International Flavors Fragrances Stock Market Value
| IFF Stock | USD 89.78 0.94 1.06% |
| Symbol | International |
International Flavors Price To Book Ratio
Is Specialty Chemicals 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 International Flavors. If investors know International 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 International Flavors 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 1.346 | Dividend Share 2.01 | Earnings Share (9.08) | Revenue Per Share 44.769 | Quarterly Revenue Growth 0.037 |
The market value of International Flavors is measured differently than its book value, which is the value of International that is recorded on the company's balance sheet. Investors also form their own opinion of International Flavors' value that differs from its market value or its book value, called intrinsic value, which is International Flavors' 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 International Flavors' market value can be influenced by many factors that don't directly affect International Flavors' 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 International Flavors' value and its price as these two are different measures arrived at by different means. Investors typically determine if International Flavors is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, International Flavors' 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.
International Flavors '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 International Flavors' 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 International Flavors.
| 05/26/2024 |
| 11/22/2024 |
If you would invest 0.00 in International Flavors on May 26, 2024 and sell it all today you would earn a total of 0.00 from holding International Flavors Fragrances or generate 0.0% return on investment in International Flavors over 180 days. International Flavors is related to or competes with LyondellBasell Industries, Cabot, Westlake Chemical, Air Products, Eastman Chemical, Sherwin Williams, and PPG Industries. International Flavors Fragrances Inc., together with its subsidiaries, manufactures and sells cosmetic active and natura... More
International Flavors 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 International Flavors' 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 International Flavors Fragrances upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 14.05 | |||
| Value At Risk | (1.95) | |||
| Potential Upside | 2.41 |
International Flavors Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for International Flavors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as International Flavors' standard deviation. In reality, there are many statistical measures that can use International Flavors historical prices to predict the future International Flavors' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | 0.1658 |
International Flavors Backtested Returns
International Flavors holds Efficiency (Sharpe) Ratio of -0.0839, which attests that the entity had a -0.0839% return per unit of risk over the last 3 months. International Flavors exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out International Flavors' Standard Deviation of 1.85, market risk adjusted performance of 0.1758, and Risk Adjusted Performance of (0.04) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.8, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning International Flavors are expected to decrease at a much lower rate. During the bear market, International Flavors is likely to outperform the market. At this point, International Flavors has a negative expected return of -0.16%. Please make sure to check out International Flavors' daily balance of power, and the relationship between the skewness and day typical price , to decide if International Flavors performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.43 |
Modest reverse predictability
International Flavors Fragrances has modest reverse predictability. Overlapping area represents the amount of predictability between International Flavors time series from 26th of May 2024 to 24th of August 2024 and 24th of August 2024 to 22nd 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 International Flavors price movement. The serial correlation of -0.43 indicates that just about 43.0% of current International Flavors price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 30.7 |
International Flavors lagged returns against current returns
Autocorrelation, which is International Flavors 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 International Flavors' stock expected returns. We can calculate the autocorrelation of International Flavors returns to help us make a trade decision. For example, suppose you find that International Flavors 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 |
International Flavors 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 International Flavors stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if International Flavors stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in International Flavors stock over time.
Current vs Lagged Prices |
| Timeline |
International Flavors Lagged Returns
When evaluating International Flavors' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of International Flavors stock have on its future price. International Flavors 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, International Flavors autocorrelation shows the relationship between International Flavors stock current value and its past values and can show if there is a momentum factor associated with investing in International Flavors Fragrances.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether International Flavors is a strong investment it is important to analyze International Flavors' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact International Flavors' future performance. For an informed investment choice regarding International Stock, refer to the following important reports:Check out International Flavors Correlation, International Flavors Volatility and International Flavors Alpha and Beta module to complement your research on International Flavors. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
International Flavors 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.