H B Fuller Stock Market Value
| FUL Stock | USD 53.43 0.55 1.04% |
| Symbol | FUL |
H B Fuller 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 H B. If investors know FUL 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 H B 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 0.463 | Dividend Share 0.873 | Earnings Share 2.3 | Revenue Per Share | Quarterly Revenue Growth 0.023 |
The market value of H B Fuller is measured differently than its book value, which is the value of FUL that is recorded on the company's balance sheet. Investors also form their own opinion of H B's value that differs from its market value or its book value, called intrinsic value, which is H B'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 H B's market value can be influenced by many factors that don't directly affect H B'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 H B's value and its price as these two are different measures arrived at by different means. Investors typically determine if H B is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, H B'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.
H B '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 H B'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 H B.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in H B on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding H B Fuller or generate 0.0% return on investment in H B over 90 days. H B is related to or competes with Minerals Technologies, Quaker Chemical, Oil Dri, Sensient Technologies, Innospec, Northern Technologies, and Cabot. Fuller Company, together with its subsidiaries, formulates, manufactures, and markets adhesives, sealants, coatings, pol... More
H B 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 H B'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 H B Fuller upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 8.25 | |||
| Value At Risk | (3.00) | |||
| Potential Upside | 1.85 |
H B Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for H B's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as H B's standard deviation. In reality, there are many statistical measures that can use H B historical prices to predict the future H B's volatility.| Risk Adjusted Performance | (0.26) | |||
| Jensen Alpha | (0.43) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | (0.65) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of H B'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.
H B Fuller Backtested Returns
H B Fuller retains Efficiency (Sharpe Ratio) of -0.28, which attests that the company had a -0.28 % return per unit of return volatility over the last 3 months. H B exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out H B's Market Risk Adjusted Performance of (0.64), standard deviation of 1.65, and Coefficient Of Variation of (327.09) to validate the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.79, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, H B's returns are expected to increase less than the market. However, during the bear market, the loss of holding H B is expected to be smaller as well. At this point, H B Fuller has a negative expected return of -0.48%. Please make sure to check out H B's skewness, and the relationship between the total risk alpha and day median price , to decide if H B Fuller performance from the past will be repeated sooner or later.
Auto-correlation | 0.79 |
Good predictability
H B Fuller has good predictability. Overlapping area represents the amount of predictability between H B time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 H B Fuller price movement. The serial correlation of 0.79 indicates that around 79.0% of current H B price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 6.87 |
H B Fuller lagged returns against current returns
Autocorrelation, which is H B 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 H B's stock expected returns. We can calculate the autocorrelation of H B returns to help us make a trade decision. For example, suppose you find that H B 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 |
H B 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 H B stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if H B stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in H B stock over time.
Current vs Lagged Prices |
| Timeline |
H B Lagged Returns
When evaluating H B's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of H B stock have on its future price. H B 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, H B autocorrelation shows the relationship between H B stock current value and its past values and can show if there is a momentum factor associated with investing in H B Fuller.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out H B Correlation, H B Volatility and H B Alpha and Beta module to complement your research on H B. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
H B 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.