Mueller Water Products Stock Market Value
| MWA Stock | USD 27.25 0.94 3.57% |
| Symbol | Mueller |
Mueller Water Products Price To Book Ratio
Is Industrial Machinery & Supplies & Components 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 Mueller Water. If investors know Mueller 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 Mueller Water 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 1.444 | Dividend Share 0.259 | Earnings Share 0.87 | Revenue Per Share | Quarterly Revenue Growth 0.187 |
The market value of Mueller Water Products is measured differently than its book value, which is the value of Mueller that is recorded on the company's balance sheet. Investors also form their own opinion of Mueller Water's value that differs from its market value or its book value, called intrinsic value, which is Mueller Water'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 Mueller Water's market value can be influenced by many factors that don't directly affect Mueller Water'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 Mueller Water's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mueller Water is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mueller Water'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.
Mueller Water '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 Mueller Water'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 Mueller Water.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Mueller Water on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Mueller Water Products or generate 0.0% return on investment in Mueller Water over 90 days. Mueller Water is related to or competes with Enerpac Tool, Luxfer Holdings, CSW Industrials, ITT, Hurco Companies, China Yuchai, and Omega Flex. Mueller Water Products Inc. manufactures and markets products and services used in the transmission, distribution, and m... More
Mueller Water 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 Mueller Water'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 Mueller Water Products upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.56 | |||
| Information Ratio | 0.0856 | |||
| Maximum Drawdown | 21.1 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 3.31 |
Mueller Water Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mueller Water's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mueller Water's standard deviation. In reality, there are many statistical measures that can use Mueller Water historical prices to predict the future Mueller Water's volatility.| Risk Adjusted Performance | 0.0378 | |||
| Jensen Alpha | 0.2295 | |||
| Total Risk Alpha | 0.5443 | |||
| Sortino Ratio | 0.1478 | |||
| Treynor Ratio | 0.0903 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mueller Water'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.
Mueller Water Products Backtested Returns
At this point, Mueller Water is very steady. Mueller Water Products has Sharpe Ratio of 0.0557, which conveys that the firm had a 0.0557 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Mueller Water, which you can use to evaluate the volatility of the firm. Please verify Mueller Water's Mean Deviation of 1.48, risk adjusted performance of 0.0378, and Downside Deviation of 1.56 to check out if the risk estimate we provide is consistent with the expected return of 0.16%. Mueller Water has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.99, which conveys possible diversification benefits within a given portfolio. Mueller Water returns are very sensitive to returns on the market. As the market goes up or down, Mueller Water is expected to follow. Mueller Water Products right now secures a risk of 2.82%. Please verify Mueller Water Products jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to decide if Mueller Water Products will be following its current price movements.
Auto-correlation | -0.56 |
Good reverse predictability
Mueller Water Products has good reverse predictability. Overlapping area represents the amount of predictability between Mueller Water time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Mueller Water Products price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Mueller Water price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 2.29 |
Mueller Water Products lagged returns against current returns
Autocorrelation, which is Mueller Water 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 Mueller Water's stock expected returns. We can calculate the autocorrelation of Mueller Water returns to help us make a trade decision. For example, suppose you find that Mueller Water 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 |
Mueller Water 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 Mueller Water stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mueller Water stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mueller Water stock over time.
Current vs Lagged Prices |
| Timeline |
Mueller Water Lagged Returns
When evaluating Mueller Water's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mueller Water stock have on its future price. Mueller Water 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, Mueller Water autocorrelation shows the relationship between Mueller Water stock current value and its past values and can show if there is a momentum factor associated with investing in Mueller Water Products.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Mueller Water Products offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Mueller Water's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Mueller Water Products Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Mueller Water Products Stock:Check out Mueller Water Correlation, Mueller Water Volatility and Mueller Water Alpha and Beta module to complement your research on Mueller Water. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
Mueller Water 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.