Hub Group Stock Market Value
| HUBG Stock | USD 51.64 0.05 0.1% |
| Symbol | Hub |
Hub Group Price To Book Ratio
Is Air Freight & Logistics 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 Hub. If investors know Hub 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 Hub 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 (0.19) | Dividend Share 0.375 | Earnings Share 1.77 | Revenue Per Share 64.815 | Quarterly Revenue Growth (0.04) |
The market value of Hub Group is measured differently than its book value, which is the value of Hub that is recorded on the company's balance sheet. Investors also form their own opinion of Hub's value that differs from its market value or its book value, called intrinsic value, which is Hub'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 Hub's market value can be influenced by many factors that don't directly affect Hub'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 Hub's value and its price as these two are different measures arrived at by different means. Investors typically determine if Hub is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hub'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.
Hub '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 Hub'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 Hub.
| 06/04/2024 |
| 12/01/2024 |
If you would invest 0.00 in Hub on June 4, 2024 and sell it all today you would earn a total of 0.00 from holding Hub Group or generate 0.0% return on investment in Hub over 180 days. Hub is related to or competes with GXO Logistics, JB Hunt, CH Robinson, Landstar System, and Forward Air. Hub Group, Inc., a supply chain solutions provider, offers transportation and logistics management services in North Ame... More
Hub 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 Hub'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 Hub Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.5 | |||
| Information Ratio | 0.0418 | |||
| Maximum Drawdown | 11.93 | |||
| Value At Risk | (2.46) | |||
| Potential Upside | 3.32 |
Hub Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hub's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hub's standard deviation. In reality, there are many statistical measures that can use Hub historical prices to predict the future Hub's volatility.| Risk Adjusted Performance | 0.0924 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.054 | |||
| Treynor Ratio | 0.1257 |
Hub Group Backtested Returns
Hub appears to be very steady, given 3 months investment horizon. Hub Group holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Hub Group, which you can use to evaluate the volatility of the firm. Please utilize Hub's Downside Deviation of 1.5, risk adjusted performance of 0.0924, and Market Risk Adjusted Performance of 0.1357 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Hub holds a performance score of 8. The company retains a Market Volatility (i.e., Beta) of 1.66, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Hub will likely underperform. Please check Hub's treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to make a quick decision on whether Hub's current trending patterns will revert.
Auto-correlation | 0.05 |
Virtually no predictability
Hub Group has virtually no predictability. Overlapping area represents the amount of predictability between Hub time series from 4th of June 2024 to 2nd of September 2024 and 2nd of September 2024 to 1st 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 Hub Group price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Hub price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 8.67 |
Hub Group lagged returns against current returns
Autocorrelation, which is Hub 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 Hub's stock expected returns. We can calculate the autocorrelation of Hub returns to help us make a trade decision. For example, suppose you find that Hub 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 |
Hub 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 Hub stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hub stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hub stock over time.
Current vs Lagged Prices |
| Timeline |
Hub Lagged Returns
When evaluating Hub's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hub stock have on its future price. Hub 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, Hub autocorrelation shows the relationship between Hub stock current value and its past values and can show if there is a momentum factor associated with investing in Hub Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Hub Group is a strong investment it is important to analyze Hub'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 Hub's future performance. For an informed investment choice regarding Hub Stock, refer to the following important reports:Check out Hub Correlation, Hub Volatility and Hub Alpha and Beta module to complement your research on Hub. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Hub 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.