Huntington Ingalls Industries Stock Market Value
| HII Stock | USD 190.25 1.36 0.71% |
| Symbol | Huntington |
Huntington Ingalls Price To Book Ratio
Is Aerospace & Defense 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 Huntington Ingalls. If investors know Huntington 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 Huntington Ingalls 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 (0.31) | Dividend Share 5.2 | Earnings Share 17.7 | Revenue Per Share 296.218 | Quarterly Revenue Growth (0.02) |
The market value of Huntington Ingalls is measured differently than its book value, which is the value of Huntington that is recorded on the company's balance sheet. Investors also form their own opinion of Huntington Ingalls' value that differs from its market value or its book value, called intrinsic value, which is Huntington Ingalls' 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 Huntington Ingalls' market value can be influenced by many factors that don't directly affect Huntington Ingalls' 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 Huntington Ingalls' value and its price as these two are different measures arrived at by different means. Investors typically determine if Huntington Ingalls is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Huntington Ingalls' 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.
Huntington Ingalls '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 Huntington Ingalls' 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 Huntington Ingalls.
| 05/25/2024 |
| 11/21/2024 |
If you would invest 0.00 in Huntington Ingalls on May 25, 2024 and sell it all today you would earn a total of 0.00 from holding Huntington Ingalls Industries or generate 0.0% return on investment in Huntington Ingalls over 180 days. Huntington Ingalls is related to or competes with Lockheed Martin, Raytheon Technologies, L3Harris Technologies, Northrop Grumman, Boeing, Curtiss Wright, and Hexcel. Huntington Ingalls Industries, Inc. engages in designing, building, overhauling, and repairing military ships in the Uni... More
Huntington Ingalls 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 Huntington Ingalls' 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 Huntington Ingalls Industries upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 28.75 | |||
| Value At Risk | (2.65) | |||
| Potential Upside | 2.31 |
Huntington Ingalls Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Huntington Ingalls' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Huntington Ingalls' standard deviation. In reality, there are many statistical measures that can use Huntington Ingalls historical prices to predict the future Huntington Ingalls' volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.65) | |||
| Total Risk Alpha | (0.89) | |||
| Treynor Ratio | (0.26) |
Huntington Ingalls Backtested Returns
Huntington Ingalls holds Efficiency (Sharpe) Ratio of -0.14, which attests that the entity had a -0.14% return per unit of risk over the last 3 months. Huntington Ingalls exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Huntington Ingalls' Standard Deviation of 3.55, risk adjusted performance of (0.09), and Market Risk Adjusted Performance of (0.25) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 1.86, which attests to 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, Huntington Ingalls will likely underperform. At this point, Huntington Ingalls has a negative expected return of -0.49%. Please make sure to check out Huntington Ingalls' accumulation distribution, and the relationship between the value at risk and day typical price , to decide if Huntington Ingalls performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.47 |
Modest reverse predictability
Huntington Ingalls Industries has modest reverse predictability. Overlapping area represents the amount of predictability between Huntington Ingalls time series from 25th of May 2024 to 23rd of August 2024 and 23rd of August 2024 to 21st 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 Huntington Ingalls price movement. The serial correlation of -0.47 indicates that about 47.0% of current Huntington Ingalls price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 832.41 |
Huntington Ingalls lagged returns against current returns
Autocorrelation, which is Huntington Ingalls 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 Huntington Ingalls' stock expected returns. We can calculate the autocorrelation of Huntington Ingalls returns to help us make a trade decision. For example, suppose you find that Huntington Ingalls 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 |
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Huntington Ingalls 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 Huntington Ingalls stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Huntington Ingalls stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Huntington Ingalls stock over time.
Current vs Lagged Prices |
| Timeline |
Huntington Ingalls Lagged Returns
When evaluating Huntington Ingalls' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Huntington Ingalls stock have on its future price. Huntington Ingalls 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, Huntington Ingalls autocorrelation shows the relationship between Huntington Ingalls stock current value and its past values and can show if there is a momentum factor associated with investing in Huntington Ingalls Industries.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether Huntington Ingalls offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Huntington Ingalls' 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 Huntington Ingalls Industries Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Huntington Ingalls Industries Stock:Check out Huntington Ingalls Correlation, Huntington Ingalls Volatility and Huntington Ingalls Alpha and Beta module to complement your research on Huntington Ingalls. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Huntington Ingalls 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.