Msa Safety Stock Market Value
| MSA Stock | USD 174.32 0.00 0.00% |
| Symbol | MSA |
MSA Safety Price To Book Ratio
Is Commercial Services & Supplies 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 MSA Safety. If investors know MSA 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 MSA Safety 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 0.024 | Dividend Share 1.96 | Earnings Share 6.92 | Revenue Per Share 45.8 | Quarterly Revenue Growth (0.03) |
The market value of MSA Safety is measured differently than its book value, which is the value of MSA that is recorded on the company's balance sheet. Investors also form their own opinion of MSA Safety's value that differs from its market value or its book value, called intrinsic value, which is MSA Safety'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 MSA Safety's market value can be influenced by many factors that don't directly affect MSA Safety'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 MSA Safety's value and its price as these two are different measures arrived at by different means. Investors typically determine if MSA Safety is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MSA Safety'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.
MSA Safety '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 MSA Safety'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 MSA Safety.
| 08/30/2024 |
| 11/28/2024 |
If you would invest 0.00 in MSA Safety on August 30, 2024 and sell it all today you would earn a total of 0.00 from holding MSA Safety or generate 0.0% return on investment in MSA Safety over 90 days. MSA Safety is related to or competes with Allegion PLC, Resideo Technologies, NL Industries, Brady, Brinks, Mistras, and CompX International. MSA Safety Incorporated develops, manufactures, and supplies safety products that protect people and facility infrastruc... More
MSA Safety 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 MSA Safety'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 MSA Safety upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 5.96 | |||
| Value At Risk | (2.36) | |||
| Potential Upside | 2.25 |
MSA Safety Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MSA Safety's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MSA Safety's standard deviation. In reality, there are many statistical measures that can use MSA Safety historical prices to predict the future MSA Safety's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | (0.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MSA Safety'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.
MSA Safety Backtested Returns
MSA Safety retains Efficiency (Sharpe Ratio) of -0.0448, which conveys that the firm had a -0.0448% return per unit of return volatility over the last 3 months. MSA Safety exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MSA Safety's Mean Deviation of 1.03, market risk adjusted performance of (0.01), and Standard Deviation of 1.34 to check out the risk estimate we provide. The company owns a Beta (Systematic Risk) of 1.02, which conveys a somewhat significant risk relative to the market. MSA Safety returns are very sensitive to returns on the market. As the market goes up or down, MSA Safety is expected to follow. At this point, MSA Safety has a negative expected return of -0.0603%. Please make sure to verify MSA Safety's value at risk, and the relationship between the variance and accumulation distribution , to decide if MSA Safety performance from the past will be repeated at future time.
Auto-correlation | -0.43 |
Modest reverse predictability
MSA Safety has modest reverse predictability. Overlapping area represents the amount of predictability between MSA Safety time series from 30th of August 2024 to 14th of October 2024 and 14th of October 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 MSA Safety price movement. The serial correlation of -0.43 indicates that just about 43.0% of current MSA Safety price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 13.44 |
MSA Safety lagged returns against current returns
Autocorrelation, which is MSA Safety 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 MSA Safety's stock expected returns. We can calculate the autocorrelation of MSA Safety returns to help us make a trade decision. For example, suppose you find that MSA Safety 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 |
MSA Safety 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 MSA Safety stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MSA Safety stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MSA Safety stock over time.
Current vs Lagged Prices |
| Timeline |
MSA Safety Lagged Returns
When evaluating MSA Safety's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MSA Safety stock have on its future price. MSA Safety 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, MSA Safety autocorrelation shows the relationship between MSA Safety stock current value and its past values and can show if there is a momentum factor associated with investing in MSA Safety.
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 MSA Safety offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of MSA Safety'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 Msa Safety Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Msa Safety Stock:Check out MSA Safety Correlation, MSA Safety Volatility and MSA Safety Alpha and Beta module to complement your research on MSA Safety. For information on how to trade MSA Stock refer to our How to Trade MSA Stock guide.You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
MSA Safety 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.