Futurefuel Corp Stock Market Value
| FF Stock | USD 5.60 0.03 0.53% |
| Symbol | FutureFuel |
FutureFuel Corp Price To Book Ratio
Is FutureFuel Corp'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 FutureFuel Corp. If investors know FutureFuel 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 FutureFuel Corp 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 0.559 | Dividend Share 0.24 | Earnings Share 0.85 | Revenue Per Share 8.415 | Quarterly Revenue Growth (0.22) |
The market value of FutureFuel Corp is measured differently than its book value, which is the value of FutureFuel that is recorded on the company's balance sheet. Investors also form their own opinion of FutureFuel Corp's value that differs from its market value or its book value, called intrinsic value, which is FutureFuel Corp'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 FutureFuel Corp's market value can be influenced by many factors that don't directly affect FutureFuel Corp'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 FutureFuel Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine if FutureFuel Corp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FutureFuel Corp'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.
FutureFuel Corp '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 FutureFuel Corp'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 FutureFuel Corp.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in FutureFuel Corp on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding FutureFuel Corp or generate 0.0% return on investment in FutureFuel Corp over 30 days. FutureFuel Corp is related to or competes with Air Products, Linde Plc, LyondellBasell Industries, Eastman Chemical, and International Flavors. FutureFuel Corp., through its subsidiary, FutureFuel Chemical Company, manufactures and sells diversified chemical, bio-... More
FutureFuel Corp 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 FutureFuel Corp'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 FutureFuel Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.02 | |||
| Information Ratio | 0.1582 | |||
| Maximum Drawdown | 24.35 | |||
| Value At Risk | (2.81) | |||
| Potential Upside | 3.99 |
FutureFuel Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FutureFuel Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FutureFuel Corp's standard deviation. In reality, there are many statistical measures that can use FutureFuel Corp historical prices to predict the future FutureFuel Corp's volatility.| Risk Adjusted Performance | 0.1231 | |||
| Jensen Alpha | 0.654 | |||
| Total Risk Alpha | 0.1907 | |||
| Sortino Ratio | 0.2646 | |||
| Treynor Ratio | (1.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FutureFuel Corp'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.
FutureFuel Corp Backtested Returns
FutureFuel Corp appears to be slightly risky, given 3 months investment horizon. FutureFuel Corp secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the company had a 0.17% return per unit of risk over the last 3 months. By reviewing FutureFuel Corp's technical indicators, you can evaluate if the expected return of 0.59% is justified by implied risk. Please utilize FutureFuel Corp's Mean Deviation of 1.95, coefficient of variation of 542.69, and Downside Deviation of 2.02 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, FutureFuel Corp holds a performance score of 13. The firm shows a Beta (market volatility) of -0.55, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning FutureFuel Corp are expected to decrease at a much lower rate. During the bear market, FutureFuel Corp is likely to outperform the market. Please check FutureFuel Corp's expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to make a quick decision on whether FutureFuel Corp's price patterns will revert.
Auto-correlation | -0.3 |
Weak reverse predictability
FutureFuel Corp has weak reverse predictability. Overlapping area represents the amount of predictability between FutureFuel Corp time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th 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 FutureFuel Corp price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current FutureFuel Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
FutureFuel Corp lagged returns against current returns
Autocorrelation, which is FutureFuel Corp 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 FutureFuel Corp's stock expected returns. We can calculate the autocorrelation of FutureFuel Corp returns to help us make a trade decision. For example, suppose you find that FutureFuel Corp 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 |
FutureFuel Corp 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 FutureFuel Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FutureFuel Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FutureFuel Corp stock over time.
Current vs Lagged Prices |
| Timeline |
FutureFuel Corp Lagged Returns
When evaluating FutureFuel Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FutureFuel Corp stock have on its future price. FutureFuel Corp 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, FutureFuel Corp autocorrelation shows the relationship between FutureFuel Corp stock current value and its past values and can show if there is a momentum factor associated with investing in FutureFuel Corp.
Regressed Prices |
| Timeline |
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 FutureFuel Corp 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, FutureFuel Corp's short interest history, or implied volatility extrapolated from FutureFuel Corp options trading.
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Try AI Portfolio ArchitectCheck out FutureFuel Corp Correlation, FutureFuel Corp Volatility and FutureFuel Corp Alpha and Beta module to complement your research on FutureFuel Corp. For more detail on how to invest in FutureFuel Stock please use our How to Invest in FutureFuel Corp guide.Note that the FutureFuel Corp information on this page should be used as a complementary analysis to other FutureFuel Corp's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Complementary Tools for FutureFuel Stock analysis
When running FutureFuel Corp's price analysis, check to measure FutureFuel Corp'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 FutureFuel Corp is operating at the current time. Most of FutureFuel Corp's value examination focuses on studying past and present price action to predict the probability of FutureFuel Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FutureFuel Corp's price. Additionally, you may evaluate how the addition of FutureFuel Corp to your portfolios can decrease your overall portfolio volatility.
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FutureFuel Corp 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.