Estee Lauder Companies Stock Market Value
| EL Stock | USD 144.41 0.40 0.28% |
| Symbol | Estee |
Estee Lauder Companies Price To Book Ratio
Is Estee Lauder'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 Estee Lauder. If investors know Estee 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 Estee Lauder 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 (0.20) | Dividend Share 2.64 | Earnings Share 1.28 | Revenue Per Share 42.303 | Quarterly Revenue Growth (0.07) |
The market value of Estee Lauder Companies is measured differently than its book value, which is the value of Estee that is recorded on the company's balance sheet. Investors also form their own opinion of Estee Lauder's value that differs from its market value or its book value, called intrinsic value, which is Estee Lauder'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 Estee Lauder's market value can be influenced by many factors that don't directly affect Estee Lauder'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 Estee Lauder's value and its price as these two are different measures arrived at by different means. Investors typically determine if Estee Lauder is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Estee Lauder'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.
Estee Lauder '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 Estee Lauder'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 Estee Lauder.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Estee Lauder on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Estee Lauder Companies or generate 0.0% return on investment in Estee Lauder over 30 days. Estee Lauder is related to or competes with Seneca Foods, Central Garden, Central Garden, Lifeway Foods, Seneca Foods, J J, and Aryzta AG. The Este Lauder Companies Inc. manufactures, markets, and sells skin care, makeup, fragrance, and hair care products wor... More
Estee Lauder 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 Estee Lauder'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 Estee Lauder Companies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.07 | |||
| Information Ratio | 0.0526 | |||
| Maximum Drawdown | 16.61 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 4.11 |
Estee Lauder Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Estee Lauder's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Estee Lauder's standard deviation. In reality, there are many statistical measures that can use Estee Lauder historical prices to predict the future Estee Lauder's volatility.| Risk Adjusted Performance | 0.0564 | |||
| Jensen Alpha | 0.1222 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0662 | |||
| Treynor Ratio | 0.1558 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Estee Lauder'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.
Estee Lauder Companies Backtested Returns
Estee Lauder appears to be very steady, given 3 months investment horizon. Estee Lauder Companies secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the company had a 0.1% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Estee Lauder Companies, which you can use to evaluate the volatility of the firm. Please utilize Estee Lauder's Downside Deviation of 2.07, coefficient of variation of 1267.33, and Mean Deviation of 1.86 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Estee Lauder holds a performance score of 8. The firm shows a Beta (market volatility) of 1.26, which means 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, Estee Lauder will likely underperform. Please check Estee Lauder's semi variance, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Estee Lauder's price patterns will revert.
Auto-correlation | -0.85 |
Excellent reverse predictability
Estee Lauder Companies has excellent reverse predictability. Overlapping area represents the amount of predictability between Estee Lauder time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th 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 Estee Lauder Companies price movement. The serial correlation of -0.85 indicates that around 85.0% of current Estee Lauder price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.85 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 14.89 |
Estee Lauder Companies lagged returns against current returns
Autocorrelation, which is Estee Lauder 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 Estee Lauder's stock expected returns. We can calculate the autocorrelation of Estee Lauder returns to help us make a trade decision. For example, suppose you find that Estee Lauder 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 |
Estee Lauder 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 Estee Lauder stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Estee Lauder stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Estee Lauder stock over time.
Current vs Lagged Prices |
| Timeline |
Estee Lauder Lagged Returns
When evaluating Estee Lauder's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Estee Lauder stock have on its future price. Estee Lauder 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, Estee Lauder autocorrelation shows the relationship between Estee Lauder stock current value and its past values and can show if there is a momentum factor associated with investing in Estee Lauder Companies.
Regressed Prices |
| Timeline |
Estee Lauder Investors Sentiment
The influence of Estee Lauder'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 Estee. 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 Estee Lauder's public news can be used to forecast risks associated with an investment in Estee. The trend in average sentiment can be used to explain how an investor holding Estee can time the market purely based on public headlines and social activities around Estee Lauder Companies. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Estee Lauder'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 Estee Lauder'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 Estee Lauder's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Estee Lauder.
Estee Lauder Implied Volatility | 72.99 |
Estee Lauder's implied volatility exposes the market's sentiment of Estee Lauder Companies stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Estee Lauder'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 Estee Lauder stock will not fluctuate a lot when Estee Lauder'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 Estee Lauder 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, Estee Lauder's short interest history, or implied volatility extrapolated from Estee Lauder options trading.
Pair Trading with Estee Lauder
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 Estee Lauder 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 Estee Lauder will appreciate offsetting losses from the drop in the long position's value.Moving together with Estee Stock
| 0.78 | CL | Colgate Palmolive Earnings Call This Week | PairCorr |
| 0.79 | PG | Procter Gamble Earnings Call Today | PairCorr |
| 0.65 | UL | Unilever PLC ADR Earnings Call This Week | PairCorr |
Moving against Estee Stock
| 0.67 | NUS | Nu Skin Enterprises Financial Report 1st of May 2024 | PairCorr |
| 0.64 | YSG | Yatsen Holding Financial Report 21st of May 2024 | PairCorr |
| 0.45 | ACU | Acme United Earnings Call Today | PairCorr |
| 0.45 | NWL | Newell Brands Earnings Call This Week | PairCorr |
The ability to find closely correlated positions to Estee Lauder could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Estee Lauder 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 Estee Lauder - 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 Estee Lauder Companies to buy it.
The correlation of Estee Lauder is a statistical measure of how it moves in relation to other instruments. 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 Estee Lauder moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Estee Lauder Companies 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 Estee Lauder 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.Check out Estee Lauder Correlation, Estee Lauder Volatility and Estee Lauder Alpha and Beta module to complement your research on Estee Lauder. You can also try the AI Investment Finder module to use AI to screen and filter profitable investment opportunities.
Complementary Tools for Estee Stock analysis
When running Estee Lauder's price analysis, check to measure Estee Lauder'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 Estee Lauder is operating at the current time. Most of Estee Lauder's value examination focuses on studying past and present price action to predict the probability of Estee Lauder's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Estee Lauder's price. Additionally, you may evaluate how the addition of Estee Lauder to your portfolios can decrease your overall portfolio volatility.
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Estee Lauder 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.