Balchem Stock Market Value
| BCPC Stock | USD 166.11 0.91 0.55% |
| Symbol | Balchem |
Balchem 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 Balchem. If investors know Balchem 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 Balchem 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 0.258 | Dividend Share 0.87 | Earnings Share 3.95 | Revenue Per Share | Quarterly Revenue Growth 0.049 |
The market value of Balchem is measured differently than its book value, which is the value of Balchem that is recorded on the company's balance sheet. Investors also form their own opinion of Balchem's value that differs from its market value or its book value, called intrinsic value, which is Balchem'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 Balchem's market value can be influenced by many factors that don't directly affect Balchem'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 Balchem's value and its price as these two are different measures arrived at by different means. Investors typically determine if Balchem is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Balchem'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.
Balchem '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 Balchem'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 Balchem.
| 12/28/2024 |
| 03/28/2025 |
If you would invest 0.00 in Balchem on December 28, 2024 and sell it all today you would earn a total of 0.00 from holding Balchem or generate 0.0% return on investment in Balchem over 90 days. Balchem is related to or competes with Sensient Technologies, Innospec, Minerals Technologies, Oil Dri, H B, Quaker Chemical, and Cabot. Balchem Corporation develops, manufactures, and markets specialty performance ingredients and products for the nutrition... More
Balchem 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 Balchem'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 Balchem upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.26 | |||
| Information Ratio | 0.0216 | |||
| Maximum Drawdown | 7.75 | |||
| Value At Risk | (1.83) | |||
| Potential Upside | 2.08 |
Balchem Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Balchem's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Balchem's standard deviation. In reality, there are many statistical measures that can use Balchem historical prices to predict the future Balchem's volatility.| Risk Adjusted Performance | 0.0119 | |||
| Jensen Alpha | 0.0246 | |||
| Total Risk Alpha | 0.0442 | |||
| Sortino Ratio | 0.0229 | |||
| Treynor Ratio | 0.0036 |
Balchem Backtested Returns
At this point, Balchem is very steady. Balchem secures Sharpe Ratio (or Efficiency) of 0.0224, which signifies that the company had a 0.0224 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Balchem, which you can use to evaluate the volatility of the firm. Please confirm Balchem's Downside Deviation of 1.26, mean deviation of 1.04, and Risk Adjusted Performance of 0.0119 to double-check if the risk estimate we provide is consistent with the expected return of 0.0309%. Balchem has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.84, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Balchem's returns are expected to increase less than the market. However, during the bear market, the loss of holding Balchem is expected to be smaller as well. Balchem right now shows a risk of 1.38%. Please confirm Balchem jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to decide if Balchem will be following its price patterns.
Auto-correlation | 0.15 |
Insignificant predictability
Balchem has insignificant predictability. Overlapping area represents the amount of predictability between Balchem time series from 28th of December 2024 to 11th of February 2025 and 11th of February 2025 to 28th of March 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 Balchem price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Balchem price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 22.93 |
Balchem lagged returns against current returns
Autocorrelation, which is Balchem 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 Balchem's stock expected returns. We can calculate the autocorrelation of Balchem returns to help us make a trade decision. For example, suppose you find that Balchem 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 |
Balchem 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 Balchem stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Balchem stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Balchem stock over time.
Current vs Lagged Prices |
| Timeline |
Balchem Lagged Returns
When evaluating Balchem's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Balchem stock have on its future price. Balchem 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, Balchem autocorrelation shows the relationship between Balchem stock current value and its past values and can show if there is a momentum factor associated with investing in Balchem.
Regressed Prices |
| Timeline |
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Check out Balchem Correlation, Balchem Volatility and Balchem Alpha and Beta module to complement your research on Balchem. For information on how to trade Balchem Stock refer to our How to Trade Balchem Stock guide.You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Balchem 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.