Estee Lauder Companies Stock Market Value
| EL Stock | USD 69.93 3.09 4.62% |
| Symbol | Estee |
Estee Lauder Companies Price To Book Ratio
Is Personal Care Products 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 Estee Lauder. If investors know Estee 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 Estee Lauder 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 1.116 | Dividend Share 2.64 | Earnings Share 0.56 | Revenue Per Share 43.003 | Quarterly Revenue Growth (0.04) |
The market value of Estee Lauder Companies is measured differently than its book value, which is the value of Estee that is recorded on the company's balance sheet. Investors also form their own opinion of Estee Lauder's value that differs from its market value or its book value, called intrinsic value, which is Estee Lauder'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 Estee Lauder's market value can be influenced by many factors that don't directly affect Estee Lauder'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 Estee Lauder's value and its price as these two are different measures arrived at by different means. Investors typically determine if Estee Lauder is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Estee Lauder'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.
Estee Lauder '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 Estee Lauder'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 Estee Lauder.
| 06/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Estee Lauder on June 4, 2023 and sell it all today you would earn a total of 0.00 from holding Estee Lauder Companies or generate 0.0% return on investment in Estee Lauder over 540 days. Estee Lauder is related to or competes with Honest, Hims Hers, Procter Gamble, Kimberly Clark, Colgate Palmolive, Unilever PLC, and Clorox. The Este Lauder Companies Inc. manufactures, markets, and sells skin care, makeup, fragrance, and hair care products wor... More
Estee Lauder 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 Estee Lauder'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 Estee Lauder Companies upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 30.9 | |||
| Value At Risk | (3.42) | |||
| Potential Upside | 4.62 |
Estee Lauder Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Estee Lauder's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Estee Lauder's standard deviation. In reality, there are many statistical measures that can use Estee Lauder historical prices to predict the future Estee Lauder's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.43) | |||
| Total Risk Alpha | (0.89) | |||
| Treynor Ratio | (0.43) |
Estee Lauder Companies Backtested Returns
Estee Lauder Companies secures Sharpe Ratio (or Efficiency) of -0.1, which denotes the company had a -0.1% return per unit of risk over the last 3 months. Estee Lauder Companies exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Estee Lauder's Mean Deviation of 1.95, standard deviation of 3.49, and Variance of 12.19 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.79, which means possible diversification benefits within a given portfolio. As returns on the market increase, Estee Lauder's returns are expected to increase less than the market. However, during the bear market, the loss of holding Estee Lauder is expected to be smaller as well. At this point, Estee Lauder Companies has a negative expected return of -0.37%. Please make sure to confirm Estee Lauder's skewness, as well as the relationship between the rate of daily change and price action indicator , to decide if Estee Lauder Companies performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.79 |
Good predictability
Estee Lauder Companies has good predictability. Overlapping area represents the amount of predictability between Estee Lauder time series from 4th of June 2023 to 29th of February 2024 and 29th of February 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 Estee Lauder Companies price movement. The serial correlation of 0.79 indicates that around 79.0% of current Estee Lauder price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 642.95 |
Estee Lauder Companies lagged returns against current returns
Autocorrelation, which is Estee Lauder 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 Estee Lauder's stock expected returns. We can calculate the autocorrelation of Estee Lauder returns to help us make a trade decision. For example, suppose you find that Estee Lauder 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 |
Estee Lauder 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 Estee Lauder stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Estee Lauder stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Estee Lauder stock over time.
Current vs Lagged Prices |
| Timeline |
Estee Lauder Lagged Returns
When evaluating Estee Lauder's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Estee Lauder stock have on its future price. Estee Lauder 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, Estee Lauder autocorrelation shows the relationship between Estee Lauder stock current value and its past values and can show if there is a momentum factor associated with investing in Estee Lauder Companies.
Regressed Prices |
| Timeline |
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Estee Lauder 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.