Tempur Sealy International Stock Market Value
| TPX Stock | USD 55.81 0.22 0.39% |
| Symbol | Tempur |
Tempur Sealy Interna Price To Book Ratio
Is Household Durables 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 Tempur Sealy. If investors know Tempur 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 Tempur Sealy 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 0.141 | Dividend Share 0.5 | Earnings Share 2.19 | Revenue Per Share 28.233 | Quarterly Revenue Growth 0.018 |
The market value of Tempur Sealy Interna is measured differently than its book value, which is the value of Tempur that is recorded on the company's balance sheet. Investors also form their own opinion of Tempur Sealy's value that differs from its market value or its book value, called intrinsic value, which is Tempur Sealy'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 Tempur Sealy's market value can be influenced by many factors that don't directly affect Tempur Sealy'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 Tempur Sealy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Tempur Sealy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Tempur Sealy'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.
Tempur Sealy '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 Tempur Sealy'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 Tempur Sealy.
| 09/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Tempur Sealy on September 29, 2024 and sell it all today you would earn a total of 0.00 from holding Tempur Sealy International or generate 0.0% return on investment in Tempur Sealy over 60 days. Tempur Sealy is related to or competes with La Z, Purple Innovation, MasterBrand, Ethan Allen, Sleep Number, Traeger, and Lovesac. Tempur Sealy International, Inc., together with its subsidiaries, designs, manufactures, markets, and distributes beddin... More
Tempur Sealy 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 Tempur Sealy'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 Tempur Sealy International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.19 | |||
| Information Ratio | 0.0015 | |||
| Maximum Drawdown | 11.44 | |||
| Value At Risk | (1.87) | |||
| Potential Upside | 3.72 |
Tempur Sealy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tempur Sealy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tempur Sealy's standard deviation. In reality, there are many statistical measures that can use Tempur Sealy historical prices to predict the future Tempur Sealy's volatility.| Risk Adjusted Performance | 0.0579 | |||
| Jensen Alpha | 0.0093 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | 0.0023 | |||
| Treynor Ratio | 0.1252 |
Tempur Sealy Interna Backtested Returns
At this stage we consider Tempur Stock to be very steady. Tempur Sealy Interna owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0625, which indicates the firm had a 0.0625% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Tempur Sealy International, which you can use to evaluate the volatility of the company. Please validate Tempur Sealy's Coefficient Of Variation of 1473.65, semi deviation of 1.1, and Risk Adjusted Performance of 0.0579 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. Tempur Sealy has a performance score of 4 on a scale of 0 to 100. The entity has a beta of 0.94, which indicates possible diversification benefits within a given portfolio. Tempur Sealy returns are very sensitive to returns on the market. As the market goes up or down, Tempur Sealy is expected to follow. Tempur Sealy Interna right now has a risk of 1.9%. Please validate Tempur Sealy semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to decide if Tempur Sealy will be following its existing price patterns.
Auto-correlation | -0.85 |
Excellent reverse predictability
Tempur Sealy International has excellent reverse predictability. Overlapping area represents the amount of predictability between Tempur Sealy time series from 29th of September 2024 to 29th of October 2024 and 29th 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 Tempur Sealy Interna price movement. The serial correlation of -0.85 indicates that around 85.0% of current Tempur Sealy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.85 | |
| Spearman Rank Test | -0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 9.35 |
Tempur Sealy Interna lagged returns against current returns
Autocorrelation, which is Tempur Sealy 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 Tempur Sealy's stock expected returns. We can calculate the autocorrelation of Tempur Sealy returns to help us make a trade decision. For example, suppose you find that Tempur Sealy 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 |
Tempur Sealy 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 Tempur Sealy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tempur Sealy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tempur Sealy stock over time.
Current vs Lagged Prices |
| Timeline |
Tempur Sealy Lagged Returns
When evaluating Tempur Sealy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tempur Sealy stock have on its future price. Tempur Sealy 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, Tempur Sealy autocorrelation shows the relationship between Tempur Sealy stock current value and its past values and can show if there is a momentum factor associated with investing in Tempur Sealy International.
Regressed Prices |
| Timeline |
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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.Additional Tools for Tempur Stock Analysis
When running Tempur Sealy's price analysis, check to measure Tempur Sealy'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 Tempur Sealy is operating at the current time. Most of Tempur Sealy's value examination focuses on studying past and present price action to predict the probability of Tempur Sealy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tempur Sealy's price. Additionally, you may evaluate how the addition of Tempur Sealy to your portfolios can decrease your overall portfolio volatility.