Constellation Brands Class Stock Market Value
| STZ Stock | USD 184.32 2.09 1.15% |
| Symbol | Constellation |
Constellation Brands Price To Book Ratio
Is Distillers & Vintners 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 Constellation Brands. If investors know Constellation 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 Constellation Brands 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 5.459 | Earnings Share 3.75 | Revenue Per Share | Quarterly Revenue Growth 0.029 | Return On Assets |
The market value of Constellation Brands is measured differently than its book value, which is the value of Constellation that is recorded on the company's balance sheet. Investors also form their own opinion of Constellation Brands' value that differs from its market value or its book value, called intrinsic value, which is Constellation Brands' 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 Constellation Brands' market value can be influenced by many factors that don't directly affect Constellation Brands' 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 Constellation Brands' value and its price as these two are different measures arrived at by different means. Investors typically determine if Constellation Brands is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Constellation Brands' 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.
Constellation Brands '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 Constellation Brands' 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 Constellation Brands.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Constellation Brands on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Constellation Brands Class or generate 0.0% return on investment in Constellation Brands over 30 days. Constellation Brands is related to or competes with Brown Forman, MGP Ingredients, Brown Forman, Diageo PLC, Pernod Ricard, Fresh Grapes, and Treasury Wine. Constellation Brands, Inc., together with its subsidiaries, produces, imports, markets, and sells beer, wine, and spirit... More
Constellation Brands 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 Constellation Brands' 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 Constellation Brands Class upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 20.08 | |||
| Value At Risk | (2.81) | |||
| Potential Upside | 2.22 |
Constellation Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Constellation Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Constellation Brands' standard deviation. In reality, there are many statistical measures that can use Constellation Brands historical prices to predict the future Constellation Brands' volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.44) | |||
| Total Risk Alpha | (0.64) | |||
| Treynor Ratio | (0.52) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Constellation Brands' 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.
Constellation Brands Backtested Returns
Constellation Brands secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the company had a -0.15 % return per unit of risk over the last 3 months. Constellation Brands Class exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Constellation Brands' Mean Deviation of 1.29, risk adjusted performance of (0.12), and Standard Deviation of 2.49 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.71, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Constellation Brands' returns are expected to increase less than the market. However, during the bear market, the loss of holding Constellation Brands is expected to be smaller as well. At this point, Constellation Brands has a negative expected return of -0.4%. Please make sure to confirm Constellation Brands' accumulation distribution, and the relationship between the potential upside and day median price , to decide if Constellation Brands performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.34 |
Poor reverse predictability
Constellation Brands Class has poor reverse predictability. Overlapping area represents the amount of predictability between Constellation Brands time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 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 Constellation Brands price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Constellation Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 5.94 |
Constellation Brands lagged returns against current returns
Autocorrelation, which is Constellation Brands 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 Constellation Brands' stock expected returns. We can calculate the autocorrelation of Constellation Brands returns to help us make a trade decision. For example, suppose you find that Constellation Brands 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 |
Constellation Brands 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 Constellation Brands stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Constellation Brands stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Constellation Brands stock over time.
Current vs Lagged Prices |
| Timeline |
Constellation Brands Lagged Returns
When evaluating Constellation Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Constellation Brands stock have on its future price. Constellation Brands 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, Constellation Brands autocorrelation shows the relationship between Constellation Brands stock current value and its past values and can show if there is a momentum factor associated with investing in Constellation Brands Class.
Regressed Prices |
| Timeline |
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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.Additional Tools for Constellation Stock Analysis
When running Constellation Brands' price analysis, check to measure Constellation Brands' 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 Constellation Brands is operating at the current time. Most of Constellation Brands' value examination focuses on studying past and present price action to predict the probability of Constellation Brands' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Constellation Brands' price. Additionally, you may evaluate how the addition of Constellation Brands to your portfolios can decrease your overall portfolio volatility.