Reynolds Consumer Products Stock Market Value
| REYN Stock | USD 27.85 0.16 0.58% |
| Symbol | Reynolds |
Reynolds Consumer Price To Book Ratio
Is Household 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 Reynolds Consumer. If investors know Reynolds 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 Reynolds Consumer 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 0.106 | Dividend Share 0.92 | Earnings Share 1.75 | Revenue Per Share 17.522 | Quarterly Revenue Growth (0.03) |
The market value of Reynolds Consumer is measured differently than its book value, which is the value of Reynolds that is recorded on the company's balance sheet. Investors also form their own opinion of Reynolds Consumer's value that differs from its market value or its book value, called intrinsic value, which is Reynolds Consumer'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 Reynolds Consumer's market value can be influenced by many factors that don't directly affect Reynolds Consumer'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 Reynolds Consumer's value and its price as these two are different measures arrived at by different means. Investors typically determine if Reynolds Consumer is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Reynolds Consumer'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.
Reynolds Consumer '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 Reynolds Consumer'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 Reynolds Consumer.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in Reynolds Consumer on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding Reynolds Consumer Products or generate 0.0% return on investment in Reynolds Consumer over 180 days. Reynolds Consumer is related to or competes with Greif Bros, Karat Packaging, Silgan Holdings, O I, Sonoco Products, Myers Industries, and Sealed Air. Reynolds Consumer Products Inc. produces and sells products in cooking, waste and storage, and tableware product categor... More
Reynolds Consumer 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 Reynolds Consumer'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 Reynolds Consumer Products upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 8.89 | |||
| Value At Risk | (2.19) | |||
| Potential Upside | 1.92 |
Reynolds Consumer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Reynolds Consumer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Reynolds Consumer's standard deviation. In reality, there are many statistical measures that can use Reynolds Consumer historical prices to predict the future Reynolds Consumer's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.38) | |||
| Treynor Ratio | (0.55) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Reynolds Consumer'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.
Reynolds Consumer Backtested Returns
Reynolds Consumer maintains Sharpe Ratio (i.e., Efficiency) of -0.14, which implies the firm had a -0.14% return per unit of risk over the last 3 months. Reynolds Consumer exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Reynolds Consumer's Variance of 1.66, risk adjusted performance of (0.09), and Coefficient Of Variation of (837.16) to confirm the risk estimate we provide. The company holds a Beta of 0.3, which implies not very significant fluctuations relative to the market. As returns on the market increase, Reynolds Consumer's returns are expected to increase less than the market. However, during the bear market, the loss of holding Reynolds Consumer is expected to be smaller as well. At this point, Reynolds Consumer has a negative expected return of -0.18%. Please make sure to check Reynolds Consumer's total risk alpha, as well as the relationship between the accumulation distribution and period momentum indicator , to decide if Reynolds Consumer performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.65 |
Very good reverse predictability
Reynolds Consumer Products has very good reverse predictability. Overlapping area represents the amount of predictability between Reynolds Consumer time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 2024 to 2nd 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 Reynolds Consumer price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Reynolds Consumer price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 2.85 |
Reynolds Consumer lagged returns against current returns
Autocorrelation, which is Reynolds Consumer 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 Reynolds Consumer's stock expected returns. We can calculate the autocorrelation of Reynolds Consumer returns to help us make a trade decision. For example, suppose you find that Reynolds Consumer 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 |
Reynolds Consumer 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 Reynolds Consumer stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Reynolds Consumer stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Reynolds Consumer stock over time.
Current vs Lagged Prices |
| Timeline |
Reynolds Consumer Lagged Returns
When evaluating Reynolds Consumer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Reynolds Consumer stock have on its future price. Reynolds Consumer 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, Reynolds Consumer autocorrelation shows the relationship between Reynolds Consumer stock current value and its past values and can show if there is a momentum factor associated with investing in Reynolds Consumer Products.
Regressed Prices |
| Timeline |
When determining whether Reynolds Consumer offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Reynolds Consumer'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 Reynolds Consumer Products Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Reynolds Consumer Products Stock:
Check out Reynolds Consumer Correlation, Reynolds Consumer Volatility and Reynolds Consumer Alpha and Beta module to complement your research on Reynolds Consumer. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Reynolds Consumer 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.