Waldencast Acquisition Corp Stock Market Value
| WALDW Stock | USD 0.14 0 0.93% |
| Symbol | Waldencast |
Waldencast Acquisition Price To Book Ratio
Is Application Software 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 Waldencast Acquisition. If investors know Waldencast 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 Waldencast Acquisition listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Revenue Per Share 2.176 | Quarterly Revenue Growth 0.203 | Return On Assets (0.04) | Return On Equity (0.11) |
The market value of Waldencast Acquisition is measured differently than its book value, which is the value of Waldencast that is recorded on the company's balance sheet. Investors also form their own opinion of Waldencast Acquisition's value that differs from its market value or its book value, called intrinsic value, which is Waldencast Acquisition'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 Waldencast Acquisition's market value can be influenced by many factors that don't directly affect Waldencast Acquisition'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 Waldencast Acquisition's value and its price as these two are different measures arrived at by different means. Investors typically determine if Waldencast Acquisition is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Waldencast Acquisition'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.
Waldencast Acquisition '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 Waldencast Acquisition'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 Waldencast Acquisition.
| 05/26/2024 |
| 11/22/2024 |
If you would invest 0.00 in Waldencast Acquisition on May 26, 2024 and sell it all today you would earn a total of 0.00 from holding Waldencast Acquisition Corp or generate 0.0% return on investment in Waldencast Acquisition over 180 days. Waldencast Acquisition is related to or competes with Waldencast Acquisition, HUMANA, Barloworld, Morningstar Unconstrained, Thrivent High, High-yield Municipal, and Via Renewables. Waldencast Acquisition Corp. a skin care company, provides advanced skin care treatments More
Waldencast Acquisition 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 Waldencast Acquisition'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 Waldencast Acquisition Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 18.74 | |||
| Information Ratio | 0.068 | |||
| Maximum Drawdown | 136.36 | |||
| Value At Risk | (21.43) | |||
| Potential Upside | 27.27 |
Waldencast Acquisition Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Waldencast Acquisition's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Waldencast Acquisition's standard deviation. In reality, there are many statistical measures that can use Waldencast Acquisition historical prices to predict the future Waldencast Acquisition's volatility.| Risk Adjusted Performance | 0.065 | |||
| Jensen Alpha | 1.42 | |||
| Total Risk Alpha | (0.69) | |||
| Sortino Ratio | 0.0619 | |||
| Treynor Ratio | (0.62) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Waldencast Acquisition'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.
Waldencast Acquisition Backtested Returns
Waldencast Acquisition is out of control given 3 months investment horizon. Waldencast Acquisition shows Sharpe Ratio of 0.0945, which attests that the company had a 0.0945% return per unit of risk over the last 3 months. We were able to break down twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.61% are justified by taking the suggested risk. Use Waldencast Acquisition Corp Downside Deviation of 18.74, market risk adjusted performance of (0.61), and Mean Deviation of 9.23 to evaluate company specific risk that cannot be diversified away. Waldencast Acquisition holds a performance score of 7 on a scale of zero to a hundred. The firm maintains a market beta of -2.01, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Waldencast Acquisition are expected to decrease by larger amounts. On the other hand, during market turmoil, Waldencast Acquisition is expected to outperform it. Use Waldencast Acquisition Corp maximum drawdown, as well as the relationship between the expected short fall and day median price , to analyze future returns on Waldencast Acquisition Corp.
Auto-correlation | 0.54 |
Modest predictability
Waldencast Acquisition Corp has modest predictability. Overlapping area represents the amount of predictability between Waldencast Acquisition time series from 26th of May 2024 to 24th of August 2024 and 24th of August 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 Waldencast Acquisition price movement. The serial correlation of 0.54 indicates that about 54.0% of current Waldencast Acquisition price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Waldencast Acquisition lagged returns against current returns
Autocorrelation, which is Waldencast Acquisition 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 Waldencast Acquisition's stock expected returns. We can calculate the autocorrelation of Waldencast Acquisition returns to help us make a trade decision. For example, suppose you find that Waldencast Acquisition 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 |
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Waldencast Acquisition 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 Waldencast Acquisition stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Waldencast Acquisition stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Waldencast Acquisition stock over time.
Current vs Lagged Prices |
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Waldencast Acquisition Lagged Returns
When evaluating Waldencast Acquisition's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Waldencast Acquisition stock have on its future price. Waldencast Acquisition 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, Waldencast Acquisition autocorrelation shows the relationship between Waldencast Acquisition stock current value and its past values and can show if there is a momentum factor associated with investing in Waldencast Acquisition Corp.
Regressed Prices |
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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 Waldencast Stock Analysis
When running Waldencast Acquisition's price analysis, check to measure Waldencast Acquisition'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 Waldencast Acquisition is operating at the current time. Most of Waldencast Acquisition's value examination focuses on studying past and present price action to predict the probability of Waldencast Acquisition's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Waldencast Acquisition's price. Additionally, you may evaluate how the addition of Waldencast Acquisition to your portfolios can decrease your overall portfolio volatility.