Valhi Inc Stock Market Value
| VHI Stock | USD 26.81 0.29 1.09% |
| Symbol | Valhi |
Valhi Inc Price To Book Ratio
Is Specialty Chemicals 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 Valhi. If investors know Valhi 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 Valhi 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 (0.32) | Dividend Share 0.32 | Earnings Share 3.09 | Revenue Per Share 72.874 | Quarterly Revenue Growth 0.138 |
The market value of Valhi Inc is measured differently than its book value, which is the value of Valhi that is recorded on the company's balance sheet. Investors also form their own opinion of Valhi's value that differs from its market value or its book value, called intrinsic value, which is Valhi'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 Valhi's market value can be influenced by many factors that don't directly affect Valhi'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 Valhi's value and its price as these two are different measures arrived at by different means. Investors typically determine if Valhi is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Valhi'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.
Valhi '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 Valhi'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 Valhi.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Valhi on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Valhi Inc or generate 0.0% return on investment in Valhi over 30 days. Valhi is related to or competes with Huntsman, Lsb Industries, Westlake Chemical, Green Plains, AdvanSix, Methanex, and Tronox Holdings. Valhi, Inc. engages in the chemicals, component products, and real estate management and development businesses in the A... More
Valhi 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 Valhi'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 Valhi Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.5 | |||
| Information Ratio | 0.0332 | |||
| Maximum Drawdown | 45.51 | |||
| Value At Risk | (7.20) | |||
| Potential Upside | 8.19 |
Valhi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valhi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valhi's standard deviation. In reality, there are many statistical measures that can use Valhi historical prices to predict the future Valhi's volatility.| Risk Adjusted Performance | 0.046 | |||
| Jensen Alpha | 0.0481 | |||
| Total Risk Alpha | (0.39) | |||
| Sortino Ratio | 0.0356 | |||
| Treynor Ratio | 0.1031 |
Valhi Inc Backtested Returns
Valhi Inc owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0126, which indicates the firm had a -0.0126% return per unit of risk over the last 3 months. Valhi Inc exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Valhi's Semi Deviation of 5.16, risk adjusted performance of 0.046, and Coefficient Of Variation of 2022.55 to confirm the risk estimate we provide. The entity has a beta of 2.73, 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, Valhi will likely underperform. At this point, Valhi Inc has a negative expected return of -0.0671%. Please make sure to validate Valhi's expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if Valhi Inc performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.1 |
Very weak reverse predictability
Valhi Inc has very weak reverse predictability. Overlapping area represents the amount of predictability between Valhi time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Valhi Inc price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Valhi price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 28.22 |
Valhi Inc lagged returns against current returns
Autocorrelation, which is Valhi 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 Valhi's stock expected returns. We can calculate the autocorrelation of Valhi returns to help us make a trade decision. For example, suppose you find that Valhi 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 |
Valhi 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 Valhi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valhi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valhi stock over time.
Current vs Lagged Prices |
| Timeline |
Valhi Lagged Returns
When evaluating Valhi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valhi stock have on its future price. Valhi 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, Valhi autocorrelation shows the relationship between Valhi stock current value and its past values and can show if there is a momentum factor associated with investing in Valhi Inc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Valhi Inc offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Valhi'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 Valhi Inc Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Valhi Inc Stock:Check out Valhi Correlation, Valhi Volatility and Valhi Alpha and Beta module to complement your research on Valhi. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Valhi 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.