Tempur Sealy International Stock Market Value
| TPX Stock | USD 50.31 1.18 2.40% |
| Symbol | Tempur |
Tempur Sealy Interna Price To Book Ratio
Is Tempur Sealy'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 Tempur Sealy. If investors know Tempur 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 Tempur Sealy 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 (0.24) | Dividend Share 0.44 | Earnings Share 2.08 | Revenue Per Share 28.603 | Quarterly Revenue Growth (0.01) |
The market value of Tempur Sealy Interna is measured differently than its book value, which is the value of Tempur that is recorded on the company's balance sheet. Investors also form their own opinion of Tempur Sealy's value that differs from its market value or its book value, called intrinsic value, which is Tempur Sealy'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 Tempur Sealy's market value can be influenced by many factors that don't directly affect Tempur Sealy'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 Tempur Sealy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Tempur Sealy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Tempur Sealy'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.
Tempur Sealy '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 Tempur Sealy'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 Tempur Sealy.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Tempur Sealy on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Tempur Sealy International or generate 0.0% return on investment in Tempur Sealy over 30 days. Tempur Sealy is related to or competes with Hamilton Beach, and MasterBrand. Tempur Sealy International, Inc., together with its subsidiaries, designs, manufactures, markets, and distributes beddin... More
Tempur Sealy 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 Tempur Sealy'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 Tempur Sealy International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 6.67 | |||
| Value At Risk | (2.83) | |||
| Potential Upside | 2.37 |
Tempur Sealy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tempur Sealy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tempur Sealy's standard deviation. In reality, there are many statistical measures that can use Tempur Sealy historical prices to predict the future Tempur Sealy's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (0.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tempur Sealy'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.
Tempur Sealy Interna Backtested Returns
Tempur Sealy Interna owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.002, which indicates the firm had a -0.002% return per unit of risk over the last 3 months. Tempur Sealy International exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tempur Sealy's Risk Adjusted Performance of (0), variance of 2.67, and Coefficient Of Variation of (5,869) to confirm the risk estimate we provide. The entity has a beta of 1.75, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Tempur Sealy will likely underperform. Tempur Sealy Interna has an expected return of -0.0033%. Please make sure to validate Tempur Sealy kurtosis, and the relationship between the maximum drawdown and rate of daily change , to decide if Tempur Sealy Interna performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.62 |
Good predictability
Tempur Sealy International has good predictability. Overlapping area represents the amount of predictability between Tempur Sealy time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 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 Tempur Sealy Interna price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Tempur Sealy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 1.86 |
Tempur Sealy Interna lagged returns against current returns
Autocorrelation, which is Tempur Sealy 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 Tempur Sealy's stock expected returns. We can calculate the autocorrelation of Tempur Sealy returns to help us make a trade decision. For example, suppose you find that Tempur Sealy 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 |
Tempur Sealy 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 Tempur Sealy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tempur Sealy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tempur Sealy stock over time.
Current vs Lagged Prices |
| Timeline |
Tempur Sealy Lagged Returns
When evaluating Tempur Sealy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tempur Sealy stock have on its future price. Tempur Sealy 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, Tempur Sealy autocorrelation shows the relationship between Tempur Sealy stock current value and its past values and can show if there is a momentum factor associated with investing in Tempur Sealy International.
Regressed Prices |
| Timeline |
Tempur Sealy Investors Sentiment
The influence of Tempur Sealy'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 Tempur. 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 Tempur Sealy's public news can be used to forecast risks associated with an investment in Tempur. The trend in average sentiment can be used to explain how an investor holding Tempur can time the market purely based on public headlines and social activities around Tempur Sealy International. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Tempur Sealy'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 Tempur Sealy'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 Tempur Sealy's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Tempur Sealy.
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 Tempur Sealy 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, Tempur Sealy's short interest history, or implied volatility extrapolated from Tempur Sealy options trading.
Currently Active Assets on Macroaxis
When determining whether Tempur Sealy Interna offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Tempur Sealy'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 Tempur Sealy International Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Tempur Sealy International Stock:Check out Tempur Sealy Correlation, Tempur Sealy Volatility and Tempur Sealy Alpha and Beta module to complement your research on Tempur Sealy. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Complementary Tools for Tempur Stock analysis
When running Tempur Sealy's price analysis, check to measure Tempur Sealy'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 Tempur Sealy is operating at the current time. Most of Tempur Sealy's value examination focuses on studying past and present price action to predict the probability of Tempur Sealy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tempur Sealy's price. Additionally, you may evaluate how the addition of Tempur Sealy to your portfolios can decrease your overall portfolio volatility.
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Tempur Sealy 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.