Murphy Usa Stock Market Value
| MUSA Stock | USD 502.91 0.72 0.14% |
| Symbol | Murphy |
Murphy USA Price To Book Ratio
Is Automotive Retail 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 Murphy USA. If investors know Murphy 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 Murphy USA 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 (0.06) | Dividend Share 1.72 | Earnings Share 24.17 | Revenue Per Share | Quarterly Revenue Growth (0.11) |
The market value of Murphy USA is measured differently than its book value, which is the value of Murphy that is recorded on the company's balance sheet. Investors also form their own opinion of Murphy USA's value that differs from its market value or its book value, called intrinsic value, which is Murphy USA'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 Murphy USA's market value can be influenced by many factors that don't directly affect Murphy USA'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 Murphy USA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Murphy USA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Murphy USA'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.
Murphy USA '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 Murphy USA'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 Murphy USA.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in Murphy USA on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Murphy USA or generate 0.0% return on investment in Murphy USA over 30 days. Murphy USA is related to or competes with Group 1, Murphy Oil, LCI Industries, Penske Automotive, and Minerals Technologies. Murphy USA Inc. engages in marketing of retail motor fuel products and convenience merchandise More
Murphy USA 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 Murphy USA'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 Murphy USA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.2 | |||
| Information Ratio | 0.0173 | |||
| Maximum Drawdown | 7.49 | |||
| Value At Risk | (1.63) | |||
| Potential Upside | 2.51 |
Murphy USA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Murphy USA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Murphy USA's standard deviation. In reality, there are many statistical measures that can use Murphy USA historical prices to predict the future Murphy USA's volatility.| Risk Adjusted Performance | 0.066 | |||
| Jensen Alpha | 0.0524 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0201 | |||
| Treynor Ratio | 0.1581 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Murphy USA'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.
Murphy USA Backtested Returns
At this point, Murphy USA is very steady. Murphy USA has Sharpe Ratio of 0.0632, which conveys that the firm had a 0.0632 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Murphy USA, which you can use to evaluate the volatility of the firm. Please verify Murphy USA's Downside Deviation of 1.2, mean deviation of 1.09, and Risk Adjusted Performance of 0.066 to check out if the risk estimate we provide is consistent with the expected return of 0.0845%. Murphy USA has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.59, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Murphy USA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Murphy USA is expected to be smaller as well. Murphy USA right now secures a risk of 1.34%. Please verify Murphy USA semi variance, and the relationship between the maximum drawdown and accumulation distribution , to decide if Murphy USA will be following its current price movements.
Auto-correlation | -0.8 |
Almost perfect reverse predictability
Murphy USA has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Murphy USA 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 Murphy USA price movement. The serial correlation of -0.8 indicates that around 80.0% of current Murphy USA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.8 | |
| Spearman Rank Test | -0.95 | |
| Residual Average | 0.0 | |
| Price Variance | 96.16 |
Murphy USA lagged returns against current returns
Autocorrelation, which is Murphy USA 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 Murphy USA's stock expected returns. We can calculate the autocorrelation of Murphy USA returns to help us make a trade decision. For example, suppose you find that Murphy USA 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 |
Murphy USA 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 Murphy USA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Murphy USA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Murphy USA stock over time.
Current vs Lagged Prices |
| Timeline |
Murphy USA Lagged Returns
When evaluating Murphy USA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Murphy USA stock have on its future price. Murphy USA 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, Murphy USA autocorrelation shows the relationship between Murphy USA stock current value and its past values and can show if there is a momentum factor associated with investing in Murphy USA.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Murphy USA offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Murphy USA's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Murphy Usa Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Murphy Usa Stock:Check out Murphy USA Correlation, Murphy USA Volatility and Murphy USA Alpha and Beta module to complement your research on Murphy USA. For information on how to trade Murphy Stock refer to our How to Trade Murphy Stock guide.You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Murphy USA 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.