Acadia Healthcare Stock Market Value
| ACHC Stock | USD 65.82 0.52 0.78% |
| Symbol | Acadia |
Acadia Healthcare Price To Book Ratio
Is Health Care Providers & Services 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 Acadia Healthcare. If investors know Acadia 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 Acadia Healthcare 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 0.153 | Earnings Share (0.13) | Revenue Per Share 32.79 | Quarterly Revenue Growth 0.091 | Return On Assets 0.062 |
The market value of Acadia Healthcare is measured differently than its book value, which is the value of Acadia that is recorded on the company's balance sheet. Investors also form their own opinion of Acadia Healthcare's value that differs from its market value or its book value, called intrinsic value, which is Acadia Healthcare'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 Acadia Healthcare's market value can be influenced by many factors that don't directly affect Acadia Healthcare'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 Acadia Healthcare's value and its price as these two are different measures arrived at by different means. Investors typically determine if Acadia Healthcare is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Acadia Healthcare'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.
Acadia Healthcare '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 Acadia Healthcare'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 Acadia Healthcare.
| 03/16/2024 |
| 06/14/2024 |
If you would invest 0.00 in Acadia Healthcare on March 16, 2024 and sell it all today you would earn a total of 0.00 from holding Acadia Healthcare or generate 0.0% return on investment in Acadia Healthcare over 90 days. Acadia Healthcare is related to or competes with HCA Holdings, Enhabit, and Pennant. Acadia Healthcare Company, Inc. provides behavioral healthcare services in the United States and Puerto Rico More
Acadia Healthcare 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 Acadia Healthcare'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 Acadia Healthcare upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 11.65 | |||
| Value At Risk | (3.29) | |||
| Potential Upside | 3.08 |
Acadia Healthcare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Acadia Healthcare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acadia Healthcare's standard deviation. In reality, there are many statistical measures that can use Acadia Healthcare historical prices to predict the future Acadia Healthcare's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | (0.42) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Acadia Healthcare'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.
Acadia Healthcare Backtested Returns
Acadia Healthcare secures Sharpe Ratio (or Efficiency) of -0.11, which signifies that the company had a -0.11% return per unit of standard deviation over the last 3 months. Acadia Healthcare exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Acadia Healthcare's mean deviation of 1.55, and Risk Adjusted Performance of (0.07) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.66, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Acadia Healthcare's returns are expected to increase less than the market. However, during the bear market, the loss of holding Acadia Healthcare is expected to be smaller as well. At this point, Acadia Healthcare has a negative expected return of -0.25%. Please make sure to confirm Acadia Healthcare's mean deviation, jensen alpha, potential upside, as well as the relationship between the standard deviation and treynor ratio , to decide if Acadia Healthcare performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.17 |
Very weak predictability
Acadia Healthcare has very weak predictability. Overlapping area represents the amount of predictability between Acadia Healthcare time series from 16th of March 2024 to 30th of April 2024 and 30th of April 2024 to 14th of June 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 Acadia Healthcare price movement. The serial correlation of 0.17 indicates that over 17.0% of current Acadia Healthcare price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 7.54 |
Acadia Healthcare lagged returns against current returns
Autocorrelation, which is Acadia Healthcare 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 Acadia Healthcare's stock expected returns. We can calculate the autocorrelation of Acadia Healthcare returns to help us make a trade decision. For example, suppose you find that Acadia Healthcare 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 |
Acadia Healthcare 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 Acadia Healthcare stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acadia Healthcare stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acadia Healthcare stock over time.
Current vs Lagged Prices |
| Timeline |
Acadia Healthcare Lagged Returns
When evaluating Acadia Healthcare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acadia Healthcare stock have on its future price. Acadia Healthcare 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, Acadia Healthcare autocorrelation shows the relationship between Acadia Healthcare stock current value and its past values and can show if there is a momentum factor associated with investing in Acadia Healthcare.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Acadia Stock
When determining whether Acadia Healthcare offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Acadia Healthcare's 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 Acadia Healthcare Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Acadia Healthcare Stock:Check out Acadia Healthcare Correlation, Acadia Healthcare Volatility and Acadia Healthcare Alpha and Beta module to complement your research on Acadia Healthcare. For information on how to trade Acadia Stock refer to our How to Trade Acadia Stock guide.You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Acadia Healthcare 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.