Prudential Financial Stock Market Value
| PRU Stock | USD 127.89 1.63 1.29% |
| Symbol | Prudential |
Prudential Financial Price To Book Ratio
Is Life & Health Insurance 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 Prudential Financial. If investors know Prudential 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 Prudential Financial 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 1.377 | Dividend Share 5.15 | Earnings Share 11.23 | Revenue Per Share 203.375 | Quarterly Revenue Growth 1.334 |
The market value of Prudential Financial is measured differently than its book value, which is the value of Prudential that is recorded on the company's balance sheet. Investors also form their own opinion of Prudential Financial's value that differs from its market value or its book value, called intrinsic value, which is Prudential Financial'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 Prudential Financial's market value can be influenced by many factors that don't directly affect Prudential Financial'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 Prudential Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Prudential Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Prudential Financial'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.
Prudential Financial '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 Prudential Financial'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 Prudential Financial.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Prudential Financial on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Prudential Financial or generate 0.0% return on investment in Prudential Financial over 720 days. Prudential Financial is related to or competes with Manulife Financial, Brighthouse Financial, FG Annuities, and Jackson Financial. Prudential Financial, Inc., together with its subsidiaries, provides insurance, investment management, and other financi... More
Prudential Financial 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 Prudential Financial'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 Prudential Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.43 | |||
| Information Ratio | 0.0447 | |||
| Maximum Drawdown | 9.29 | |||
| Value At Risk | (2.05) | |||
| Potential Upside | 1.97 |
Prudential Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Prudential Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Prudential Financial's standard deviation. In reality, there are many statistical measures that can use Prudential Financial historical prices to predict the future Prudential Financial's volatility.| Risk Adjusted Performance | 0.0945 | |||
| Jensen Alpha | 0.0316 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.047 | |||
| Treynor Ratio | 0.1228 |
Prudential Financial Backtested Returns
Currently, Prudential Financial is very steady. Prudential Financial maintains Sharpe Ratio (i.e., Efficiency) of 0.1, which implies the firm had a 0.1% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Prudential Financial, which you can use to evaluate the volatility of the company. Please check Prudential Financial's Risk Adjusted Performance of 0.0945, coefficient of variation of 851.58, and Semi Deviation of 1.27 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. Prudential Financial has a performance score of 7 on a scale of 0 to 100. The company holds a Beta of 1.36, which implies 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, Prudential Financial will likely underperform. Prudential Financial right now holds a risk of 1.52%. Please check Prudential Financial sortino ratio, semi variance, as well as the relationship between the Semi Variance and rate of daily change , to decide if Prudential Financial will be following its historical price patterns.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Prudential Financial has insignificant reverse predictability. Overlapping area represents the amount of predictability between Prudential Financial time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 Prudential Financial price movement. The serial correlation of -0.16 indicates that over 16.0% of current Prudential Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 76.64 |
Prudential Financial lagged returns against current returns
Autocorrelation, which is Prudential Financial 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 Prudential Financial's stock expected returns. We can calculate the autocorrelation of Prudential Financial returns to help us make a trade decision. For example, suppose you find that Prudential Financial 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 |
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Prudential Financial 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 Prudential Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Prudential Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Prudential Financial stock over time.
Current vs Lagged Prices |
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Prudential Financial Lagged Returns
When evaluating Prudential Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Prudential Financial stock have on its future price. Prudential Financial 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, Prudential Financial autocorrelation shows the relationship between Prudential Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Prudential Financial.
Regressed Prices |
| Timeline |
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Additional Tools for Prudential Stock Analysis
When running Prudential Financial's price analysis, check to measure Prudential Financial'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 Prudential Financial is operating at the current time. Most of Prudential Financial's value examination focuses on studying past and present price action to predict the probability of Prudential Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Prudential Financial's price. Additionally, you may evaluate how the addition of Prudential Financial to your portfolios can decrease your overall portfolio volatility.