Herbalife Nutrition Stock Market Value
| HLF Stock | USD 9.20 0.04 0.43% |
| Symbol | Herbalife |
Herbalife Nutrition Price To Book Ratio
Is Herbalife Nutrition'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 Herbalife Nutrition. If investors know Herbalife 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 Herbalife Nutrition 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 (0.81) | Earnings Share 1.42 | Revenue Per Share 51.135 | Quarterly Revenue Growth 0.029 | Return On Assets 0.0926 |
The market value of Herbalife Nutrition is measured differently than its book value, which is the value of Herbalife that is recorded on the company's balance sheet. Investors also form their own opinion of Herbalife Nutrition's value that differs from its market value or its book value, called intrinsic value, which is Herbalife Nutrition'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 Herbalife Nutrition's market value can be influenced by many factors that don't directly affect Herbalife Nutrition'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 Herbalife Nutrition's value and its price as these two are different measures arrived at by different means. Investors typically determine if Herbalife Nutrition is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Herbalife Nutrition'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.
Herbalife Nutrition '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 Herbalife Nutrition'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 Herbalife Nutrition.
| 07/04/2022 |
| 04/24/2024 |
If you would invest 0.00 in Herbalife Nutrition on July 4, 2022 and sell it all today you would earn a total of 0.00 from holding Herbalife Nutrition or generate 0.0% return on investment in Herbalife Nutrition over 660 days. Herbalife Nutrition is related to or competes with Seneca Foods, Natures Sunshine, Associated British, Nomad Foods, Bellring Brands, Pilgrims Pride, and Ingredion Incorporated. Herbalife Nutrition Ltd. offers nutrition solutions in North America, Mexico, South and Central America, Europe, the Mid... More
Herbalife Nutrition 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 Herbalife Nutrition'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 Herbalife Nutrition upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 37.94 | |||
| Value At Risk | (7.39) | |||
| Potential Upside | 6.12 |
Herbalife Nutrition Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Herbalife Nutrition's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Herbalife Nutrition's standard deviation. In reality, there are many statistical measures that can use Herbalife Nutrition historical prices to predict the future Herbalife Nutrition's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.38) | |||
| Total Risk Alpha | (1.02) | |||
| Treynor Ratio | (0.31) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Herbalife Nutrition'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.
Herbalife Nutrition Backtested Returns
Herbalife Nutrition holds Efficiency (Sharpe) Ratio of -0.0591, which attests that the entity had a -0.0591% return per unit of risk over the last 3 months. Herbalife Nutrition exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Herbalife Nutrition's Standard Deviation of 5.33, risk adjusted performance of (0.02), and Market Risk Adjusted Performance of (0.30) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.95, which attests to possible diversification benefits within a given portfolio. Herbalife Nutrition returns are very sensitive to returns on the market. As the market goes up or down, Herbalife Nutrition is expected to follow. Herbalife Nutrition has an expected return of -0.32%. Please make sure to check out Herbalife Nutrition skewness, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Herbalife Nutrition performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.53 |
Modest predictability
Herbalife Nutrition has modest predictability. Overlapping area represents the amount of predictability between Herbalife Nutrition time series from 4th of July 2022 to 30th of May 2023 and 30th of May 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 Herbalife Nutrition price movement. The serial correlation of 0.53 indicates that about 53.0% of current Herbalife Nutrition price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 6.3 |
Herbalife Nutrition lagged returns against current returns
Autocorrelation, which is Herbalife Nutrition 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 Herbalife Nutrition's stock expected returns. We can calculate the autocorrelation of Herbalife Nutrition returns to help us make a trade decision. For example, suppose you find that Herbalife Nutrition 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 |
Herbalife Nutrition 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 Herbalife Nutrition stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Herbalife Nutrition stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Herbalife Nutrition stock over time.
Current vs Lagged Prices |
| Timeline |
Herbalife Nutrition Lagged Returns
When evaluating Herbalife Nutrition's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Herbalife Nutrition stock have on its future price. Herbalife Nutrition 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, Herbalife Nutrition autocorrelation shows the relationship between Herbalife Nutrition stock current value and its past values and can show if there is a momentum factor associated with investing in Herbalife Nutrition.
Regressed Prices |
| Timeline |
Herbalife Nutrition Investors Sentiment
The influence of Herbalife Nutrition'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 Herbalife. 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 Herbalife Nutrition's public news can be used to forecast risks associated with an investment in Herbalife. The trend in average sentiment can be used to explain how an investor holding Herbalife can time the market purely based on public headlines and social activities around Herbalife Nutrition. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Herbalife Nutrition'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 Herbalife Nutrition'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 Herbalife Nutrition's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Herbalife Nutrition.
Herbalife Nutrition Implied Volatility | 98.02 |
Herbalife Nutrition's implied volatility exposes the market's sentiment of Herbalife Nutrition stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Herbalife Nutrition's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Herbalife Nutrition stock will not fluctuate a lot when Herbalife Nutrition's options are near their expiration.
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 Herbalife Nutrition 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, Herbalife Nutrition's short interest history, or implied volatility extrapolated from Herbalife Nutrition options trading.
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Try AI Portfolio ArchitectCheck out Herbalife Nutrition Correlation, Herbalife Nutrition Volatility and Herbalife Nutrition Alpha and Beta module to complement your research on Herbalife Nutrition. For more detail on how to invest in Herbalife Stock please use our How to Invest in Herbalife Nutrition guide.You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
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When running Herbalife Nutrition's price analysis, check to measure Herbalife Nutrition'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 Herbalife Nutrition is operating at the current time. Most of Herbalife Nutrition's value examination focuses on studying past and present price action to predict the probability of Herbalife Nutrition's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Herbalife Nutrition's price. Additionally, you may evaluate how the addition of Herbalife Nutrition to your portfolios can decrease your overall portfolio volatility.
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Herbalife Nutrition 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.