Acadia Healthcare Stock Market Value

ACHC Stock  USD 84.29  0.34  0.40%   
Acadia Healthcare's market value is the price at which a share of Acadia Healthcare stock trades on a public exchange. It measures the collective expectations of Acadia Healthcare investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Acadia Healthcare and determine expected loss or profit from investing in Acadia Healthcare over a given investment horizon.
Check out Acadia Healthcare Correlation, Acadia Healthcare Volatility and Acadia Healthcare Alpha and Beta module to complement your research on Acadia Healthcare.
For information on how to trade Acadia Stock refer to our How to Trade Acadia Stock guide.
Symbol

Acadia Healthcare Valuation

Is Acadia Healthcare'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 Acadia Healthcare. If investors know Acadia 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 Acadia Healthcare 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
(0.10)
Earnings Share
(0.20)
Revenue Per Share
31.576
Quarterly Revenue Growth
0.125
Return On Assets
0.0594
The market value of Acadia Healthcare is measured differently than its book value, which is the value of Acadia that is recorded on the company's balance sheet. Investors also form their own opinion of Acadia Healthcare's value that differs from its market value or its book value, called intrinsic value, which is Acadia Healthcare'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 Acadia Healthcare's market value can be influenced by many factors that don't directly affect Acadia Healthcare'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 Acadia Healthcare's value and its price as these two are different measures arrived at by different means. Investors typically determine if Acadia Healthcare is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Acadia Healthcare'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.

Acadia Healthcare '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 Acadia Healthcare'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 Acadia Healthcare.
0.00
01/25/2024
No Change 0.00  0.0 
In 31 days
02/24/2024
0.00
If you would invest  0.00  in Acadia Healthcare on January 25, 2024 and sell it all today you would earn a total of 0.00 from holding Acadia Healthcare or generate 0.0% return on investment in Acadia Healthcare over 30 days. Acadia Healthcare is related to or competes with Outset MedicalInc, Venus Concept, Doximity, Edwards Lifesciences, Definitive Healthcare, and Veeva Systems. Acadia Healthcare Company, Inc. provides behavioral healthcare services in the United States and Puerto Rico More

Acadia Healthcare 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 Acadia Healthcare'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 Acadia Healthcare upside and downside potential and time the market with a certain degree of confidence.

Acadia Healthcare Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Acadia Healthcare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acadia Healthcare's standard deviation. In reality, there are many statistical measures that can use Acadia Healthcare historical prices to predict the future Acadia Healthcare's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Acadia Healthcare'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. Please use the tools below to analyze the current value of Acadia Healthcare in the context of predictive analytics.
Hype
Prediction
LowEstimatedHigh
82.5584.1485.73
Details
Intrinsic
Valuation
LowRealHigh
80.9682.5592.72
Details
Naive
Forecast
LowNextHigh
86.7088.2989.87
Details
11 Analysts
Consensus
LowTargetHigh
81.9890.09100.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Acadia Healthcare. Your research has to be compared to or analyzed against Acadia Healthcare's peers to derive any actionable benefits. When done correctly, Acadia Healthcare's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Acadia Healthcare.

Acadia Healthcare Backtested Returns

Acadia Healthcare appears to be very steady, given 3 months investment horizon. Acadia Healthcare secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had 0.16% return per unit of standard deviation over the last 3 months. Our philosophy in foreseeing the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found thirty technical indicators for Acadia Healthcare, which you can use to evaluate the future volatility of the firm. Please makes use of Acadia Healthcare's risk adjusted performance of 0.1025, and Mean Deviation of 1.23 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Acadia Healthcare holds a performance score of 12. The firm shows a Beta (market volatility) of 1.36, which signifies 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, Acadia Healthcare will likely underperform. By analyzing Acadia Healthcare technical indicators, you can presently evaluate if the expected return of 0.26% will be sustainable into the future. Please makes use of Acadia Healthcare mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha to make a quick decision on whether Acadia Healthcare price patterns will revert.

Auto-correlation

    
  -0.79  

Almost perfect reverse predictability

Acadia Healthcare has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Acadia Healthcare time series from 25th of January 2024 to 9th of February 2024 and 9th of February 2024 to 24th of February 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 Acadia Healthcare price movement. The serial correlation of -0.79 indicates that around 79.0% of current Acadia Healthcare price fluctuation can be explain by its past prices.
Correlation Coefficient-0.79
Spearman Rank Test-0.59
Residual Average0.0
Price Variance0.73

Acadia Healthcare lagged returns against current returns

Autocorrelation, which is Acadia Healthcare 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 Acadia Healthcare's stock expected returns. We can calculate the autocorrelation of Acadia Healthcare returns to help us make a trade decision. For example, suppose you find that Acadia Healthcare stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Acadia Healthcare 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 Acadia Healthcare stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acadia Healthcare stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acadia Healthcare stock over time.
   Current vs Lagged Prices   
       Timeline  

Acadia Healthcare Lagged Returns

When evaluating Acadia Healthcare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acadia Healthcare stock have on its future price. Acadia Healthcare 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, Acadia Healthcare autocorrelation shows the relationship between Acadia Healthcare stock current value and its past values and can show if there is a momentum factor associated with investing in Acadia Healthcare.
   Regressed Prices   
       Timeline  

Pair Trading with Acadia Healthcare

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Acadia Healthcare position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Acadia Healthcare will appreciate offsetting losses from the drop in the long position's value.

Moving together with Acadia Stock

  0.74JNJ Johnson Johnson Aggressive PushPairCorr
  0.85MRK Merck Company Fiscal Quarter End 31st of March 2024 PairCorr

Moving against Acadia Stock

  0.69SLRX Salarius Pharmaceuticals Report 25th of March 2024 PairCorr
  0.68BKLRF Berkeley EnergyPairCorr
  0.52PFE Pfizer Inc Fiscal Quarter End 31st of March 2024 PairCorr
The ability to find closely correlated positions to Acadia Healthcare could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Acadia Healthcare when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Acadia Healthcare - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Acadia Healthcare to buy it.
The correlation of Acadia Healthcare is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Acadia Healthcare moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Acadia Healthcare moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Acadia Healthcare can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
When determining whether Acadia Healthcare offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Acadia Healthcare'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 Acadia Healthcare Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Acadia Healthcare Stock:
Check out Acadia Healthcare Correlation, Acadia Healthcare Volatility and Acadia Healthcare Alpha and Beta module to complement your research on Acadia Healthcare.
For information on how to trade Acadia Stock refer to our How to Trade Acadia Stock guide.
Note that the Acadia Healthcare information on this page should be used as a complementary analysis to other Acadia Healthcare'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 Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.

Complementary Tools for Acadia Stock analysis

When running Acadia Healthcare's price analysis, check to measure Acadia Healthcare'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 Acadia Healthcare is operating at the current time. Most of Acadia Healthcare's value examination focuses on studying past and present price action to predict the probability of Acadia Healthcare's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Acadia Healthcare's price. Additionally, you may evaluate how the addition of Acadia Healthcare to your portfolios can decrease your overall portfolio volatility.
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Acadia Healthcare 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.
A focus of Acadia Healthcare technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Acadia Healthcare trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...