Msa Safety Stock Market Value
| MSA Stock | USD 190.72 0.68 0.36% |
| Symbol | MSA |
MSA Safety Price To Book Ratio
Is MSA Safety'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 MSA Safety. If investors know MSA 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 MSA Safety 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 0.476 | Dividend Share 1.87 | Earnings Share 1.48 | Revenue Per Share 45.479 | Quarterly Revenue Growth 0.118 |
The market value of MSA Safety is measured differently than its book value, which is the value of MSA that is recorded on the company's balance sheet. Investors also form their own opinion of MSA Safety's value that differs from its market value or its book value, called intrinsic value, which is MSA Safety'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 MSA Safety's market value can be influenced by many factors that don't directly affect MSA Safety'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 MSA Safety's value and its price as these two are different measures arrived at by different means. Investors typically determine if MSA Safety is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MSA Safety'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.
MSA Safety '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 MSA Safety'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 MSA Safety.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in MSA Safety on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding MSA Safety or generate 0.0% return on investment in MSA Safety over 30 days. MSA Safety is related to or competes with Performant Financial, Network 1, Rentokil Initial, Mader Group, SPAR, LegalZoom, and Relx PLC. MSA Safety Incorporated develops, manufactures, and supplies safety products that protect people and facility infrastruc... More
MSA Safety 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 MSA Safety'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 MSA Safety upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8457 | |||
| Information Ratio | 0.1156 | |||
| Maximum Drawdown | 4.16 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 2.37 |
MSA Safety Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MSA Safety's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MSA Safety's standard deviation. In reality, there are many statistical measures that can use MSA Safety historical prices to predict the future MSA Safety's volatility.| Risk Adjusted Performance | 0.128 | |||
| Jensen Alpha | 0.126 | |||
| Total Risk Alpha | 0.0682 | |||
| Sortino Ratio | 0.1449 | |||
| Treynor Ratio | 0.2098 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MSA Safety'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.
MSA Safety Backtested Returns
MSA Safety appears to be very steady, given 3 months investment horizon. MSA Safety retains Efficiency (Sharpe Ratio) of 0.22, which conveys that the firm had a 0.22% return per unit of return volatility over the last 3 months. We have found thirty technical indicators for MSA Safety, which you can use to evaluate the volatility of the firm. Please exercise MSA Safety's Market Risk Adjusted Performance of 0.2198, downside deviation of 0.8457, and Mean Deviation of 0.851 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MSA Safety holds a performance score of 16. The company owns a Beta (Systematic Risk) of 0.96, which conveys possible diversification benefits within a given portfolio. MSA Safety returns are very sensitive to returns on the market. As the market goes up or down, MSA Safety is expected to follow. Please check MSA Safety's potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to make a quick decision on whether MSA Safety's current price history will revert.
Auto-correlation | 0.34 |
Below average predictability
MSA Safety has below average predictability. Overlapping area represents the amount of predictability between MSA Safety 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 MSA Safety price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current MSA Safety price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 6.91 |
MSA Safety lagged returns against current returns
Autocorrelation, which is MSA Safety 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 MSA Safety's stock expected returns. We can calculate the autocorrelation of MSA Safety returns to help us make a trade decision. For example, suppose you find that MSA Safety 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 |
MSA Safety 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 MSA Safety stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MSA Safety stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MSA Safety stock over time.
Current vs Lagged Prices |
| Timeline |
MSA Safety Lagged Returns
When evaluating MSA Safety's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MSA Safety stock have on its future price. MSA Safety 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, MSA Safety autocorrelation shows the relationship between MSA Safety stock current value and its past values and can show if there is a momentum factor associated with investing in MSA Safety.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out MSA Safety Correlation, MSA Safety Volatility and MSA Safety Alpha and Beta module to complement your research on MSA Safety. For information on how to trade MSA Stock refer to our How to Trade MSA Stock guide.You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
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When running MSA Safety's price analysis, check to measure MSA Safety'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 MSA Safety is operating at the current time. Most of MSA Safety's value examination focuses on studying past and present price action to predict the probability of MSA Safety's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MSA Safety's price. Additionally, you may evaluate how the addition of MSA Safety to your portfolios can decrease your overall portfolio volatility.
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MSA Safety 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.