies will be following its price patterns.
Auto-correlation | 0.81 |
Very good predictability
Albertsons Companies has very good predictability. Overlapping area represents the amount of predictability between Albertsons Companies time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th of November 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 Albertsons Companies price movement. The serial correlation of 0.81 indicates that around 81.0% of current Albertsons Companies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Albertsons Companies lagged returns against current returns
Autocorrelation, which is Albertsons Companies 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 Albertsons Companies' stock expected returns. We can calculate the autocorrelation of Albertsons Companies returns to help us make a trade decision. For example, suppose you find that Albertsons Companies 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 |
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Albertsons Companies 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 Albertsons Companies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Albertsons Companies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Albertsons Companies stock over time.
Current vs Lagged Prices |
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Albertsons Companies Lagged Returns
When evaluating Albertsons Companies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Albertsons Companies stock have on its future price. Albertsons Companies 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, Albertsons Companies autocorrelation shows the relationship between Albertsons Companies stock current value and its past values and can show if there is a momentum factor associated with investing in Albertsons Companies.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether Albertsons Companies offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Albertsons Companies' 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 Albertsons Companies Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Albertsons Companies Stock:Check out Albertsons Companies Correlation, Albertsons Companies Volatility and Albertsons Companies Alpha and Beta module to complement your research on Albertsons Companies. For more detail on how to invest in Albertsons Stock please use our How to Invest in Albertsons Companies guide.You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Albertsons Companies 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.