The Hain Celestial Stock Market Value
| HAIN Stock | USD 6.01 0.01 0.17% |
| Symbol | Hain |
Hain Celestial Price To Book Ratio
Is Hain Celestial's industry 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 Hain Celestial. If investors know Hain 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 Hain Celestial 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 (0.64) | Earnings Share (1.77) | Revenue Per Share 19.901 | Return On Assets 0.0214 | Return On Equity (0.15) |
The market value of Hain Celestial is measured differently than its book value, which is the value of Hain that is recorded on the company's balance sheet. Investors also form their own opinion of Hain Celestial's value that differs from its market value or its book value, called intrinsic value, which is Hain Celestial'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 Hain Celestial's market value can be influenced by many factors that don't directly affect Hain Celestial'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 Hain Celestial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Hain Celestial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hain Celestial'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.
Hain Celestial '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 Hain Celestial'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 Hain Celestial.
| 07/03/2022 |
| 04/23/2024 |
If you would invest 0.00 in Hain Celestial on July 3, 2022 and sell it all today you would earn a total of 0.00 from holding The Hain Celestial or generate 0.0% return on investment in Hain Celestial over 660 days. Hain Celestial is related to or competes with Bunge, Archer Daniels, Fresh Del, Limoneira, Alico, and Brasilagro Adr. The Hain Celestial Group, Inc. manufactures, markets, and sells organic and natural products in United States, United Ki... More
Hain Celestial 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 Hain Celestial'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 The Hain Celestial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 20.04 | |||
| Value At Risk | (6.63) | |||
| Potential Upside | 3.78 |
Hain Celestial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hain Celestial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hain Celestial's standard deviation. In reality, there are many statistical measures that can use Hain Celestial historical prices to predict the future Hain Celestial's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.92) | |||
| Total Risk Alpha | (1.26) | |||
| Treynor Ratio | (0.65) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Hain Celestial'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.
Hain Celestial Backtested Returns
Hain Celestial holds Efficiency (Sharpe) Ratio of -0.25, which attests that the entity had a -0.25% return per unit of risk over the last 3 months. Hain Celestial exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hain Celestial's Standard Deviation of 3.42, market risk adjusted performance of (0.64), and Risk Adjusted Performance of (0.14) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 1.26, which attests to 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, Hain Celestial will likely underperform. Hain Celestial has an expected return of -0.83%. Please make sure to check out Hain Celestial potential upside, and the relationship between the total risk alpha and daily balance of power , to decide if Hain Celestial performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.73 |
Good predictability
The Hain Celestial has good predictability. Overlapping area represents the amount of predictability between Hain Celestial time series from 3rd of July 2022 to 29th of May 2023 and 29th of May 2023 to 23rd of April 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 Hain Celestial price movement. The serial correlation of 0.73 indicates that around 73.0% of current Hain Celestial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 2.74 |
Hain Celestial lagged returns against current returns
Autocorrelation, which is Hain Celestial 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 Hain Celestial's stock expected returns. We can calculate the autocorrelation of Hain Celestial returns to help us make a trade decision. For example, suppose you find that Hain Celestial 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 |
Hain Celestial 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 Hain Celestial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hain Celestial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hain Celestial stock over time.
Current vs Lagged Prices |
| Timeline |
Hain Celestial Lagged Returns
When evaluating Hain Celestial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hain Celestial stock have on its future price. Hain Celestial 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, Hain Celestial autocorrelation shows the relationship between Hain Celestial stock current value and its past values and can show if there is a momentum factor associated with investing in The Hain Celestial.
Regressed Prices |
| Timeline |
Hain Celestial Investors Sentiment
The influence of Hain Celestial's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Hain. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Hain Celestial's public news can be used to forecast risks associated with an investment in Hain. The trend in average sentiment can be used to explain how an investor holding Hain can time the market purely based on public headlines and social activities around The Hain Celestial. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Hain Celestial's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Hain Celestial's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Hain Celestial's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Hain Celestial.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Hain Celestial in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Hain Celestial's short interest history, or implied volatility extrapolated from Hain Celestial options trading.
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Hain Celestial Correlation, Hain Celestial Volatility and Hain Celestial Alpha and Beta module to complement your research on Hain Celestial. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
Complementary Tools for Hain Stock analysis
When running Hain Celestial's price analysis, check to measure Hain Celestial'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 Hain Celestial is operating at the current time. Most of Hain Celestial's value examination focuses on studying past and present price action to predict the probability of Hain Celestial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hain Celestial's price. Additionally, you may evaluate how the addition of Hain Celestial to your portfolios can decrease your overall portfolio volatility.
| Stocks Directory Find actively traded stocks across global markets | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios |
Hain Celestial 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.