H2o America Stock Market Value
| HTO Stock | 48.83 0.57 1.15% |
| Symbol | H2O |
H2O America Price To Book Ratio
Is Water Utilities 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 H2O America. If investors know H2O 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 H2O America 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 0.361 | Dividend Share 1.62 | Earnings Share 3 | Revenue Per Share | Quarterly Revenue Growth 0.122 |
The market value of H2O America is measured differently than its book value, which is the value of H2O that is recorded on the company's balance sheet. Investors also form their own opinion of H2O America's value that differs from its market value or its book value, called intrinsic value, which is H2O America'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 H2O America's market value can be influenced by many factors that don't directly affect H2O America'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 H2O America's value and its price as these two are different measures arrived at by different means. Investors typically determine if H2O America is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, H2O America'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.
H2O America '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 H2O America'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 H2O America.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in H2O America on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding H2O America or generate 0.0% return on investment in H2O America over 30 days. H2O America is related to or competes with Empresa Distribuidora, Northwest Natural, Select Energy, Companhia Paranaense, California Water, Middlesex Water, and Suburban Propane. H2O America is entity of United States. It is traded as Stock on NASDAQ exchange. More
H2O America 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 H2O America'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 H2O America upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.78 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 7.82 | |||
| Value At Risk | (2.90) | |||
| Potential Upside | 2.31 |
H2O America Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for H2O America's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as H2O America's standard deviation. In reality, there are many statistical measures that can use H2O America historical prices to predict the future H2O America's volatility.| Risk Adjusted Performance | 0.0257 | |||
| Jensen Alpha | 0.0172 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.141 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of H2O America'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.
H2O America Backtested Returns
As of now, H2O Stock is very steady. H2O America holds Efficiency (Sharpe) Ratio of 0.0342, which attests that the company had a 0.0342 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for H2O America, which you can use to evaluate the volatility of the entity. Please check out H2O America's semi deviation of 1.74, and Market Risk Adjusted Performance of 0.151 to validate if the risk estimate we provide is consistent with the expected return of 0.0532%. H2O America has a performance score of 2 on a scale of 0 to 100. The firm retains a Market Volatility (i.e., Beta) of 0.24, which attests to not very significant fluctuations relative to the market. As returns on the market increase, H2O America's returns are expected to increase less than the market. However, during the bear market, the loss of holding H2O America is expected to be smaller as well. H2O America at this moment retains a risk of 1.56%. Please check out H2O America maximum drawdown, as well as the relationship between the expected short fall and rate of daily change , to decide if H2O America will be following its current trending patterns.
Auto-correlation | -0.04 |
Very weak reverse predictability
H2O America has very weak reverse predictability. Overlapping area represents the amount of predictability between H2O America time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of H2O America price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current H2O America price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
H2O America lagged returns against current returns
Autocorrelation, which is H2O America 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 H2O America's stock expected returns. We can calculate the autocorrelation of H2O America returns to help us make a trade decision. For example, suppose you find that H2O America 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 |
H2O America 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 H2O America stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if H2O America stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in H2O America stock over time.
Current vs Lagged Prices |
| Timeline |
H2O America Lagged Returns
When evaluating H2O America's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of H2O America stock have on its future price. H2O America 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, H2O America autocorrelation shows the relationship between H2O America stock current value and its past values and can show if there is a momentum factor associated with investing in H2O America.
Regressed Prices |
| Timeline |
Pair Trading with H2O America
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if H2O America position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in H2O America will appreciate offsetting losses from the drop in the long position's value.Moving against H2O Stock
| 0.63 | 688101 | Suntar Environmental | PairCorr |
| 0.47 | 000695 | Tianjin Binhai Energy | PairCorr |
| 0.36 | RWL | Rubicon Water | PairCorr |
| 0.31 | SBS | Companhia de Saneamento | PairCorr |
The ability to find closely correlated positions to H2O America could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace H2O America when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back H2O America - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling H2O America to buy it.
The correlation of H2O America is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as H2O America moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if H2O America moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for H2O America can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out H2O America Correlation, H2O America Volatility and H2O America Alpha and Beta module to complement your research on H2O America. To learn how to invest in H2O Stock, please use our How to Invest in H2O America guide.You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
H2O America 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.