Beazer Homes Usa Stock Market Value
| BZH Stock | USD 34.13 1.10 3.33% |
| Symbol | Beazer |
Beazer Homes USA Price To Book Ratio
Is Household Durables 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 Beazer Homes. If investors know Beazer 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 Beazer Homes 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 (0.38) | Earnings Share 4.53 | Revenue Per Share 70.965 | Quarterly Revenue Growth 0.04 | Return On Assets 0.0374 |
The market value of Beazer Homes USA is measured differently than its book value, which is the value of Beazer that is recorded on the company's balance sheet. Investors also form their own opinion of Beazer Homes' value that differs from its market value or its book value, called intrinsic value, which is Beazer Homes' 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 Beazer Homes' market value can be influenced by many factors that don't directly affect Beazer Homes' 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 Beazer Homes' value and its price as these two are different measures arrived at by different means. Investors typically determine if Beazer Homes is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Beazer Homes' 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.
Beazer Homes '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 Beazer Homes' 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 Beazer Homes.
| 02/29/2024 |
| 11/25/2024 |
If you would invest 0.00 in Beazer Homes on February 29, 2024 and sell it all today you would earn a total of 0.00 from holding Beazer Homes USA or generate 0.0% return on investment in Beazer Homes over 270 days. Beazer Homes is related to or competes with KB Home, MI Homes, Taylor Morn, Lennar, TRI Pointe, Century Communities, and Meritage. Beazer Homes USA, Inc. operates as a homebuilder in the United States More
Beazer Homes 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 Beazer Homes' 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 Beazer Homes USA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.33 | |||
| Information Ratio | 0.0142 | |||
| Maximum Drawdown | 12.19 | |||
| Value At Risk | (3.93) | |||
| Potential Upside | 4.14 |
Beazer Homes Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Beazer Homes' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Beazer Homes' standard deviation. In reality, there are many statistical measures that can use Beazer Homes historical prices to predict the future Beazer Homes' volatility.| Risk Adjusted Performance | 0.0602 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | 0.0144 | |||
| Treynor Ratio | 0.1195 |
Beazer Homes USA Backtested Returns
Beazer Homes is very steady at the moment. Beazer Homes USA secures Sharpe Ratio (or Efficiency) of 0.0619, which signifies that the company had a 0.0619% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Beazer Homes USA, which you can use to evaluate the volatility of the firm. Please confirm Beazer Homes' mean deviation of 1.75, and Risk Adjusted Performance of 0.0602 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. Beazer Homes has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.29, 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, Beazer Homes will likely underperform. Beazer Homes USA right now shows a risk of 2.33%. Please confirm Beazer Homes USA coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if Beazer Homes USA will be following its price patterns.
Auto-correlation | -0.39 |
Poor reverse predictability
Beazer Homes USA has poor reverse predictability. Overlapping area represents the amount of predictability between Beazer Homes time series from 29th of February 2024 to 13th of July 2024 and 13th of July 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 Beazer Homes USA price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Beazer Homes price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 3.55 |
Beazer Homes USA lagged returns against current returns
Autocorrelation, which is Beazer Homes 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 Beazer Homes' stock expected returns. We can calculate the autocorrelation of Beazer Homes returns to help us make a trade decision. For example, suppose you find that Beazer Homes 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 |
Beazer Homes 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 Beazer Homes stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Beazer Homes stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Beazer Homes stock over time.
Current vs Lagged Prices |
| Timeline |
Beazer Homes Lagged Returns
When evaluating Beazer Homes' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Beazer Homes stock have on its future price. Beazer Homes 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, Beazer Homes autocorrelation shows the relationship between Beazer Homes stock current value and its past values and can show if there is a momentum factor associated with investing in Beazer Homes USA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Beazer Homes USA offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Beazer Homes' 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 Beazer Homes Usa Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Beazer Homes Usa Stock:Check out Beazer Homes Correlation, Beazer Homes Volatility and Beazer Homes Alpha and Beta module to complement your research on Beazer Homes. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Beazer Homes 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.