Sylvamo Corp Stock Market Value
| SLVM Stock | USD 91.91 1.23 1.32% |
| Symbol | Sylvamo |
Sylvamo Corp Price To Book Ratio
Is Paper & Forest Products 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 Sylvamo Corp. If investors know Sylvamo 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 Sylvamo Corp 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 0.657 | Dividend Share 1.35 | Earnings Share 6.42 | Revenue Per Share 91.488 | Quarterly Revenue Growth 0.076 |
The market value of Sylvamo Corp is measured differently than its book value, which is the value of Sylvamo that is recorded on the company's balance sheet. Investors also form their own opinion of Sylvamo Corp's value that differs from its market value or its book value, called intrinsic value, which is Sylvamo Corp'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 Sylvamo Corp's market value can be influenced by many factors that don't directly affect Sylvamo Corp'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 Sylvamo Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sylvamo Corp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sylvamo Corp'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.
Sylvamo Corp '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 Sylvamo Corp'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 Sylvamo Corp.
| 10/04/2024 |
| 12/03/2024 |
If you would invest 0.00 in Sylvamo Corp on October 4, 2024 and sell it all today you would earn a total of 0.00 from holding Sylvamo Corp or generate 0.0% return on investment in Sylvamo Corp over 60 days. Sylvamo Corp is related to or competes with Mercer International, Suzano Papel, UPM-Kymmene Oyj, Clearwater Paper, Klabin Sa, Mondi PLC, and Holmen AB. Sylvamo Corporation produces and supplies printing paper in Latin America, Europe, and North America More
Sylvamo Corp 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 Sylvamo Corp'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 Sylvamo Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.76 | |||
| Information Ratio | 0.0716 | |||
| Maximum Drawdown | 15.67 | |||
| Value At Risk | (3.98) | |||
| Potential Upside | 3.51 |
Sylvamo Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sylvamo Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sylvamo Corp's standard deviation. In reality, there are many statistical measures that can use Sylvamo Corp historical prices to predict the future Sylvamo Corp's volatility.| Risk Adjusted Performance | 0.099 | |||
| Jensen Alpha | 0.1081 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.066 | |||
| Treynor Ratio | 0.1798 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sylvamo Corp'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.
Sylvamo Corp Backtested Returns
Sylvamo Corp appears to be very steady, given 3 months investment horizon. Sylvamo Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the firm had a 0.15% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sylvamo Corp, which you can use to evaluate the volatility of the company. Please review Sylvamo Corp's Semi Deviation of 2.61, coefficient of variation of 830.24, and Risk Adjusted Performance of 0.099 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sylvamo Corp holds a performance score of 11. The entity has a beta of 1.65, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Sylvamo Corp will likely underperform. Please check Sylvamo Corp's expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Sylvamo Corp's existing price patterns will revert.
Auto-correlation | -0.33 |
Poor reverse predictability
Sylvamo Corp has poor reverse predictability. Overlapping area represents the amount of predictability between Sylvamo Corp time series from 4th of October 2024 to 3rd of November 2024 and 3rd of November 2024 to 3rd 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 Sylvamo Corp price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Sylvamo Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 17.28 |
Sylvamo Corp lagged returns against current returns
Autocorrelation, which is Sylvamo Corp 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 Sylvamo Corp's stock expected returns. We can calculate the autocorrelation of Sylvamo Corp returns to help us make a trade decision. For example, suppose you find that Sylvamo Corp 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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Sylvamo Corp 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 Sylvamo Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sylvamo Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sylvamo Corp stock over time.
Current vs Lagged Prices |
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Sylvamo Corp Lagged Returns
When evaluating Sylvamo Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sylvamo Corp stock have on its future price. Sylvamo Corp 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, Sylvamo Corp autocorrelation shows the relationship between Sylvamo Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Sylvamo Corp.
Regressed Prices |
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Try AI Portfolio ArchitectCheck out Sylvamo Corp Correlation, Sylvamo Corp Volatility and Sylvamo Corp Alpha and Beta module to complement your research on Sylvamo Corp. To learn how to invest in Sylvamo Stock, please use our How to Invest in Sylvamo Corp guide.You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
Sylvamo Corp 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.