Splash Beverage Group Stock Market Value
| SBEV Stock | USD 0.20 0.01 4.76% |
| Symbol | Splash |
Splash Beverage Group 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 Splash Beverage. If investors know Splash 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 Splash Beverage listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.42) | Revenue Per Share 0.231 | Quarterly Revenue Growth (0.80) | Return On Assets (0.86) | Return On Equity (11.30) |
The market value of Splash Beverage Group is measured differently than its book value, which is the value of Splash that is recorded on the company's balance sheet. Investors also form their own opinion of Splash Beverage's value that differs from its market value or its book value, called intrinsic value, which is Splash Beverage'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 Splash Beverage's market value can be influenced by many factors that don't directly affect Splash Beverage'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 Splash Beverage's value and its price as these two are different measures arrived at by different means. Investors typically determine if Splash Beverage is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Splash Beverage'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.
Splash Beverage '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 Splash Beverage'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 Splash Beverage.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Splash Beverage on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Splash Beverage Group or generate 0.0% return on investment in Splash Beverage over 30 days. Splash Beverage is related to or competes with Andrew Peller, Naked Wines, Willamette Valley, Naked Wines, Duckhorn Portfolio, Treasury Wine, and Willamette Valley. Splash Beverage Group, Inc. engages in the manufacturing, distribution, marketing, and sale of various beverages in the ... More
Splash Beverage 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 Splash Beverage'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 Splash Beverage Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 25.0 | |||
| Value At Risk | (10.34) | |||
| Potential Upside | 8.0 |
Splash Beverage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Splash Beverage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Splash Beverage's standard deviation. In reality, there are many statistical measures that can use Splash Beverage historical prices to predict the future Splash Beverage's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (1.18) | |||
| Total Risk Alpha | (1.90) | |||
| Treynor Ratio | (0.63) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Splash Beverage'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.
Splash Beverage Group Backtested Returns
Splash Beverage Group owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0943, which indicates the firm had a -0.0943% return per unit of risk over the last 3 months. Splash Beverage Group exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Splash Beverage's Risk Adjusted Performance of (0.12), variance of 33.26, and Coefficient Of Variation of (587.78) to confirm the risk estimate we provide. The entity has a beta of 1.57, which indicates 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, Splash Beverage will likely underperform. At this point, Splash Beverage Group has a negative expected return of -0.5%. Please make sure to validate Splash Beverage's total risk alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Splash Beverage Group performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.39 |
Below average predictability
Splash Beverage Group has below average predictability. Overlapping area represents the amount of predictability between Splash Beverage time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Splash Beverage Group price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Splash Beverage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Splash Beverage Group lagged returns against current returns
Autocorrelation, which is Splash Beverage 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 Splash Beverage's stock expected returns. We can calculate the autocorrelation of Splash Beverage returns to help us make a trade decision. For example, suppose you find that Splash Beverage 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 |
Splash Beverage 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 Splash Beverage stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Splash Beverage stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Splash Beverage stock over time.
Current vs Lagged Prices |
| Timeline |
Splash Beverage Lagged Returns
When evaluating Splash Beverage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Splash Beverage stock have on its future price. Splash Beverage 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, Splash Beverage autocorrelation shows the relationship between Splash Beverage stock current value and its past values and can show if there is a momentum factor associated with investing in Splash Beverage Group.
Regressed Prices |
| Timeline |
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Additional Tools for Splash Stock Analysis
When running Splash Beverage's price analysis, check to measure Splash Beverage'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 Splash Beverage is operating at the current time. Most of Splash Beverage's value examination focuses on studying past and present price action to predict the probability of Splash Beverage's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Splash Beverage's price. Additionally, you may evaluate how the addition of Splash Beverage to your portfolios can decrease your overall portfolio volatility.