Masco Stock Market Value
| MAS Stock | USD 79.01 0.68 0.87% |
| Symbol | Masco |
Masco Price To Book Ratio
Is Building Products 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 Masco. If investors know Masco 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 Masco 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 (0.30) | Dividend Share 1.16 | Earnings Share 3.76 | Revenue Per Share 35.746 | Quarterly Revenue Growth 0.002 |
The market value of Masco is measured differently than its book value, which is the value of Masco that is recorded on the company's balance sheet. Investors also form their own opinion of Masco's value that differs from its market value or its book value, called intrinsic value, which is Masco'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 Masco's market value can be influenced by many factors that don't directly affect Masco'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 Masco's value and its price as these two are different measures arrived at by different means. Investors typically determine if Masco is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Masco'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.
Masco '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 Masco'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 Masco.
| 02/29/2024 |
| 11/25/2024 |
If you would invest 0.00 in Masco on February 29, 2024 and sell it all today you would earn a total of 0.00 from holding Masco or generate 0.0% return on investment in Masco over 270 days. Masco is related to or competes with Trex, Gibraltar Industries, Travis Perkins, Janus International, Interface, Aspen Aerogels, and AAON. Masco Corporation designs, manufactures, and distributes home improvement and building products in North America, Europe... More
Masco 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 Masco'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 Masco upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.19 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 6.15 | |||
| Value At Risk | (1.94) | |||
| Potential Upside | 1.64 |
Masco Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Masco's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Masco's standard deviation. In reality, there are many statistical measures that can use Masco historical prices to predict the future Masco's volatility.| Risk Adjusted Performance | 0.0278 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.0518 |
Masco Backtested Returns
Currently, Masco is very steady. Masco has Sharpe Ratio of 0.0099, which conveys that the firm had a 0.0099% return per unit of risk over the last 3 months. We have found thirty technical indicators for Masco, which you can use to evaluate the volatility of the firm. Please verify Masco's Downside Deviation of 1.19, mean deviation of 0.8773, and Risk Adjusted Performance of 0.0278 to check out if the risk estimate we provide is consistent with the expected return of 0.0101%. The company secures a Beta (Market Risk) of 0.51, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Masco's returns are expected to increase less than the market. However, during the bear market, the loss of holding Masco is expected to be smaller as well. Masco right now secures a risk of 1.02%. Please verify Masco potential upside, as well as the relationship between the kurtosis and day typical price , to decide if Masco will be following its current price movements.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Masco has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Masco time series from 29th of February 2024 to 13th of July 2024 and 13th of July 2024 to 25th 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 Masco price movement. The serial correlation of -0.72 indicates that around 72.0% of current Masco price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 14.63 |
Masco lagged returns against current returns
Autocorrelation, which is Masco 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 Masco's stock expected returns. We can calculate the autocorrelation of Masco returns to help us make a trade decision. For example, suppose you find that Masco 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 |
Masco 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 Masco stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Masco stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Masco stock over time.
Current vs Lagged Prices |
| Timeline |
Masco Lagged Returns
When evaluating Masco's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Masco stock have on its future price. Masco 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, Masco autocorrelation shows the relationship between Masco stock current value and its past values and can show if there is a momentum factor associated with investing in Masco.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Masco Stock Analysis
When running Masco's price analysis, check to measure Masco's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Masco is operating at the current time. Most of Masco's value examination focuses on studying past and present price action to predict the probability of Masco's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Masco's price. Additionally, you may evaluate how the addition of Masco to your portfolios can decrease your overall portfolio volatility.