Post Holdings Stock Market Value
| POST Stock | USD 115.80 2.87 2.54% |
| Symbol | Post |
Post Holdings Price To Book Ratio
Is Packaged Foods & Meats 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 Post Holdings. If investors know Post 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 Post 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 0.112 | Earnings Share 5.64 | Revenue Per Share 129.831 | Quarterly Revenue Growth 0.047 | Return On Assets 0.0433 |
The market value of Post Holdings is measured differently than its book value, which is the value of Post that is recorded on the company's balance sheet. Investors also form their own opinion of Post Holdings' value that differs from its market value or its book value, called intrinsic value, which is Post 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 Post Holdings' market value can be influenced by many factors that don't directly affect Post 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 Post Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Post Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Post 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.
Post 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 Post 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 Post Holdings.
| 09/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Post Holdings on September 26, 2024 and sell it all today you would earn a total of 0.00 from holding Post Holdings or generate 0.0% return on investment in Post Holdings over 60 days. Post Holdings is related to or competes with Bellring Brands, Ingredion Incorporated, Nomad Foods, and Simply Good. Post Holdings, Inc. operates as a consumer packaged goods holding company in the United States and internationally More
Post 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 Post 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 Post Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9416 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 3.27 | |||
| Value At Risk | (1.54) | |||
| Potential Upside | 1.73 |
Post Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Post Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Post Holdings' standard deviation. In reality, there are many statistical measures that can use Post Holdings historical prices to predict the future Post Holdings' volatility.| Risk Adjusted Performance | 0.0125 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.12) | |||
| Treynor Ratio | 0.013 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Post 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.
Post Holdings Backtested Returns
Currently, Post Holdings is very steady. Post Holdings maintains Sharpe Ratio (i.e., Efficiency) of 0.0132, which implies the firm had a 0.0132% return per unit of risk over the last 3 months. We have found thirty technical indicators for Post Holdings, which you can use to evaluate the volatility of the company. Please check Post Holdings' Risk Adjusted Performance of 0.0125, semi deviation of 0.9043, and Coefficient Of Variation of 7377.01 to confirm if the risk estimate we provide is consistent with the expected return of 0.0126%. Post Holdings has a performance score of 1 on a scale of 0 to 100. The company holds a Beta of 0.24, which implies not very significant fluctuations relative to the market. As returns on the market increase, Post Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Post Holdings is expected to be smaller as well. Post Holdings right now holds a risk of 0.96%. Please check Post Holdings downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to decide if Post Holdings will be following its historical price patterns.
Auto-correlation | -0.63 |
Very good reverse predictability
Post Holdings has very good reverse predictability. Overlapping area represents the amount of predictability between Post Holdings time series from 26th of September 2024 to 26th of October 2024 and 26th of October 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 Post Holdings price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Post Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 5.08 |
Post Holdings lagged returns against current returns
Autocorrelation, which is Post 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 Post Holdings' stock expected returns. We can calculate the autocorrelation of Post Holdings returns to help us make a trade decision. For example, suppose you find that Post 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 |
Post 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 Post Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Post Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Post Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Post Holdings Lagged Returns
When evaluating Post Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Post Holdings stock have on its future price. Post 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, Post Holdings autocorrelation shows the relationship between Post Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Post Holdings.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Post Stock Analysis
When running Post Holdings' price analysis, check to measure Post 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 Post Holdings is operating at the current time. Most of Post Holdings' value examination focuses on studying past and present price action to predict the probability of Post Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Post Holdings' price. Additionally, you may evaluate how the addition of Post Holdings to your portfolios can decrease your overall portfolio volatility.