Utz Brands Stock Market Value
| UTZ Stock | USD 17.03 0.14 0.82% |
| Symbol | Utz |
Utz Brands 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 Utz Brands. If investors know Utz 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 Utz 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 (0.81) | Dividend Share 0.057 | Earnings Share (0.18) | Revenue Per Share 17.404 | Quarterly Revenue Growth (0.02) |
The market value of Utz Brands is measured differently than its book value, which is the value of Utz that is recorded on the company's balance sheet. Investors also form their own opinion of Utz Brands' value that differs from its market value or its book value, called intrinsic value, which is Utz 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 Utz Brands' market value can be influenced by many factors that don't directly affect Utz 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 Utz Brands' value and its price as these two are different measures arrived at by different means. Investors typically determine if Utz Brands is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Utz 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.
Utz 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 Utz 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 Utz Brands.
| 09/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Utz Brands on September 27, 2024 and sell it all today you would earn a total of 0.00 from holding Utz Brands or generate 0.0% return on investment in Utz Brands over 60 days. Utz Brands is related to or competes with Post Holdings, J J, Hain Celestial, Bellring Brands, Seneca Foods, Lancaster Colony, and Nomad Foods. Utz Brands, Inc. operates as a snack food manufacturing company More
Utz 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 Utz 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 Utz Brands upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.3 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 12.17 | |||
| Value At Risk | (3.21) | |||
| Potential Upside | 2.83 |
Utz Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Utz Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Utz Brands' standard deviation. In reality, there are many statistical measures that can use Utz Brands historical prices to predict the future Utz Brands' volatility.| Risk Adjusted Performance | 0.0207 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.29) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0842 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Utz 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.
Utz Brands Backtested Returns
At this stage we consider Utz Stock to be not too volatile. Utz Brands owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0328, which indicates the firm had a 0.0328% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Utz Brands, which you can use to evaluate the volatility of the company. Please validate Utz Brands' Coefficient Of Variation of 5321.23, risk adjusted performance of 0.0207, and Semi Deviation of 2.1 to confirm if the risk estimate we provide is consistent with the expected return of 0.0689%. Utz Brands has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.35, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Utz Brands' returns are expected to increase less than the market. However, during the bear market, the loss of holding Utz Brands is expected to be smaller as well. Utz Brands right now has a risk of 2.1%. Please validate Utz Brands skewness, and the relationship between the downside variance and daily balance of power , to decide if Utz Brands will be following its existing price patterns.
Auto-correlation | -0.44 |
Modest reverse predictability
Utz Brands has modest reverse predictability. Overlapping area represents the amount of predictability between Utz Brands time series from 27th of September 2024 to 27th of October 2024 and 27th of October 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 Utz Brands price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Utz Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Utz Brands lagged returns against current returns
Autocorrelation, which is Utz 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 Utz Brands' stock expected returns. We can calculate the autocorrelation of Utz Brands returns to help us make a trade decision. For example, suppose you find that Utz 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 |
Utz 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 Utz Brands stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Utz Brands stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Utz Brands stock over time.
Current vs Lagged Prices |
| Timeline |
Utz Brands Lagged Returns
When evaluating Utz Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Utz Brands stock have on its future price. Utz 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, Utz Brands autocorrelation shows the relationship between Utz Brands stock current value and its past values and can show if there is a momentum factor associated with investing in Utz Brands.
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 Utz Stock Analysis
When running Utz Brands' price analysis, check to measure Utz 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 Utz Brands is operating at the current time. Most of Utz Brands' value examination focuses on studying past and present price action to predict the probability of Utz Brands' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Utz Brands' price. Additionally, you may evaluate how the addition of Utz Brands to your portfolios can decrease your overall portfolio volatility.