Advanced Drainage Systems Stock Market Value
| WMS Stock | USD 173.24 1.83 1.05% |
| Symbol | Advanced |
Is there potential for Building Products market expansion? Will Advanced introduce new products? Factors like these will boost the valuation of Advanced Drainage. Anticipated expansion of Advanced directly elevates investor willingness to pay premium valuations. Understanding fair value requires weighing current performance against future potential. All the valuation information about Advanced Drainage 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 0.144 | Dividend Share 0.7 | Earnings Share 6 | Revenue Per Share | Quarterly Revenue Growth 0.004 |
Advanced Drainage Systems's market price often diverges from its book value, the accounting figure shown on Advanced's balance sheet. Smart investors calculate Advanced Drainage's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Since Advanced Drainage's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between Advanced Drainage's value and its price as these two are different measures arrived at by different means. Investors typically determine if Advanced Drainage is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Advanced Drainage'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.
Advanced Drainage '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 Advanced Drainage'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 Advanced Drainage.
| 11/14/2025 |
| 02/12/2026 |
If you would invest 0.00 in Advanced Drainage on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding Advanced Drainage Systems or generate 0.0% return on investment in Advanced Drainage over 90 days. Advanced Drainage is related to or competes with Owens Corning, Builders FirstSource, Core Main, Armstrong World, Grupo Aeroportuario, Masco, and Booz Allen. Advanced Drainage Systems, Inc. designs, manufactures, and markets thermoplastic corrugated pipes and related water mana... More
Advanced Drainage 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 Advanced Drainage'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 Advanced Drainage Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.39 | |||
| Information Ratio | 0.0943 | |||
| Maximum Drawdown | 7.63 | |||
| Value At Risk | (2.33) | |||
| Potential Upside | 3.31 |
Advanced Drainage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Advanced Drainage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Advanced Drainage's standard deviation. In reality, there are many statistical measures that can use Advanced Drainage historical prices to predict the future Advanced Drainage's volatility.| Risk Adjusted Performance | 0.1265 | |||
| Jensen Alpha | 0.1569 | |||
| Total Risk Alpha | 0.0517 | |||
| Sortino Ratio | 0.1199 | |||
| Treynor Ratio | 0.2347 |
Advanced Drainage February 12, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1265 | |||
| Market Risk Adjusted Performance | 0.2447 | |||
| Mean Deviation | 1.36 | |||
| Semi Deviation | 1.12 | |||
| Downside Deviation | 1.39 | |||
| Coefficient Of Variation | 655.25 | |||
| Standard Deviation | 1.77 | |||
| Variance | 3.14 | |||
| Information Ratio | 0.0943 | |||
| Jensen Alpha | 0.1569 | |||
| Total Risk Alpha | 0.0517 | |||
| Sortino Ratio | 0.1199 | |||
| Treynor Ratio | 0.2347 | |||
| Maximum Drawdown | 7.63 | |||
| Value At Risk | (2.33) | |||
| Potential Upside | 3.31 | |||
| Downside Variance | 1.95 | |||
| Semi Variance | 1.25 | |||
| Expected Short fall | (1.53) | |||
| Skewness | 0.861 | |||
| Kurtosis | 0.9657 |
Advanced Drainage Systems Backtested Returns
Advanced Drainage appears to be very steady, given 3 months investment horizon. Advanced Drainage Systems secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Advanced Drainage Systems, which you can use to evaluate the volatility of the firm. Please makes use of Advanced Drainage's Mean Deviation of 1.36, downside deviation of 1.39, and Risk Adjusted Performance of 0.1265 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Advanced Drainage holds a performance score of 14. The firm shows a Beta (market volatility) of 1.11, which signifies a somewhat significant risk relative to the market. Advanced Drainage returns are very sensitive to returns on the market. As the market goes up or down, Advanced Drainage is expected to follow. Please check Advanced Drainage's treynor ratio, expected short fall, as well as the relationship between the Expected Short fall and day median price , to make a quick decision on whether Advanced Drainage's price patterns will revert.
Auto-correlation | 0.45 |
Average predictability
Advanced Drainage Systems has average predictability. Overlapping area represents the amount of predictability between Advanced Drainage time series from 14th of November 2025 to 29th of December 2025 and 29th of December 2025 to 12th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Advanced Drainage Systems price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Advanced Drainage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 58.92 |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Advanced Stock Analysis
When running Advanced Drainage's price analysis, check to measure Advanced Drainage'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 Advanced Drainage is operating at the current time. Most of Advanced Drainage's value examination focuses on studying past and present price action to predict the probability of Advanced Drainage's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Advanced Drainage's price. Additionally, you may evaluate how the addition of Advanced Drainage to your portfolios can decrease your overall portfolio volatility.