MSA Safety's market value is the price at which a share of MSA Safety trades on a public exchange. It measures the collective expectations of MSA Safety Incorporated investors about its performance. MSA Safety is trading at 156.00 as of the 15th of January 2025. This is a 1.96 percent increase since the beginning of the trading day. The stock's lowest day price was 156.0. With this module, you can estimate the performance of a buy and hold strategy of MSA Safety Incorporated and determine expected loss or profit from investing in MSA Safety over a given investment horizon. Check out MSA Safety Correlation, MSA Safety Volatility and MSA Safety Alpha and Beta module to complement your research on MSA Safety. For more detail on how to invest in MSA Stock please use our How to Invest in MSA Safety guide.
Please note, there is a significant difference between MSA Safety's value and its price as these two are different measures arrived at by different means. Investors typically determine if MSA Safety is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MSA Safety'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.
MSA Safety '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 MSA Safety'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 MSA Safety.
0.00
06/19/2024
No Change 0.00
0.0
In 6 months and 30 days
01/15/2025
0.00
If you would invest 0.00 in MSA Safety on June 19, 2024 and sell it all today you would earn a total of 0.00 from holding MSA Safety Incorporated or generate 0.0% return on investment in MSA Safety over 210 days. MSA Safety is related to or competes with Zoom Video, Ecotel Communication, Highlight Communications, Hemisphere Energy, COMPUTERSHARE, ADRIATIC METALS, and Shenandoah Telecommunicatio. MSA Safety Incorporated develops, manufactures, and supplies safety products that protect people and facility infrastruc... More
MSA Safety 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 MSA Safety'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 MSA Safety Incorporated upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for MSA Safety's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MSA Safety's standard deviation. In reality, there are many statistical measures that can use MSA Safety historical prices to predict the future MSA Safety's volatility.
MSA Safety retains Efficiency (Sharpe Ratio) of -0.0089, which conveys that the firm had a -0.0089% return per unit of return volatility over the last 3 months. MSA Safety exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MSA Safety's Downside Deviation of 1.59, mean deviation of 1.11, and Market Risk Adjusted Performance of 0.1874 to check out the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.0907, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MSA Safety's returns are expected to increase less than the market. However, during the bear market, the loss of holding MSA Safety is expected to be smaller as well. At this point, MSA Safety has a negative expected return of -0.0142%. Please make sure to verify MSA Safety's mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to decide if MSA Safety performance from the past will be repeated at future time.
Auto-correlation
-0.51
Good reverse predictability
MSA Safety Incorporated has good reverse predictability. Overlapping area represents the amount of predictability between MSA Safety time series from 19th of June 2024 to 2nd of October 2024 and 2nd of October 2024 to 15th of January 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 MSA Safety price movement. The serial correlation of -0.51 indicates that about 51.0% of current MSA Safety price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.51
Spearman Rank Test
-0.47
Residual Average
0.0
Price Variance
26.26
MSA Safety lagged returns against current returns
Autocorrelation, which is MSA Safety 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 MSA Safety's stock expected returns. We can calculate the autocorrelation of MSA Safety returns to help us make a trade decision. For example, suppose you find that MSA Safety 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
MSA Safety 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 MSA Safety stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MSA Safety stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MSA Safety stock over time.
Current vs Lagged Prices
Timeline
MSA Safety Lagged Returns
When evaluating MSA Safety's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MSA Safety stock have on its future price. MSA Safety 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, MSA Safety autocorrelation shows the relationship between MSA Safety stock current value and its past values and can show if there is a momentum factor associated with investing in MSA Safety Incorporated.
MSA Safety financial ratios help investors to determine whether MSA Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in MSA with respect to the benefits of owning MSA Safety security.