Stellantis Nv Stock Market Value
| STLA Stock | USD 23.16 0.16 0.69% |
| Symbol | Stellantis |
Stellantis NV Price To Book Ratio
Is Stellantis' 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 Stellantis. If investors know Stellantis 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 Stellantis 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 (0.12) | Dividend Share 1.55 | Earnings Share 6.4 | Revenue Per Share 60.991 | Quarterly Revenue Growth (0.01) |
The market value of Stellantis NV is measured differently than its book value, which is the value of Stellantis that is recorded on the company's balance sheet. Investors also form their own opinion of Stellantis' value that differs from its market value or its book value, called intrinsic value, which is Stellantis' 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 Stellantis' market value can be influenced by many factors that don't directly affect Stellantis' 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 Stellantis' value and its price as these two are different measures arrived at by different means. Investors typically determine if Stellantis is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Stellantis' 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.
Stellantis '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 Stellantis' 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 Stellantis.
| 02/16/2024 |
| 05/16/2024 |
If you would invest 0.00 in Stellantis on February 16, 2024 and sell it all today you would earn a total of 0.00 from holding Stellantis NV or generate 0.0% return on investment in Stellantis over 90 days. Stellantis is related to or competes with Porsche Automobile, Toyota, Honda, GM, Ferrari NV, Ford, and Rivian Automotive. Stellantis N.V. engages in the design, engineering, manufacturing, distribution, and sale of automobiles and light comme... More
Stellantis 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 Stellantis' 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 Stellantis NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.64 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 17.08 | |||
| Value At Risk | (2.57) | |||
| Potential Upside | 2.91 |
Stellantis Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stellantis' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stellantis' standard deviation. In reality, there are many statistical measures that can use Stellantis historical prices to predict the future Stellantis' volatility.| Risk Adjusted Performance | 0.0229 | |||
| Jensen Alpha | 0.008 | |||
| Total Risk Alpha | (0.24) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0983 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Stellantis' 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.
Stellantis NV Backtested Returns
Stellantis NV owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0133, which indicates the firm had a -0.0133% return per unit of risk over the last 3 months. Stellantis NV exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Stellantis' Risk Adjusted Performance of 0.0229, coefficient of variation of 3981.45, and Semi Deviation of 2.59 to confirm the risk estimate we provide. The entity has a beta of 0.46, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Stellantis' returns are expected to increase less than the market. However, during the bear market, the loss of holding Stellantis is expected to be smaller as well. Stellantis NV has an expected return of -0.0274%. Please make sure to validate Stellantis jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to decide if Stellantis NV performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.82 |
Excellent reverse predictability
Stellantis NV has excellent reverse predictability. Overlapping area represents the amount of predictability between Stellantis time series from 16th of February 2024 to 1st of April 2024 and 1st of April 2024 to 16th of May 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 Stellantis NV price movement. The serial correlation of -0.82 indicates that around 82.0% of current Stellantis price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 2.14 |
Stellantis NV lagged returns against current returns
Autocorrelation, which is Stellantis 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 Stellantis' stock expected returns. We can calculate the autocorrelation of Stellantis returns to help us make a trade decision. For example, suppose you find that Stellantis 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 |
Stellantis 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 Stellantis stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stellantis stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stellantis stock over time.
Current vs Lagged Prices |
| Timeline |
Stellantis Lagged Returns
When evaluating Stellantis' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stellantis stock have on its future price. Stellantis 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, Stellantis autocorrelation shows the relationship between Stellantis stock current value and its past values and can show if there is a momentum factor associated with investing in Stellantis NV.
Regressed Prices |
| Timeline |
Stellantis Investors Sentiment
The influence of Stellantis' 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 Stellantis. 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 Stellantis' public news can be used to forecast risks associated with an investment in Stellantis. The trend in average sentiment can be used to explain how an investor holding Stellantis can time the market purely based on public headlines and social activities around Stellantis NV. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Stellantis' 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 Stellantis' 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 Stellantis' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Stellantis.
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 Stellantis 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, Stellantis' short interest history, or implied volatility extrapolated from Stellantis options trading.
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When determining whether Stellantis NV offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Stellantis' 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 Stellantis Nv Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Stellantis Nv Stock:Check out Stellantis Correlation, Stellantis Volatility and Stellantis Alpha and Beta module to complement your research on Stellantis. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
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When running Stellantis' price analysis, check to measure Stellantis' 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 Stellantis is operating at the current time. Most of Stellantis' value examination focuses on studying past and present price action to predict the probability of Stellantis' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Stellantis' price. Additionally, you may evaluate how the addition of Stellantis to your portfolios can decrease your overall portfolio volatility.
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Stellantis 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.