Bellring Brands Llc Stock Market Value
| BRBR Stock | USD 77.16 1.63 2.07% |
| Symbol | Bellring |
Bellring Brands LLC Price To Book Ratio
Is Personal Care Products 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 Bellring Brands. If investors know Bellring 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 Bellring Brands 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 0.697 | Earnings Share 1.86 | Revenue Per Share 14.623 | Quarterly Revenue Growth 0.156 | Return On Assets 0.3103 |
The market value of Bellring Brands LLC is measured differently than its book value, which is the value of Bellring that is recorded on the company's balance sheet. Investors also form their own opinion of Bellring Brands' value that differs from its market value or its book value, called intrinsic value, which is Bellring Brands' 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 Bellring Brands' market value can be influenced by many factors that don't directly affect Bellring Brands' 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 Bellring Brands' value and its price as these two are different measures arrived at by different means. Investors typically determine if Bellring Brands is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bellring Brands' 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.
Bellring Brands '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 Bellring Brands' 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 Bellring Brands.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Bellring Brands on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Bellring Brands LLC or generate 0.0% return on investment in Bellring Brands over 720 days. Bellring Brands is related to or competes with Treehouse Foods, Pilgrims Pride, Ingredion Incorporated, JM Smucker, Nomad Foods, Real Good, and J J. BellRing Brands, Inc., together with its subsidiaries, provides various nutrition products in the United States and inte... More
Bellring Brands 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 Bellring Brands' 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 Bellring Brands LLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9882 | |||
| Information Ratio | 0.3283 | |||
| Maximum Drawdown | 5.26 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 2.61 |
Bellring Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bellring Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bellring Brands' standard deviation. In reality, there are many statistical measures that can use Bellring Brands historical prices to predict the future Bellring Brands' volatility.| Risk Adjusted Performance | 0.3405 | |||
| Jensen Alpha | 0.4604 | |||
| Total Risk Alpha | 0.3181 | |||
| Sortino Ratio | 0.3845 | |||
| Treynor Ratio | 1.51 |
Bellring Brands LLC Backtested Returns
Bellring Brands appears to be very steady, given 3 months investment horizon. Bellring Brands LLC secures Sharpe Ratio (or Efficiency) of 0.44, which signifies that the company had a 0.44% return per unit of risk over the last 3 months. By analyzing Bellring Brands' technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please makes use of Bellring Brands' Downside Deviation of 0.9882, mean deviation of 0.9165, and Risk Adjusted Performance of 0.3405 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bellring Brands holds a performance score of 34. The firm shows a Beta (market volatility) of 0.33, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bellring Brands' returns are expected to increase less than the market. However, during the bear market, the loss of holding Bellring Brands is expected to be smaller as well. Please check Bellring Brands' downside variance, and the relationship between the sortino ratio and accumulation distribution , to make a quick decision on whether Bellring Brands' price patterns will revert.
Auto-correlation | 0.67 |
Good predictability
Bellring Brands LLC has good predictability. Overlapping area represents the amount of predictability between Bellring Brands time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th 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 Bellring Brands LLC price movement. The serial correlation of 0.67 indicates that around 67.0% of current Bellring Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 26.35 |
Bellring Brands LLC lagged returns against current returns
Autocorrelation, which is Bellring Brands 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 Bellring Brands' stock expected returns. We can calculate the autocorrelation of Bellring Brands returns to help us make a trade decision. For example, suppose you find that Bellring Brands 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 |
Bellring Brands 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 Bellring Brands stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bellring Brands stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bellring Brands stock over time.
Current vs Lagged Prices |
| Timeline |
Bellring Brands Lagged Returns
When evaluating Bellring Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bellring Brands stock have on its future price. Bellring Brands 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, Bellring Brands autocorrelation shows the relationship between Bellring Brands stock current value and its past values and can show if there is a momentum factor associated with investing in Bellring Brands LLC.
Regressed Prices |
| Timeline |
Pair Trading with Bellring Brands
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Bellring Brands position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Bellring Brands will appreciate offsetting losses from the drop in the long position's value.Moving against Bellring Stock
| 0.91 | UL | Unilever PLC ADR | PairCorr |
| 0.86 | CL | Colgate Palmolive Fiscal Year End 24th of January 2025 | PairCorr |
| 0.83 | UG | United Guardian | PairCorr |
| 0.74 | EL | Estee Lauder Companies | PairCorr |
| 0.74 | NAII | Natural Alternatives | PairCorr |
The ability to find closely correlated positions to Bellring Brands could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Bellring Brands when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Bellring Brands - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Bellring Brands LLC to buy it.
The correlation of Bellring Brands is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Bellring Brands moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Bellring Brands LLC moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Bellring Brands can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Bellring Stock Analysis
When running Bellring Brands' price analysis, check to measure Bellring Brands' 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 Bellring Brands is operating at the current time. Most of Bellring Brands' value examination focuses on studying past and present price action to predict the probability of Bellring Brands' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bellring Brands' price. Additionally, you may evaluate how the addition of Bellring Brands to your portfolios can decrease your overall portfolio volatility.