Smurfit Westrock Plc Stock Market Value
| SW Stock | 56.64 0.27 0.48% |
| Symbol | Smurfit |
Smurfit WestRock plc Price To Book Ratio
Is Paper & Plastic Packaging Products & Materials 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 Smurfit WestRock. If investors know Smurfit 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 Smurfit WestRock 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 (0.51) | Dividend Share 1.32 | Earnings Share (1.82) | Revenue Per Share 45.209 | Quarterly Revenue Growth (0.04) |
The market value of Smurfit WestRock plc is measured differently than its book value, which is the value of Smurfit that is recorded on the company's balance sheet. Investors also form their own opinion of Smurfit WestRock's value that differs from its market value or its book value, called intrinsic value, which is Smurfit WestRock'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 Smurfit WestRock's market value can be influenced by many factors that don't directly affect Smurfit WestRock'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 Smurfit WestRock's value and its price as these two are different measures arrived at by different means. Investors typically determine if Smurfit WestRock is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Smurfit WestRock'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.
Smurfit WestRock '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 Smurfit WestRock'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 Smurfit WestRock.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in Smurfit WestRock on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding Smurfit WestRock plc or generate 0.0% return on investment in Smurfit WestRock over 720 days. Smurfit WestRock is related to or competes with NETGEAR, Deluxe, BCE, and Freedom Internet. Smurfit WestRock is entity of United States More
Smurfit WestRock 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 Smurfit WestRock'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 Smurfit WestRock plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.82 | |||
| Information Ratio | 0.1213 | |||
| Maximum Drawdown | 15.15 | |||
| Value At Risk | (3.15) | |||
| Potential Upside | 4.03 |
Smurfit WestRock Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Smurfit WestRock's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Smurfit WestRock's standard deviation. In reality, there are many statistical measures that can use Smurfit WestRock historical prices to predict the future Smurfit WestRock's volatility.| Risk Adjusted Performance | 0.1408 | |||
| Jensen Alpha | 0.3434 | |||
| Total Risk Alpha | 0.0321 | |||
| Sortino Ratio | 0.1633 | |||
| Treynor Ratio | 0.673 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Smurfit WestRock'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.
Smurfit WestRock plc Backtested Returns
Smurfit WestRock appears to be very steady, given 3 months investment horizon. Smurfit WestRock plc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14% return per unit of risk over the last 3 months. We have found thirty technical indicators for Smurfit WestRock plc, which you can use to evaluate the volatility of the company. Please review Smurfit WestRock's Risk Adjusted Performance of 0.1408, semi deviation of 1.55, and Coefficient Of Variation of 572.56 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Smurfit WestRock holds a performance score of 10. The entity has a beta of 0.62, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Smurfit WestRock's returns are expected to increase less than the market. However, during the bear market, the loss of holding Smurfit WestRock is expected to be smaller as well. Please check Smurfit WestRock's kurtosis, market facilitation index, and the relationship between the semi variance and rate of daily change , to make a quick decision on whether Smurfit WestRock's existing price patterns will revert.
Auto-correlation | -0.63 |
Very good reverse predictability
Smurfit WestRock plc has very good reverse predictability. Overlapping area represents the amount of predictability between Smurfit WestRock time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 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 Smurfit WestRock plc price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Smurfit WestRock price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 15.2 |
Smurfit WestRock plc lagged returns against current returns
Autocorrelation, which is Smurfit WestRock 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 Smurfit WestRock's stock expected returns. We can calculate the autocorrelation of Smurfit WestRock returns to help us make a trade decision. For example, suppose you find that Smurfit WestRock 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 |
Smurfit WestRock 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 Smurfit WestRock stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Smurfit WestRock stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Smurfit WestRock stock over time.
Current vs Lagged Prices |
| Timeline |
Smurfit WestRock Lagged Returns
When evaluating Smurfit WestRock's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Smurfit WestRock stock have on its future price. Smurfit WestRock 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, Smurfit WestRock autocorrelation shows the relationship between Smurfit WestRock stock current value and its past values and can show if there is a momentum factor associated with investing in Smurfit WestRock plc.
Regressed Prices |
| Timeline |
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When running Smurfit WestRock's price analysis, check to measure Smurfit WestRock'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 Smurfit WestRock is operating at the current time. Most of Smurfit WestRock's value examination focuses on studying past and present price action to predict the probability of Smurfit WestRock's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Smurfit WestRock's price. Additionally, you may evaluate how the addition of Smurfit WestRock to your portfolios can decrease your overall portfolio volatility.