Constellation Brands Class Stock Market Value
| STZ Stock | USD 258.68 1.37 0.53% |
| Symbol | Constellation |
Constellation Brands Price To Book Ratio
Is Constellation Brands' 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 Constellation Brands. If investors know Constellation 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 Constellation Brands 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 0.771 | Dividend Share 3.56 | Earnings Share 9.38 | Revenue Per Share 54.345 | Quarterly Revenue Growth 0.071 |
The market value of Constellation Brands is measured differently than its book value, which is the value of Constellation that is recorded on the company's balance sheet. Investors also form their own opinion of Constellation Brands' value that differs from its market value or its book value, called intrinsic value, which is Constellation Brands' 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 Constellation Brands' market value can be influenced by many factors that don't directly affect Constellation Brands' 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 Constellation Brands' value and its price as these two are different measures arrived at by different means. Investors typically determine if Constellation Brands is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Constellation Brands' 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.
Constellation Brands '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 Constellation Brands' 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 Constellation Brands.
| 04/24/2023 |
| 04/18/2024 |
If you would invest 0.00 in Constellation Brands on April 24, 2023 and sell it all today you would earn a total of 0.00 from holding Constellation Brands Class or generate 0.0% return on investment in Constellation Brands over 360 days. Constellation Brands is related to or competes with GCM Grosvenor, and Procaps Group. Constellation Brands, Inc., together with its subsidiaries, produces, imports, markets, and sells beer, wine, and spirit... More
Constellation Brands 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 Constellation Brands' 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 Constellation Brands Class upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 5.38 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 1.87 |
Constellation Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Constellation Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Constellation Brands' standard deviation. In reality, there are many statistical measures that can use Constellation Brands historical prices to predict the future Constellation Brands' volatility.| Risk Adjusted Performance | 0.0072 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Constellation Brands' 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.
Constellation Brands Backtested Returns
We consider Constellation Brands very steady. Constellation Brands secures Sharpe Ratio (or Efficiency) of 0.0477, which signifies that the company had a 0.0477% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Constellation Brands Class, which you can use to evaluate the volatility of the firm. Please confirm Constellation Brands' Risk Adjusted Performance of 0.0072, mean deviation of 0.8012, and Downside Deviation of 1.04 to double-check if the risk estimate we provide is consistent with the expected return of 0.052%. Constellation Brands has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.81, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Constellation Brands' returns are expected to increase less than the market. However, during the bear market, the loss of holding Constellation Brands is expected to be smaller as well. Constellation Brands right now shows a risk of 1.09%. Please confirm Constellation Brands expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to decide if Constellation Brands will be following its price patterns.
Auto-correlation | 0.42 |
Average predictability
Constellation Brands Class has average predictability. Overlapping area represents the amount of predictability between Constellation Brands time series from 24th of April 2023 to 21st of October 2023 and 21st of October 2023 to 18th 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 Constellation Brands price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Constellation Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 131.52 |
Constellation Brands lagged returns against current returns
Autocorrelation, which is Constellation Brands 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 Constellation Brands' stock expected returns. We can calculate the autocorrelation of Constellation Brands returns to help us make a trade decision. For example, suppose you find that Constellation Brands 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 |
Constellation Brands 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 Constellation Brands stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Constellation Brands stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Constellation Brands stock over time.
Current vs Lagged Prices |
| Timeline |
Constellation Brands Lagged Returns
When evaluating Constellation Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Constellation Brands stock have on its future price. Constellation Brands 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, Constellation Brands autocorrelation shows the relationship between Constellation Brands stock current value and its past values and can show if there is a momentum factor associated with investing in Constellation Brands Class.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Constellation Brands offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Constellation Brands' 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 Constellation Brands Class Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Constellation Brands Class Stock:Check out Constellation Brands Correlation, Constellation Brands Volatility and Constellation Brands Alpha and Beta module to complement your research on Constellation Brands. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
Complementary Tools for Constellation Stock analysis
When running Constellation Brands' price analysis, check to measure Constellation Brands' 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 Constellation Brands is operating at the current time. Most of Constellation Brands' value examination focuses on studying past and present price action to predict the probability of Constellation Brands' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Constellation Brands' price. Additionally, you may evaluate how the addition of Constellation Brands to your portfolios can decrease your overall portfolio volatility.
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Constellation Brands 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.