Mativ Holdings Stock Market Value
| MATV Stock | USD 14.02 0.83 6.29% |
| Symbol | Mativ |
Mativ Holdings Price To Book Ratio
Is Paper & Forest 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 Mativ Holdings. If investors know Mativ 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 Mativ Holdings 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 69.57 | Dividend Share 0.4 | Earnings Share (1.20) | Revenue Per Share 36.378 | Quarterly Revenue Growth 0.001 |
The market value of Mativ Holdings is measured differently than its book value, which is the value of Mativ that is recorded on the company's balance sheet. Investors also form their own opinion of Mativ Holdings' value that differs from its market value or its book value, called intrinsic value, which is Mativ Holdings' 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 Mativ Holdings' market value can be influenced by many factors that don't directly affect Mativ Holdings' 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 Mativ Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Mativ Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mativ Holdings' 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.
Mativ Holdings '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 Mativ Holdings' 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 Mativ Holdings.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Mativ Holdings on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Mativ Holdings or generate 0.0% return on investment in Mativ Holdings over 30 days. Mativ Holdings is related to or competes with Orion Engineered, Select Energy, Perimeter Solutions, FutureFuel Corp, Ecovyst, Element Solutions, and Minerals Technologies. Mativ Holdings, Inc. operates as a performance materials company More
Mativ Holdings 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 Mativ Holdings' 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 Mativ Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 29.1 | |||
| Value At Risk | (4.87) | |||
| Potential Upside | 3.93 |
Mativ Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mativ Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mativ Holdings' standard deviation. In reality, there are many statistical measures that can use Mativ Holdings historical prices to predict the future Mativ Holdings' volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.63) | |||
| Total Risk Alpha | (0.95) | |||
| Treynor Ratio | (0.19) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mativ Holdings' 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.
Mativ Holdings Backtested Returns
Mativ Holdings has Sharpe Ratio of -0.13, which conveys that the firm had a -0.13% return per unit of risk over the last 3 months. Mativ Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mativ Holdings' Mean Deviation of 2.2, risk adjusted performance of (0.07), and Standard Deviation of 3.6 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 1.99, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Mativ Holdings will likely underperform. At this point, Mativ Holdings has a negative expected return of -0.45%. Please make sure to verify Mativ Holdings' maximum drawdown, daily balance of power, as well as the relationship between the Daily Balance Of Power and relative strength index , to decide if Mativ Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.48 |
Modest reverse predictability
Mativ Holdings has modest reverse predictability. Overlapping area represents the amount of predictability between Mativ Holdings time series from 26th of October 2024 to 10th of November 2024 and 10th of November 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 Mativ Holdings price movement. The serial correlation of -0.48 indicates that about 48.0% of current Mativ Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
Mativ Holdings lagged returns against current returns
Autocorrelation, which is Mativ Holdings 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 Mativ Holdings' stock expected returns. We can calculate the autocorrelation of Mativ Holdings returns to help us make a trade decision. For example, suppose you find that Mativ Holdings 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 |
Mativ Holdings 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 Mativ Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mativ Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mativ Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Mativ Holdings Lagged Returns
When evaluating Mativ Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mativ Holdings stock have on its future price. Mativ Holdings 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, Mativ Holdings autocorrelation shows the relationship between Mativ Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Mativ Holdings.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Mativ Stock Analysis
When running Mativ Holdings' price analysis, check to measure Mativ Holdings' 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 Mativ Holdings is operating at the current time. Most of Mativ Holdings' value examination focuses on studying past and present price action to predict the probability of Mativ Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mativ Holdings' price. Additionally, you may evaluate how the addition of Mativ Holdings to your portfolios can decrease your overall portfolio volatility.