The Andersons Stock Market Value
| ANDE Stock | USD 49.10 0.89 1.85% |
| Symbol | Andersons |
Andersons Price To Book Ratio
Is Consumer Staples Distribution & Retail space 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 Andersons. If investors know Andersons 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 Andersons 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 1.857 | Dividend Share 0.75 | Earnings Share 3.49 | Revenue Per Share 334.204 | Quarterly Revenue Growth (0.28) |
The market value of Andersons is measured differently than its book value, which is the value of Andersons that is recorded on the company's balance sheet. Investors also form their own opinion of Andersons' value that differs from its market value or its book value, called intrinsic value, which is Andersons' 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 Andersons' market value can be influenced by many factors that don't directly affect Andersons' 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 Andersons' value and its price as these two are different measures arrived at by different means. Investors typically determine if Andersons is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Andersons' 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.
Andersons '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 Andersons' 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 Andersons.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Andersons on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding The Andersons or generate 0.0% return on investment in Andersons over 30 days. Andersons is related to or competes with Calavo Growers, SpartanNash, Chefs Warehouse, Hf Foods, Performance Food, US Foods, and Mission Produce. The Andersons, Inc., an agriculture company, operates in trade, renewables, and plant nutrient sectors in the United Sta... More
Andersons 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 Andersons' 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 The Andersons upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.88 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 15.56 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 2.61 |
Andersons Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Andersons' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Andersons' standard deviation. In reality, there are many statistical measures that can use Andersons historical prices to predict the future Andersons' volatility.| Risk Adjusted Performance | 0.0102 | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.35) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 3.0E-4 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Andersons' 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.
Andersons Backtested Returns
Andersons secures Sharpe Ratio (or Efficiency) of -0.013, which signifies that the company had a -0.013% return per unit of standard deviation over the last 3 months. The Andersons exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Andersons' Semi Deviation of 1.84, risk adjusted performance of 0.0102, and Mean Deviation of 1.44 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.83, 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, Andersons will likely underperform. At this point, Andersons has a negative expected return of -0.0294%. Please make sure to confirm Andersons' treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if Andersons performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.49 |
Average predictability
The Andersons has average predictability. Overlapping area represents the amount of predictability between Andersons time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th of November 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 Andersons price movement. The serial correlation of 0.49 indicates that about 49.0% of current Andersons price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.48 |
Andersons lagged returns against current returns
Autocorrelation, which is Andersons 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 Andersons' stock expected returns. We can calculate the autocorrelation of Andersons returns to help us make a trade decision. For example, suppose you find that Andersons 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 |
Andersons 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 Andersons stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Andersons stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Andersons stock over time.
Current vs Lagged Prices |
| Timeline |
Andersons Lagged Returns
When evaluating Andersons' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Andersons stock have on its future price. Andersons 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, Andersons autocorrelation shows the relationship between Andersons stock current value and its past values and can show if there is a momentum factor associated with investing in The Andersons.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Andersons is a strong investment it is important to analyze Andersons' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Andersons' future performance. For an informed investment choice regarding Andersons Stock, refer to the following important reports:Check out Andersons Correlation, Andersons Volatility and Andersons Alpha and Beta module to complement your research on Andersons. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Andersons 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.