Cabot Stock Market Value
| CBT Stock | USD 110.59 1.09 1.00% |
| Symbol | Cabot |
Cabot Price To Book Ratio
Is Commodity Chemicals 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 Cabot. If investors know Cabot 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 Cabot 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 (0.41) | Dividend Share 1.66 | Earnings Share 6.72 | Revenue Per Share 71.706 | Quarterly Revenue Growth 0.037 |
The market value of Cabot is measured differently than its book value, which is the value of Cabot that is recorded on the company's balance sheet. Investors also form their own opinion of Cabot's value that differs from its market value or its book value, called intrinsic value, which is Cabot'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 Cabot's market value can be influenced by many factors that don't directly affect Cabot'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 Cabot's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cabot is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cabot'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.
Cabot '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 Cabot'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 Cabot.
| 06/01/2024 |
| 11/28/2024 |
If you would invest 0.00 in Cabot on June 1, 2024 and sell it all today you would earn a total of 0.00 from holding Cabot or generate 0.0% return on investment in Cabot over 180 days. Cabot is related to or competes with Quaker Chemical, Minerals Technologies, Innospec, H B, Sensient Technologies, Oil Dri, and Orion Engineered. Cabot Corporation operates as a specialty chemicals and performance materials company More
Cabot 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 Cabot'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 Cabot upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.48 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 10.88 | |||
| Value At Risk | (2.19) | |||
| Potential Upside | 2.89 |
Cabot Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cabot's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cabot's standard deviation. In reality, there are many statistical measures that can use Cabot historical prices to predict the future Cabot's volatility.| Risk Adjusted Performance | 0.052 | |||
| Jensen Alpha | 0.1098 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.68) |
Cabot Backtested Returns
Currently, Cabot is very steady. Cabot secures Sharpe Ratio (or Efficiency) of 0.0543, which signifies that the company had a 0.0543% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Cabot, which you can use to evaluate the volatility of the firm. Please confirm Cabot's risk adjusted performance of 0.052, and Mean Deviation of 1.29 to double-check if the risk estimate we provide is consistent with the expected return of 0.0941%. Cabot has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Cabot are expected to decrease at a much lower rate. During the bear market, Cabot is likely to outperform the market. Cabot right now shows a risk of 1.73%. Please confirm Cabot coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if Cabot will be following its price patterns.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Cabot has insignificant reverse predictability. Overlapping area represents the amount of predictability between Cabot time series from 1st of June 2024 to 30th of August 2024 and 30th of August 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 Cabot price movement. The serial correlation of -0.2 indicates that over 20.0% of current Cabot price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 17.18 |
Cabot lagged returns against current returns
Autocorrelation, which is Cabot 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 Cabot's stock expected returns. We can calculate the autocorrelation of Cabot returns to help us make a trade decision. For example, suppose you find that Cabot 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 |
Cabot 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 Cabot stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cabot stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cabot stock over time.
Current vs Lagged Prices |
| Timeline |
Cabot Lagged Returns
When evaluating Cabot's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cabot stock have on its future price. Cabot 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, Cabot autocorrelation shows the relationship between Cabot stock current value and its past values and can show if there is a momentum factor associated with investing in Cabot.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Cabot Stock Analysis
When running Cabot's price analysis, check to measure Cabot'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 Cabot is operating at the current time. Most of Cabot's value examination focuses on studying past and present price action to predict the probability of Cabot's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cabot's price. Additionally, you may evaluate how the addition of Cabot to your portfolios can decrease your overall portfolio volatility.