Ingredion Incorporated Stock Market Value
| INGR Stock | USD 147.34 0.31 0.21% |
| Symbol | Ingredion |
Ingredion Incorporated Price To Book Ratio
Is Agricultural Products & Services 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 Ingredion Incorporated. If investors know Ingredion 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 Ingredion Incorporated 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 0.199 | Dividend Share 3.14 | Earnings Share 10.25 | Revenue Per Share 115.063 | Quarterly Revenue Growth (0.08) |
The market value of Ingredion Incorporated is measured differently than its book value, which is the value of Ingredion that is recorded on the company's balance sheet. Investors also form their own opinion of Ingredion Incorporated's value that differs from its market value or its book value, called intrinsic value, which is Ingredion Incorporated'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 Ingredion Incorporated's market value can be influenced by many factors that don't directly affect Ingredion Incorporated'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 Ingredion Incorporated's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ingredion Incorporated is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ingredion Incorporated'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.
Ingredion Incorporated '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 Ingredion Incorporated'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 Ingredion Incorporated.
| 09/02/2024 |
| 12/01/2024 |
If you would invest 0.00 in Ingredion Incorporated on September 2, 2024 and sell it all today you would earn a total of 0.00 from holding Ingredion Incorporated or generate 0.0% return on investment in Ingredion Incorporated over 90 days. Ingredion Incorporated is related to or competes with Lancaster Colony, Treehouse Foods, John B, Seneca Foods, Seneca Foods, Bellring Brands, and Pilgrims Pride. Ingredion Incorporated, together with its subsidiaries, produces and sells starches and sweeteners for various industrie... More
Ingredion Incorporated 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 Ingredion Incorporated'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 Ingredion Incorporated upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.28 | |||
| Information Ratio | 0.0182 | |||
| Maximum Drawdown | 21.14 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 1.46 |
Ingredion Incorporated Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ingredion Incorporated's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ingredion Incorporated's standard deviation. In reality, there are many statistical measures that can use Ingredion Incorporated historical prices to predict the future Ingredion Incorporated's volatility.| Risk Adjusted Performance | 0.0685 | |||
| Jensen Alpha | 0.1145 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | 0.031 | |||
| Treynor Ratio | 0.4035 |
Ingredion Incorporated Backtested Returns
Currently, Ingredion Incorporated is very steady. Ingredion Incorporated holds Efficiency (Sharpe) Ratio of 0.0795, which attests that the entity had a 0.0795% return per unit of risk over the last 3 months. We have found thirty technical indicators for Ingredion Incorporated, which you can use to evaluate the volatility of the firm. Please check out Ingredion Incorporated's Downside Deviation of 1.28, risk adjusted performance of 0.0685, and Market Risk Adjusted Performance of 0.4135 to validate if the risk estimate we provide is consistent with the expected return of 0.18%. Ingredion Incorporated has a performance score of 6 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.41, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Ingredion Incorporated's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ingredion Incorporated is expected to be smaller as well. Ingredion Incorporated right now retains a risk of 2.22%. Please check out Ingredion Incorporated potential upside, and the relationship between the total risk alpha and kurtosis , to decide if Ingredion Incorporated will be following its current trending patterns.
Auto-correlation | 0.36 |
Below average predictability
Ingredion Incorporated has below average predictability. Overlapping area represents the amount of predictability between Ingredion Incorporated time series from 2nd of September 2024 to 17th of October 2024 and 17th of October 2024 to 1st of December 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 Ingredion Incorporated price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Ingredion Incorporated price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 50.41 |
Ingredion Incorporated lagged returns against current returns
Autocorrelation, which is Ingredion Incorporated 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 Ingredion Incorporated's stock expected returns. We can calculate the autocorrelation of Ingredion Incorporated returns to help us make a trade decision. For example, suppose you find that Ingredion Incorporated 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 |
Ingredion Incorporated 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 Ingredion Incorporated stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ingredion Incorporated stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ingredion Incorporated stock over time.
Current vs Lagged Prices |
| Timeline |
Ingredion Incorporated Lagged Returns
When evaluating Ingredion Incorporated's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ingredion Incorporated stock have on its future price. Ingredion Incorporated 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, Ingredion Incorporated autocorrelation shows the relationship between Ingredion Incorporated stock current value and its past values and can show if there is a momentum factor associated with investing in Ingredion Incorporated.
Regressed Prices |
| Timeline |
Pair Trading with Ingredion Incorporated
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 Ingredion Incorporated 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 Ingredion Incorporated will appreciate offsetting losses from the drop in the long position's value.Moving together with Ingredion Stock
Moving against Ingredion Stock
| 0.77 | ADM | Archer Daniels Midland | PairCorr |
| 0.76 | EL | Estee Lauder Companies | PairCorr |
| 0.74 | KO | Coca Cola Aggressive Push | PairCorr |
| 0.71 | GIS | General Mills | PairCorr |
| 0.68 | CL | Colgate Palmolive Sell-off Trend | PairCorr |
The ability to find closely correlated positions to Ingredion Incorporated could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Ingredion Incorporated 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 Ingredion Incorporated - 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 Ingredion Incorporated to buy it.
The correlation of Ingredion Incorporated 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 Ingredion Incorporated moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Ingredion Incorporated 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 Ingredion Incorporated 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.Additional Tools for Ingredion Stock Analysis
When running Ingredion Incorporated's price analysis, check to measure Ingredion Incorporated'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 Ingredion Incorporated is operating at the current time. Most of Ingredion Incorporated's value examination focuses on studying past and present price action to predict the probability of Ingredion Incorporated's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ingredion Incorporated's price. Additionally, you may evaluate how the addition of Ingredion Incorporated to your portfolios can decrease your overall portfolio volatility.