Hexcel Stock Market Value
| HXL Stock | USD 65.20 0.90 1.36% |
| Symbol | Hexcel |
Hexcel 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 Hexcel. If investors know Hexcel 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 Hexcel 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 0.085 | Earnings Share 1.59 | Revenue Per Share | Quarterly Revenue Growth 0.088 | Return On Assets |
The market value of Hexcel is measured differently than its book value, which is the value of Hexcel that is recorded on the company's balance sheet. Investors also form their own opinion of Hexcel's value that differs from its market value or its book value, called intrinsic value, which is Hexcel'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 Hexcel's market value can be influenced by many factors that don't directly affect Hexcel'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 Hexcel's value and its price as these two are different measures arrived at by different means. Investors typically determine if Hexcel is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hexcel'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.
Hexcel '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 Hexcel'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 Hexcel.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in Hexcel on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Hexcel or generate 0.0% return on investment in Hexcel over 30 days. Hexcel is related to or competes with Ducommun Incorporated, Mercury Systems, Woodward, AAR Corp, Curtiss Wright, Moog, and Park Electrochemical. Hexcel Corporation, together with its subsidiaries, develops, manufactures, and markets structural materials for use in ... More
Hexcel 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 Hexcel'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 Hexcel upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.75 | |||
| Information Ratio | 0.0016 | |||
| Maximum Drawdown | 8.49 | |||
| Value At Risk | (3.13) | |||
| Potential Upside | 2.81 |
Hexcel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hexcel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hexcel's standard deviation. In reality, there are many statistical measures that can use Hexcel historical prices to predict the future Hexcel's volatility.| Risk Adjusted Performance | 0.0453 | |||
| Jensen Alpha | 0.02 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0016 | |||
| Treynor Ratio | 0.0954 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Hexcel'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.
Hexcel Backtested Returns
As of now, Hexcel Stock is very steady. Hexcel holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Hexcel, which you can use to evaluate the volatility of the firm. Please check out Hexcel's Market Risk Adjusted Performance of 0.1054, risk adjusted performance of 0.0453, and Downside Deviation of 1.75 to validate if the risk estimate we provide is consistent with the expected return of 0.18%. Hexcel has a performance score of 8 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.75, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Hexcel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hexcel is expected to be smaller as well. Hexcel right now retains a risk of 1.64%. Please check out Hexcel downside variance, as well as the relationship between the accumulation distribution and market facilitation index , to decide if Hexcel will be following its current trending patterns.
Auto-correlation | -0.51 |
Good reverse predictability
Hexcel has good reverse predictability. Overlapping area represents the amount of predictability between Hexcel time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 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 Hexcel price movement. The serial correlation of -0.51 indicates that about 51.0% of current Hexcel price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 2.51 |
Hexcel lagged returns against current returns
Autocorrelation, which is Hexcel 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 Hexcel's stock expected returns. We can calculate the autocorrelation of Hexcel returns to help us make a trade decision. For example, suppose you find that Hexcel 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 |
Hexcel 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 Hexcel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hexcel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hexcel stock over time.
Current vs Lagged Prices |
| Timeline |
Hexcel Lagged Returns
When evaluating Hexcel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hexcel stock have on its future price. Hexcel 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, Hexcel autocorrelation shows the relationship between Hexcel stock current value and its past values and can show if there is a momentum factor associated with investing in Hexcel.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Hexcel Correlation, Hexcel Volatility and Hexcel Alpha and Beta module to complement your research on Hexcel. For more information on how to buy Hexcel Stock please use our How to buy in Hexcel Stock guide.You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Hexcel 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.