American Vanguard Stock Market Value
| AVD Stock | USD 6.01 0.02 0.33% |
| Symbol | American |
American Vanguard Price To Book Ratio
Is Fertilizers & Agricultural 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 American Vanguard. If investors know American 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 American Vanguard 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 (0.18) | Dividend Share 0.03 | Earnings Share (1.04) | Revenue Per Share 19.807 | Quarterly Revenue Growth (0.21) |
The market value of American Vanguard is measured differently than its book value, which is the value of American that is recorded on the company's balance sheet. Investors also form their own opinion of American Vanguard's value that differs from its market value or its book value, called intrinsic value, which is American Vanguard'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 American Vanguard's market value can be influenced by many factors that don't directly affect American Vanguard'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 American Vanguard's value and its price as these two are different measures arrived at by different means. Investors typically determine if American Vanguard is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, American Vanguard'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.
American Vanguard '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 American Vanguard'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 American Vanguard.
| 05/06/2024 |
| 12/02/2024 |
If you would invest 0.00 in American Vanguard on May 6, 2024 and sell it all today you would earn a total of 0.00 from holding American Vanguard or generate 0.0% return on investment in American Vanguard over 210 days. American Vanguard is related to or competes with CF Industries, Mosaic, ICL Israel, Nutrien, Intrepid Potash, Corteva, and FMC. American Vanguard Corporation, through its subsidiaries, develops, manufactures, and markets specialty chemicals for agr... More
American Vanguard 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 American Vanguard'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 American Vanguard upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.55 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 15.23 | |||
| Value At Risk | (3.59) | |||
| Potential Upside | 4.06 |
American Vanguard Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for American Vanguard's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as American Vanguard's standard deviation. In reality, there are many statistical measures that can use American Vanguard historical prices to predict the future American Vanguard's volatility.| Risk Adjusted Performance | 0.0432 | |||
| Jensen Alpha | 0.0496 | |||
| Total Risk Alpha | (0.31) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.2335 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of American Vanguard'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.
American Vanguard Backtested Returns
At this point, American Vanguard is slightly risky. American Vanguard secures Sharpe Ratio (or Efficiency) of 0.0238, which signifies that the company had a 0.0238% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for American Vanguard, which you can use to evaluate the volatility of the firm. Please confirm American Vanguard's risk adjusted performance of 0.0432, and Mean Deviation of 1.84 to double-check if the risk estimate we provide is consistent with the expected return of 0.0602%. American Vanguard has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.47, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, American Vanguard's returns are expected to increase less than the market. However, during the bear market, the loss of holding American Vanguard is expected to be smaller as well. American Vanguard right now shows a risk of 2.53%. Please confirm American Vanguard treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if American Vanguard will be following its price patterns.
Auto-correlation | -0.26 |
Weak reverse predictability
American Vanguard has weak reverse predictability. Overlapping area represents the amount of predictability between American Vanguard time series from 6th of May 2024 to 19th of August 2024 and 19th of August 2024 to 2nd of December 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 American Vanguard price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current American Vanguard price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
American Vanguard lagged returns against current returns
Autocorrelation, which is American Vanguard 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 American Vanguard's stock expected returns. We can calculate the autocorrelation of American Vanguard returns to help us make a trade decision. For example, suppose you find that American Vanguard 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 |
American Vanguard 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 American Vanguard stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if American Vanguard stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in American Vanguard stock over time.
Current vs Lagged Prices |
| Timeline |
American Vanguard Lagged Returns
When evaluating American Vanguard's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of American Vanguard stock have on its future price. American Vanguard 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, American Vanguard autocorrelation shows the relationship between American Vanguard stock current value and its past values and can show if there is a momentum factor associated with investing in American Vanguard.
Regressed Prices |
| Timeline |
Also Currently Popular
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.When determining whether American Vanguard is a strong investment it is important to analyze American Vanguard's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact American Vanguard's future performance. For an informed investment choice regarding American Stock, refer to the following important reports:Check out American Vanguard Correlation, American Vanguard Volatility and American Vanguard Alpha and Beta module to complement your research on American Vanguard. For information on how to trade American Stock refer to our How to Trade American Stock guide.You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
American Vanguard 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.