Usa Compression Partners Stock Market Value
| USAC Stock | USD 23.93 0.08 0.34% |
| Symbol | USA |
USA Compression Partners Price To Book Ratio
Is Oil & Gas Equipment & Services 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 USA Compression. If investors know USA 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 USA Compression 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 0.44 | Dividend Share 2.1 | Earnings Share 0.55 | Revenue Per Share 8.525 | Quarterly Revenue Growth 0.105 |
The market value of USA Compression Partners is measured differently than its book value, which is the value of USA that is recorded on the company's balance sheet. Investors also form their own opinion of USA Compression's value that differs from its market value or its book value, called intrinsic value, which is USA Compression'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 USA Compression's market value can be influenced by many factors that don't directly affect USA Compression'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 USA Compression's value and its price as these two are different measures arrived at by different means. Investors typically determine if USA Compression is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, USA Compression'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.
USA Compression '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 USA Compression'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 USA Compression.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in USA Compression on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding USA Compression Partners or generate 0.0% return on investment in USA Compression over 30 days. USA Compression is related to or competes with Now, Oil States, Oceaneering International, Geospace Technologies, Newpark Resources, MRC Global, and NOV. USA Compression Partners, LP, a growth-oriented Delaware limited partnership that provides natural gas compression servi... More
USA Compression 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 USA Compression'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 USA Compression Partners upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.06 | |||
| Information Ratio | 1.0E-4 | |||
| Maximum Drawdown | 7.57 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 2.41 |
USA Compression Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for USA Compression's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as USA Compression's standard deviation. In reality, there are many statistical measures that can use USA Compression historical prices to predict the future USA Compression's volatility.| Risk Adjusted Performance | 0.0782 | |||
| Jensen Alpha | 0.0194 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 2.0E-4 | |||
| Treynor Ratio | 0.1435 |
USA Compression Partners Backtested Returns
At this point, USA Compression is very steady. USA Compression Partners retains Efficiency (Sharpe Ratio) of 0.11, which indicates the firm had a 0.11% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for USA Compression, which you can use to evaluate the volatility of the company. Please validate USA Compression's downside deviation of 1.06, and Risk Adjusted Performance of 0.0782 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. USA Compression has a performance score of 8 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 0.84, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, USA Compression's returns are expected to increase less than the market. However, during the bear market, the loss of holding USA Compression is expected to be smaller as well. USA Compression Partners currently owns a risk of 1.31%. Please validate USA Compression Partners maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if USA Compression Partners will be following its current price history.
Auto-correlation | 0.61 |
Good predictability
USA Compression Partners has good predictability. Overlapping area represents the amount of predictability between USA Compression time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 USA Compression Partners price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current USA Compression price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
USA Compression Partners lagged returns against current returns
Autocorrelation, which is USA Compression 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 USA Compression's stock expected returns. We can calculate the autocorrelation of USA Compression returns to help us make a trade decision. For example, suppose you find that USA Compression 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 |
USA Compression 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 USA Compression stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if USA Compression stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in USA Compression stock over time.
Current vs Lagged Prices |
| Timeline |
USA Compression Lagged Returns
When evaluating USA Compression's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of USA Compression stock have on its future price. USA Compression 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, USA Compression autocorrelation shows the relationship between USA Compression stock current value and its past values and can show if there is a momentum factor associated with investing in USA Compression Partners.
Regressed Prices |
| Timeline |
Also Currently Popular
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.When determining whether USA Compression Partners offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of USA Compression's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Usa Compression Partners Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Usa Compression Partners Stock:Check out USA Compression Correlation, USA Compression Volatility and USA Compression Alpha and Beta module to complement your research on USA Compression. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
USA Compression technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.