Borgwarner Stock Market Value
| BWA Stock | USD 34.12 0.36 1.07% |
| Symbol | BorgWarner |
BorgWarner Price To Book Ratio
Is Automotive Parts & Equipment 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 BorgWarner. If investors know BorgWarner 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 BorgWarner 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 3.909 | Dividend Share 0.44 | Earnings Share 4.04 | Revenue Per Share 62.37 | Quarterly Revenue Growth (0.05) |
The market value of BorgWarner is measured differently than its book value, which is the value of BorgWarner that is recorded on the company's balance sheet. Investors also form their own opinion of BorgWarner's value that differs from its market value or its book value, called intrinsic value, which is BorgWarner'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 BorgWarner's market value can be influenced by many factors that don't directly affect BorgWarner'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 BorgWarner's value and its price as these two are different measures arrived at by different means. Investors typically determine if BorgWarner is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BorgWarner'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.
BorgWarner '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 BorgWarner'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 BorgWarner.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in BorgWarner on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding BorgWarner or generate 0.0% return on investment in BorgWarner over 720 days. BorgWarner is related to or competes with LKQ, and Commercial Vehicle. BorgWarner Inc. provides solutions for combustion, hybrid, and electric vehicles worldwide More
BorgWarner 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 BorgWarner'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 BorgWarner upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.67 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 7.85 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 2.84 |
BorgWarner Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BorgWarner's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BorgWarner's standard deviation. In reality, there are many statistical measures that can use BorgWarner historical prices to predict the future BorgWarner's volatility.| Risk Adjusted Performance | 0.0392 | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0532 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BorgWarner'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.
BorgWarner Backtested Returns
At this point, BorgWarner is very steady. BorgWarner secures Sharpe Ratio (or Efficiency) of 0.0242, which signifies that the company had a 0.0242% return per unit of risk over the last 3 months. We have found thirty technical indicators for BorgWarner, which you can use to evaluate the volatility of the firm. Please confirm BorgWarner's Downside Deviation of 1.67, mean deviation of 1.31, and Risk Adjusted Performance of 0.0392 to double-check if the risk estimate we provide is consistent with the expected return of 0.0407%. BorgWarner has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.22, 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, BorgWarner will likely underperform. BorgWarner right now shows a risk of 1.68%. Please confirm BorgWarner sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to decide if BorgWarner will be following its price patterns.
Auto-correlation | -0.42 |
Modest reverse predictability
BorgWarner has modest reverse predictability. Overlapping area represents the amount of predictability between BorgWarner time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 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 BorgWarner price movement. The serial correlation of -0.42 indicates that just about 42.0% of current BorgWarner price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 2.55 |
BorgWarner lagged returns against current returns
Autocorrelation, which is BorgWarner 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 BorgWarner's stock expected returns. We can calculate the autocorrelation of BorgWarner returns to help us make a trade decision. For example, suppose you find that BorgWarner 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 |
BorgWarner 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 BorgWarner stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BorgWarner stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BorgWarner stock over time.
Current vs Lagged Prices |
| Timeline |
BorgWarner Lagged Returns
When evaluating BorgWarner's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BorgWarner stock have on its future price. BorgWarner 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, BorgWarner autocorrelation shows the relationship between BorgWarner stock current value and its past values and can show if there is a momentum factor associated with investing in BorgWarner.
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 BorgWarner offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of BorgWarner'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 Borgwarner Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Borgwarner Stock:Check out BorgWarner Correlation, BorgWarner Volatility and BorgWarner Alpha and Beta module to complement your research on BorgWarner. For information on how to trade BorgWarner Stock refer to our How to Trade BorgWarner Stock guide.You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
BorgWarner 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.