Stanley Black Decker Stock Market Value
| SWK Stock | USD 90.74 1.39 1.56% |
| Symbol | Stanley |
Stanley Black Decker Price To Book Ratio
Is Stanley Black'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 Stanley Black. If investors know Stanley 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 Stanley Black 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 (0.99) | Dividend Share 3.22 | Earnings Share (1.88) | Revenue Per Share 105.382 | Quarterly Revenue Growth (0.06) |
The market value of Stanley Black Decker is measured differently than its book value, which is the value of Stanley that is recorded on the company's balance sheet. Investors also form their own opinion of Stanley Black's value that differs from its market value or its book value, called intrinsic value, which is Stanley Black'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 Stanley Black's market value can be influenced by many factors that don't directly affect Stanley Black'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 Stanley Black's value and its price as these two are different measures arrived at by different means. Investors typically determine if Stanley Black is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Stanley Black'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.
Stanley Black '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 Stanley Black'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 Stanley Black.
| 05/05/2022 |
| 04/24/2024 |
If you would invest 0.00 in Stanley Black on May 5, 2022 and sell it all today you would earn a total of 0.00 from holding Stanley Black Decker or generate 0.0% return on investment in Stanley Black over 720 days. Stanley Black is related to or competes with AB SKF, and LS Starrett. Stanley Black Decker, Inc. engages in the tools and storage and industrial businesses in the United States, Canada, rest... More
Stanley Black 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 Stanley Black'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 Stanley Black Decker upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 8.23 | |||
| Value At Risk | (2.58) | |||
| Potential Upside | 2.34 |
Stanley Black Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stanley Black's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stanley Black's standard deviation. In reality, there are many statistical measures that can use Stanley Black historical prices to predict the future Stanley Black's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | (0.04) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Stanley Black'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.
Stanley Black Decker Backtested Returns
Stanley Black Decker owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.028, which indicates the firm had a -0.028% return per unit of risk over the last 3 months. Stanley Black Decker exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Stanley Black's Risk Adjusted Performance of (0.01), variance of 2.77, and Coefficient Of Variation of (2,912) to confirm the risk estimate we provide. The entity has a beta of 1.9, 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, Stanley Black will likely underperform. Stanley Black Decker has an expected return of -0.0466%. Please make sure to validate Stanley Black maximum drawdown, as well as the relationship between the daily balance of power and relative strength index , to decide if Stanley Black Decker performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.24 |
Weak reverse predictability
Stanley Black Decker has weak reverse predictability. Overlapping area represents the amount of predictability between Stanley Black time series from 5th of May 2022 to 30th of April 2023 and 30th of April 2023 to 24th 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 Stanley Black Decker price movement. The serial correlation of -0.24 indicates that over 24.0% of current Stanley Black price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 39.62 |
Stanley Black Decker lagged returns against current returns
Autocorrelation, which is Stanley Black 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 Stanley Black's stock expected returns. We can calculate the autocorrelation of Stanley Black returns to help us make a trade decision. For example, suppose you find that Stanley Black 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 |
Stanley Black 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 Stanley Black stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stanley Black stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stanley Black stock over time.
Current vs Lagged Prices |
| Timeline |
Stanley Black Lagged Returns
When evaluating Stanley Black's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stanley Black stock have on its future price. Stanley Black 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, Stanley Black autocorrelation shows the relationship between Stanley Black stock current value and its past values and can show if there is a momentum factor associated with investing in Stanley Black Decker.
Regressed Prices |
| Timeline |
Stanley Black Investors Sentiment
The influence of Stanley Black'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 Stanley. 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 Stanley Black's public news can be used to forecast risks associated with an investment in Stanley. The trend in average sentiment can be used to explain how an investor holding Stanley can time the market purely based on public headlines and social activities around Stanley Black Decker. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Stanley Black'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 Stanley Black'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 Stanley Black's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Stanley Black.
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 Stanley Black 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, Stanley Black's short interest history, or implied volatility extrapolated from Stanley Black options trading.
Currently Active Assets on Macroaxis
When determining whether Stanley Black Decker is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Stanley Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Stanley Black Decker Stock. Highlighted below are key reports to facilitate an investment decision about Stanley Black Decker Stock:Check out Stanley Black Correlation, Stanley Black Volatility and Stanley Black Alpha and Beta module to complement your research on Stanley Black. You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
Complementary Tools for Stanley Stock analysis
When running Stanley Black's price analysis, check to measure Stanley Black'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 Stanley Black is operating at the current time. Most of Stanley Black's value examination focuses on studying past and present price action to predict the probability of Stanley Black's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Stanley Black's price. Additionally, you may evaluate how the addition of Stanley Black to your portfolios can decrease your overall portfolio volatility.
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Stanley Black 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.