Masterbrand Stock Market Value
| MBC Stock | 17.18 0.08 0.46% |
| Symbol | MasterBrand |
MasterBrand Price To Book Ratio
Is Apparel, Accessories & Luxury Goods 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 MasterBrand. If investors know MasterBrand 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 MasterBrand 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 (0.52) | Earnings Share 1.14 | Revenue Per Share 21.341 | Quarterly Revenue Growth 0.06 | Return On Assets 0.0653 |
The market value of MasterBrand is measured differently than its book value, which is the value of MasterBrand that is recorded on the company's balance sheet. Investors also form their own opinion of MasterBrand's value that differs from its market value or its book value, called intrinsic value, which is MasterBrand'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 MasterBrand's market value can be influenced by many factors that don't directly affect MasterBrand'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 MasterBrand's value and its price as these two are different measures arrived at by different means. Investors typically determine if MasterBrand is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MasterBrand'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.
MasterBrand '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 MasterBrand'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 MasterBrand.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in MasterBrand on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding MasterBrand or generate 0.0% return on investment in MasterBrand over 30 days. MasterBrand is related to or competes with Bassett Furniture, Ethan Allen, Natuzzi SpA, Flexsteel Industries, Hamilton Beach, La Z, and MillerKnoll. MasterBrand is entity of United States. It is traded as Stock on NYSE exchange. More
MasterBrand 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 MasterBrand'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 MasterBrand upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.02 | |||
| Information Ratio | 0.0203 | |||
| Maximum Drawdown | 9.66 | |||
| Value At Risk | (3.18) | |||
| Potential Upside | 4.01 |
MasterBrand Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MasterBrand's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MasterBrand's standard deviation. In reality, there are many statistical measures that can use MasterBrand historical prices to predict the future MasterBrand's volatility.| Risk Adjusted Performance | 0.0668 | |||
| Jensen Alpha | 0.0573 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.0214 | |||
| Treynor Ratio | 0.1805 |
MasterBrand Backtested Returns
At this point, MasterBrand is not too volatile. MasterBrand has Sharpe Ratio of 0.0855, which conveys that the firm had a 0.0855% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for MasterBrand, which you can use to evaluate the volatility of the firm. Please verify MasterBrand's Risk Adjusted Performance of 0.0668, downside deviation of 2.02, and Mean Deviation of 1.74 to check out if the risk estimate we provide is consistent with the expected return of 0.18%. MasterBrand has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.88, which conveys possible diversification benefits within a given portfolio. MasterBrand returns are very sensitive to returns on the market. As the market goes up or down, MasterBrand is expected to follow. MasterBrand right now secures a risk of 2.14%. Please verify MasterBrand skewness, day typical price, and the relationship between the downside variance and daily balance of power , to decide if MasterBrand will be following its current price movements.
Auto-correlation | -0.67 |
Very good reverse predictability
MasterBrand has very good reverse predictability. Overlapping area represents the amount of predictability between MasterBrand time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 MasterBrand price movement. The serial correlation of -0.67 indicates that around 67.0% of current MasterBrand price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
MasterBrand lagged returns against current returns
Autocorrelation, which is MasterBrand 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 MasterBrand's stock expected returns. We can calculate the autocorrelation of MasterBrand returns to help us make a trade decision. For example, suppose you find that MasterBrand 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 |
MasterBrand 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 MasterBrand stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MasterBrand stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MasterBrand stock over time.
Current vs Lagged Prices |
| Timeline |
MasterBrand Lagged Returns
When evaluating MasterBrand's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MasterBrand stock have on its future price. MasterBrand 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, MasterBrand autocorrelation shows the relationship between MasterBrand stock current value and its past values and can show if there is a momentum factor associated with investing in MasterBrand.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether MasterBrand offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of MasterBrand'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 Masterbrand Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Masterbrand Stock:Check out MasterBrand Correlation, MasterBrand Volatility and MasterBrand Alpha and Beta module to complement your research on MasterBrand. For information on how to trade MasterBrand Stock refer to our How to Trade MasterBrand Stock guide.You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
MasterBrand 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.