Herbalife Nutrition Stock Market Value
| HLF Stock | USD 8.43 0.44 5.51% |
| Symbol | Herbalife |
Herbalife Nutrition 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 Herbalife Nutrition. If investors know Herbalife 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 Herbalife Nutrition 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 16.083 | Earnings Share 2.5 | Revenue Per Share | Quarterly Revenue Growth (0.01) | Return On Assets |
The market value of Herbalife Nutrition is measured differently than its book value, which is the value of Herbalife that is recorded on the company's balance sheet. Investors also form their own opinion of Herbalife Nutrition's value that differs from its market value or its book value, called intrinsic value, which is Herbalife Nutrition'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 Herbalife Nutrition's market value can be influenced by many factors that don't directly affect Herbalife Nutrition'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 Herbalife Nutrition's value and its price as these two are different measures arrived at by different means. Investors typically determine if Herbalife Nutrition is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Herbalife Nutrition'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.
Herbalife Nutrition '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 Herbalife Nutrition'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 Herbalife Nutrition.
| 12/21/2024 |
| 03/21/2025 |
If you would invest 0.00 in Herbalife Nutrition on December 21, 2024 and sell it all today you would earn a total of 0.00 from holding Herbalife Nutrition or generate 0.0% return on investment in Herbalife Nutrition over 90 days. Herbalife Nutrition is related to or competes with Nomad Foods, Bellring Brands, Pilgrims Pride, Ingredion Incorporated, Treehouse Foods, John B, and J J. Herbalife Nutrition Ltd. offers nutrition solutions in North America, Mexico, South and Central America, Europe, the Mid... More
Herbalife Nutrition 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 Herbalife Nutrition'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 Herbalife Nutrition upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.37 | |||
| Information Ratio | 0.0413 | |||
| Maximum Drawdown | 48.43 | |||
| Value At Risk | (4.71) | |||
| Potential Upside | 4.97 |
Herbalife Nutrition Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Herbalife Nutrition's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Herbalife Nutrition's standard deviation. In reality, there are many statistical measures that can use Herbalife Nutrition historical prices to predict the future Herbalife Nutrition's volatility.| Risk Adjusted Performance | 0.0362 | |||
| Jensen Alpha | 0.0516 | |||
| Total Risk Alpha | 0.6807 | |||
| Sortino Ratio | 0.0751 | |||
| Treynor Ratio | (0.10) |
Herbalife Nutrition Backtested Returns
Herbalife Nutrition appears to be unstable, given 3 months investment horizon. Herbalife Nutrition holds Efficiency (Sharpe) Ratio of 0.1, which attests that the entity had a 0.1 % return per unit of risk over the last 3 months. By evaluating Herbalife Nutrition's technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please utilize Herbalife Nutrition's Market Risk Adjusted Performance of (0.09), risk adjusted performance of 0.0362, and Downside Deviation of 3.37 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Herbalife Nutrition holds a performance score of 8. The company retains a Market Volatility (i.e., Beta) of -1.79, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Herbalife Nutrition are expected to decrease by larger amounts. On the other hand, during market turmoil, Herbalife Nutrition is expected to outperform it. Please check Herbalife Nutrition's semi variance, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Herbalife Nutrition's current trending patterns will revert.
Auto-correlation | -0.53 |
Good reverse predictability
Herbalife Nutrition has good reverse predictability. Overlapping area represents the amount of predictability between Herbalife Nutrition time series from 21st of December 2024 to 4th of February 2025 and 4th of February 2025 to 21st 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 Herbalife Nutrition price movement. The serial correlation of -0.53 indicates that about 53.0% of current Herbalife Nutrition price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 2.25 |
Herbalife Nutrition lagged returns against current returns
Autocorrelation, which is Herbalife Nutrition 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 Herbalife Nutrition's stock expected returns. We can calculate the autocorrelation of Herbalife Nutrition returns to help us make a trade decision. For example, suppose you find that Herbalife Nutrition 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 |
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Herbalife Nutrition 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 Herbalife Nutrition stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Herbalife Nutrition stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Herbalife Nutrition stock over time.
Current vs Lagged Prices |
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Herbalife Nutrition Lagged Returns
When evaluating Herbalife Nutrition's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Herbalife Nutrition stock have on its future price. Herbalife Nutrition 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, Herbalife Nutrition autocorrelation shows the relationship between Herbalife Nutrition stock current value and its past values and can show if there is a momentum factor associated with investing in Herbalife Nutrition.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether Herbalife Nutrition is a strong investment it is important to analyze Herbalife Nutrition'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 Herbalife Nutrition's future performance. For an informed investment choice regarding Herbalife Stock, refer to the following important reports:Check out Herbalife Nutrition Correlation, Herbalife Nutrition Volatility and Herbalife Nutrition Alpha and Beta module to complement your research on Herbalife Nutrition. For more detail on how to invest in Herbalife Stock please use our How to Invest in Herbalife Nutrition guide.You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Herbalife Nutrition 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.