Sally Beauty Holdings Stock Market Value
| SBH Stock | USD 11.86 0.26 2.15% |
| Symbol | Sally |
Sally Beauty Holdings Price To Book Ratio
Is Other Specialty Retail 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 Sally Beauty. If investors know Sally 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 Sally Beauty 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 (0.22) | Earnings Share 1.39 | Revenue Per Share 35.219 | Quarterly Revenue Growth 0.012 | Return On Assets 0.0642 |
The market value of Sally Beauty Holdings is measured differently than its book value, which is the value of Sally that is recorded on the company's balance sheet. Investors also form their own opinion of Sally Beauty's value that differs from its market value or its book value, called intrinsic value, which is Sally Beauty'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 Sally Beauty's market value can be influenced by many factors that don't directly affect Sally Beauty'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 Sally Beauty's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sally Beauty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sally Beauty'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.
Sally Beauty '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 Sally Beauty'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 Sally Beauty.
| 11/21/2024 |
| 12/21/2024 |
If you would invest 0.00 in Sally Beauty on November 21, 2024 and sell it all today you would earn a total of 0.00 from holding Sally Beauty Holdings or generate 0.0% return on investment in Sally Beauty over 30 days. Sally Beauty is related to or competes with High Tide, China Jo, Walgreens Boots, 111, SunLink Health, and Leafly Holdings. Sally Beauty Holdings, Inc. operates as a specialty retailer and distributor of professional beauty supplies More
Sally Beauty 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 Sally Beauty'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 Sally Beauty Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 16.9 | |||
| Value At Risk | (3.10) | |||
| Potential Upside | 4.86 |
Sally Beauty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sally Beauty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sally Beauty's standard deviation. In reality, there are many statistical measures that can use Sally Beauty historical prices to predict the future Sally Beauty's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | 0.2366 |
Sally Beauty Holdings Backtested Returns
Sally Beauty Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0512, which indicates the firm had a -0.0512% return per unit of risk over the last 3 months. Sally Beauty Holdings exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sally Beauty's Coefficient Of Variation of (2,082), variance of 7.09, and Risk Adjusted Performance of (0.03) to confirm the risk estimate we provide. The entity has a beta of -0.58, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sally Beauty are expected to decrease at a much lower rate. During the bear market, Sally Beauty is likely to outperform the market. At this point, Sally Beauty Holdings has a negative expected return of -0.14%. Please make sure to validate Sally Beauty's potential upside, as well as the relationship between the daily balance of power and market facilitation index , to decide if Sally Beauty Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.10 |
Insignificant predictability
Sally Beauty Holdings has insignificant predictability. Overlapping area represents the amount of predictability between Sally Beauty time series from 21st of November 2024 to 6th of December 2024 and 6th of December 2024 to 21st 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 Sally Beauty Holdings price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Sally Beauty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Sally Beauty Holdings lagged returns against current returns
Autocorrelation, which is Sally Beauty 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 Sally Beauty's stock expected returns. We can calculate the autocorrelation of Sally Beauty returns to help us make a trade decision. For example, suppose you find that Sally Beauty 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 |
Sally Beauty 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 Sally Beauty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sally Beauty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sally Beauty stock over time.
Current vs Lagged Prices |
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Sally Beauty Lagged Returns
When evaluating Sally Beauty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sally Beauty stock have on its future price. Sally Beauty 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, Sally Beauty autocorrelation shows the relationship between Sally Beauty stock current value and its past values and can show if there is a momentum factor associated with investing in Sally Beauty Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Sally Beauty Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Sally Beauty'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 Sally Beauty Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Sally Beauty Holdings Stock:Check out Sally Beauty Correlation, Sally Beauty Volatility and Sally Beauty Alpha and Beta module to complement your research on Sally Beauty. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
Sally Beauty 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.