U Haul Holding Stock Market Value
| UHAL Stock | USD 56.61 0.74 1.32% |
| Symbol | UHAL |
U-Haul Holding Valuation
Is U Haul'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 U Haul. If investors know UHAL 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 U Haul 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 (0.22) | Earnings Share 3.76 | Revenue Per Share 29.346 | Quarterly Revenue Growth (0.031) | Return On Assets 0.0422 |
The market value of U-Haul Holding is measured differently than its book value, which is the value of UHAL that is recorded on the company's balance sheet. Investors also form their own opinion of U Haul's value that differs from its market value or its book value, called intrinsic value, which is U Haul'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 U Haul's market value can be influenced by many factors that don't directly affect U Haul'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 U Haul's value and its price as these two are different measures arrived at by different means. Investors typically determine if U Haul is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, U Haul'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.
U Haul '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 U Haul'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 U Haul.
| 11/01/2023 |
| 12/01/2023 |
If you would invest 0.00 in U Haul on November 1, 2023 and sell it all today you would earn a total of 0.00 from holding U Haul Holding or generate 0.0% return on investment in U Haul over 30 days. U Haul is related to or competes with Air Lease, Vestis, Willis Lease, Aarons, AerCap Holdings, FlexShopper, and Fortress Transp. AMERCO operates as a do-it-yourself moving and storage operator for household and commercial goods in the United States ... More
U Haul 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 U Haul'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 U Haul Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.00801) | |||
| Maximum Drawdown | 6.94 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 1.85 |
U Haul Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for U Haul's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as U Haul's standard deviation. In reality, there are many statistical measures that can use U Haul historical prices to predict the future U Haul's volatility.| Risk Adjusted Performance | 0.0026 | |||
| Jensen Alpha | (0.011156) | |||
| Total Risk Alpha | (0.009699) | |||
| Treynor Ratio | (0.010241) |
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of U Haul'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 U Haul in the context of predictive analytics.
U-Haul Holding Backtested Returns
U-Haul Holding owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0044, which indicates the company had -0.0044% of return per unit of volatility over the last 3 months. Our approach to measuring the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. U Haul Holding exposes fifteen different technical indicators, which can help you to evaluate volatility embedded in its stock price that cannot be diversified away. Please validate U Haul Market Risk Adjusted Performance of (0.00024108), standard deviation of 1.55, and Risk Adjusted Performance of 0.0026 to confirm the risk estimate we provide. The firm has a beta of 1.469, 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, U Haul will likely underperform. U Haul Holding exposes fifteen different technical indicators, which can help you to evaluate its performance. U-Haul Holding has an expected return of -0.0067%. Please make sure to validate U Haul variance and value at risk to decide if U-Haul Holding performance from the past will be repeated sooner or later.
Auto-correlation | 0.76 |
Good predictability
U Haul Holding has good predictability. Overlapping area represents the amount of predictability between U Haul time series from 1st of November 2023 to 16th of November 2023 and 16th of November 2023 to 1st of December 2023. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of U-Haul Holding price movement. The serial correlation of 0.76 indicates that around 76.0% of current U Haul price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
U-Haul Holding lagged returns against current returns
Autocorrelation, which is U Haul 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 U Haul's stock expected returns. We can calculate the autocorrelation of U Haul returns to help us make a trade decision. For example, suppose you find that U Haul 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 |
U Haul 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 U Haul stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if U Haul stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in U Haul stock over time.
Current vs Lagged Prices |
| Timeline |
U Haul Lagged Returns
When evaluating U Haul's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of U Haul stock have on its future price. U Haul 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, U Haul autocorrelation shows the relationship between U Haul stock current value and its past values and can show if there is a momentum factor associated with investing in U Haul Holding.
Regressed Prices |
| Timeline |
U Haul Investors Sentiment
The influence of U Haul'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 UHAL. 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 U Haul's public news can be used to forecast risks associated with an investment in UHAL. The trend in average sentiment can be used to explain how an investor holding UHAL can time the market purely based on public headlines and social activities around U Haul Holding. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
U Haul'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 U Haul'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 U Haul's news discussions. The higher the estimated score, the more favorable is the investor's outlook on U Haul.
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 U Haul 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, U Haul's short interest history, or implied volatility extrapolated from U Haul options trading.
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Check out U Haul Correlation, U Haul Volatility and U Haul Alpha and Beta module to complement your research on U Haul. Note that the U-Haul Holding information on this page should be used as a complementary analysis to other U Haul'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 Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Complementary Tools for UHAL Stock analysis
When running U Haul's price analysis, check to measure U Haul'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 U Haul is operating at the current time. Most of U Haul's value examination focuses on studying past and present price action to predict the probability of U Haul's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move U Haul's price. Additionally, you may evaluate how the addition of U Haul to your portfolios can decrease your overall portfolio volatility.
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U Haul 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.