Weyerhaeuser Stock Market Value
| WY Stock | USD 30.20 0.17 0.57% |
| Symbol | Weyerhaeuser |
Weyerhaeuser Price To Book Ratio
Is Specialized REITs 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 Weyerhaeuser. If investors know Weyerhaeuser 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 Weyerhaeuser 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 (0.88) | Dividend Share 0.79 | Earnings Share 0.73 | Revenue Per Share | Quarterly Revenue Growth (0.17) |
The market value of Weyerhaeuser is measured differently than its book value, which is the value of Weyerhaeuser that is recorded on the company's balance sheet. Investors also form their own opinion of Weyerhaeuser's value that differs from its market value or its book value, called intrinsic value, which is Weyerhaeuser'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 Weyerhaeuser's market value can be influenced by many factors that don't directly affect Weyerhaeuser'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 Weyerhaeuser's value and its price as these two are different measures arrived at by different means. Investors typically determine if Weyerhaeuser is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Weyerhaeuser'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.
Weyerhaeuser '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 Weyerhaeuser'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 Weyerhaeuser.
| 01/29/2023 |
| 01/18/2025 |
If you would invest 0.00 in Weyerhaeuser on January 29, 2023 and sell it all today you would earn a total of 0.00 from holding Weyerhaeuser or generate 0.0% return on investment in Weyerhaeuser over 720 days. Weyerhaeuser is related to or competes with Rayonier, Lamar Advertising, Farmland Partners, Gladstone Land, PotlatchDeltic Corp, Outfront Media, and Gaming Leisure. Weyerhaeuser Company, one of the worlds largest private owners of timberlands, began operations in 1900 More
Weyerhaeuser 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 Weyerhaeuser'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 Weyerhaeuser upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 7.99 | |||
| Value At Risk | (2.58) | |||
| Potential Upside | 2.11 |
Weyerhaeuser Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Weyerhaeuser's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Weyerhaeuser's standard deviation. In reality, there are many statistical measures that can use Weyerhaeuser historical prices to predict the future Weyerhaeuser's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (0.26) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Weyerhaeuser'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.
Weyerhaeuser Backtested Returns
Weyerhaeuser shows Sharpe Ratio of -0.0526, which attests that the company had a -0.0526% return per unit of risk over the last 3 months. Weyerhaeuser exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Weyerhaeuser's Market Risk Adjusted Performance of (0.25), mean deviation of 1.3, and Standard Deviation of 1.64 to validate the risk estimate we provide. The firm maintains a market beta of 0.51, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Weyerhaeuser's returns are expected to increase less than the market. However, during the bear market, the loss of holding Weyerhaeuser is expected to be smaller as well. At this point, Weyerhaeuser has a negative expected return of -0.0862%. Please make sure to check out Weyerhaeuser's potential upside, day median price, and the relationship between the total risk alpha and accumulation distribution , to decide if Weyerhaeuser performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.53 |
Good reverse predictability
Weyerhaeuser has good reverse predictability. Overlapping area represents the amount of predictability between Weyerhaeuser time series from 29th of January 2023 to 24th of January 2024 and 24th of January 2024 to 18th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Weyerhaeuser price movement. The serial correlation of -0.53 indicates that about 53.0% of current Weyerhaeuser price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 3.71 |
Weyerhaeuser lagged returns against current returns
Autocorrelation, which is Weyerhaeuser 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 Weyerhaeuser's stock expected returns. We can calculate the autocorrelation of Weyerhaeuser returns to help us make a trade decision. For example, suppose you find that Weyerhaeuser 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 |
Weyerhaeuser 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 Weyerhaeuser stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Weyerhaeuser stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Weyerhaeuser stock over time.
Current vs Lagged Prices |
| Timeline |
Weyerhaeuser Lagged Returns
When evaluating Weyerhaeuser's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Weyerhaeuser stock have on its future price. Weyerhaeuser 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, Weyerhaeuser autocorrelation shows the relationship between Weyerhaeuser stock current value and its past values and can show if there is a momentum factor associated with investing in Weyerhaeuser.
Regressed Prices |
| Timeline |
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Additional Tools for Weyerhaeuser Stock Analysis
When running Weyerhaeuser's price analysis, check to measure Weyerhaeuser'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 Weyerhaeuser is operating at the current time. Most of Weyerhaeuser's value examination focuses on studying past and present price action to predict the probability of Weyerhaeuser's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Weyerhaeuser's price. Additionally, you may evaluate how the addition of Weyerhaeuser to your portfolios can decrease your overall portfolio volatility.