Installed Building Products Stock Market Value
| IBP Stock | USD 223.43 2.09 0.94% |
| Symbol | Installed |
Installed Building Price To Book Ratio
Is Installed Building'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 Installed Building. If investors know Installed 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 Installed Building 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 (0.05) | Dividend Share 1.32 | Earnings Share 8.61 | Revenue Per Share 98.666 | Quarterly Revenue Growth 0.05 |
The market value of Installed Building is measured differently than its book value, which is the value of Installed that is recorded on the company's balance sheet. Investors also form their own opinion of Installed Building's value that differs from its market value or its book value, called intrinsic value, which is Installed Building'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 Installed Building's market value can be influenced by many factors that don't directly affect Installed Building'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 Installed Building's value and its price as these two are different measures arrived at by different means. Investors typically determine if Installed Building is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Installed Building'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.
Installed Building '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 Installed Building'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 Installed Building.
| 07/28/2023 |
| 04/23/2024 |
If you would invest 0.00 in Installed Building on July 28, 2023 and sell it all today you would earn a total of 0.00 from holding Installed Building Products or generate 0.0% return on investment in Installed Building over 270 days. Installed Building is related to or competes with Century Communities, MI Homes, Taylor Morn, TRI Pointe, Beazer Homes, LGI Homes, and Meritage. Installed Building Products, Inc., together with its subsidiaries, engages in the installation of insulation, waterproof... More
Installed Building 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 Installed Building'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 Installed Building Products upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.4 | |||
| Information Ratio | 0.0963 | |||
| Maximum Drawdown | 15.64 | |||
| Value At Risk | (3.70) | |||
| Potential Upside | 3.66 |
Installed Building Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Installed Building's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Installed Building's standard deviation. In reality, there are many statistical measures that can use Installed Building historical prices to predict the future Installed Building's volatility.| Risk Adjusted Performance | 0.0872 | |||
| Jensen Alpha | 0.1138 | |||
| Total Risk Alpha | 0.0074 | |||
| Sortino Ratio | 0.1015 | |||
| Treynor Ratio | 0.1173 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Installed Building'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.
Installed Building Backtested Returns
Installed Building appears to be very steady, given 3 months investment horizon. Installed Building holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Installed Building, which you can use to evaluate the volatility of the firm. Please utilize Installed Building's Downside Deviation of 2.4, market risk adjusted performance of 0.1273, and Risk Adjusted Performance of 0.0872 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Installed Building holds a performance score of 11. The company retains a Market Volatility (i.e., Beta) of 2.71, which attests to 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, Installed Building will likely underperform. Please check Installed Building's semi variance, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Installed Building's current trending patterns will revert.
Auto-correlation | -0.5 |
Modest reverse predictability
Installed Building Products has modest reverse predictability. Overlapping area represents the amount of predictability between Installed Building time series from 28th of July 2023 to 10th of December 2023 and 10th of December 2023 to 23rd 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 Installed Building price movement. The serial correlation of -0.5 indicates that about 50.0% of current Installed Building price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 854.31 |
Installed Building lagged returns against current returns
Autocorrelation, which is Installed Building 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 Installed Building's stock expected returns. We can calculate the autocorrelation of Installed Building returns to help us make a trade decision. For example, suppose you find that Installed Building 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 |
Installed Building 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 Installed Building stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Installed Building stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Installed Building stock over time.
Current vs Lagged Prices |
| Timeline |
Installed Building Lagged Returns
When evaluating Installed Building's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Installed Building stock have on its future price. Installed Building 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, Installed Building autocorrelation shows the relationship between Installed Building stock current value and its past values and can show if there is a momentum factor associated with investing in Installed Building Products.
Regressed Prices |
| Timeline |
Installed Building Investors Sentiment
The influence of Installed Building'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 Installed. 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 Installed Building's public news can be used to forecast risks associated with an investment in Installed. The trend in average sentiment can be used to explain how an investor holding Installed can time the market purely based on public headlines and social activities around Installed Building Products. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Installed Building'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 Installed Building'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 Installed Building's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Installed Building.
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 Installed Building 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, Installed Building's short interest history, or implied volatility extrapolated from Installed Building options trading.
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Try AI Portfolio ArchitectCheck out Installed Building Correlation, Installed Building Volatility and Installed Building Alpha and Beta module to complement your research on Installed Building. Note that the Installed Building information on this page should be used as a complementary analysis to other Installed Building'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 Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Complementary Tools for Installed Stock analysis
When running Installed Building's price analysis, check to measure Installed Building'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 Installed Building is operating at the current time. Most of Installed Building's value examination focuses on studying past and present price action to predict the probability of Installed Building's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Installed Building's price. Additionally, you may evaluate how the addition of Installed Building to your portfolios can decrease your overall portfolio volatility.
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| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
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Installed Building 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.