Stanley Black Decker Stock Market Value
| SWK Stock | USD 80.97 1.57 1.98% |
| Symbol | Stanley |
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 Stanley Black. If investors know Stanley 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 Stanley Black listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Stanley Black Decker is measured differently than its book value, which is the value of Stanley that is recorded on the company's balance sheet. Investors also form their own opinion of Stanley Black's value that differs from its market value or its book value, called intrinsic value, which is Stanley Black'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 Stanley Black's market value can be influenced by many factors that don't directly affect Stanley Black'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 Stanley Black's value and its price as these two are different measures arrived at by different means. Investors typically determine if Stanley Black is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Stanley Black'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.
Stanley Black '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 Stanley Black'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 Stanley Black.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Stanley Black on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Stanley Black Decker or generate 0.0% return on investment in Stanley Black over 90 days. Stanley Black is related to or competes with Toro, Timken, Lincoln Electric, Kennametal, Snap On, and RBC Bearings. Stanley Black Decker, Inc. engages in the tools and storage and industrial businesses in the United States, Canada, rest... More
Stanley Black 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 Stanley Black'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 Stanley Black Decker upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0511 | |||
| Maximum Drawdown | 8.98 | |||
| Value At Risk | (2.84) | |||
| Potential Upside | 2.68 |
Stanley Black Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stanley Black's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stanley Black's standard deviation. In reality, there are many statistical measures that can use Stanley Black historical prices to predict the future Stanley Black's volatility.| Risk Adjusted Performance | 0.0038 | |||
| Jensen Alpha | 0.1071 | |||
| Total Risk Alpha | 0.2213 | |||
| Treynor Ratio | (0.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Stanley Black'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.
Stanley Black Decker Backtested Returns
Stanley Black Decker owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. Stanley Black Decker exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Stanley Black's Coefficient Of Variation of (55,464), variance of 3.51, and Risk Adjusted Performance of 0.0038 to confirm the risk estimate we provide. The entity has a beta of 1.1, which indicates a somewhat significant risk relative to the market. Stanley Black returns are very sensitive to returns on the market. As the market goes up or down, Stanley Black is expected to follow. At this point, Stanley Black Decker has a negative expected return of -0.0034%. Please make sure to validate Stanley Black's maximum drawdown, as well as the relationship between the daily balance of power and period momentum indicator , to decide if Stanley Black Decker performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.22 |
Weak reverse predictability
Stanley Black Decker has weak reverse predictability. Overlapping area represents the amount of predictability between Stanley Black time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Stanley Black Decker price movement. The serial correlation of -0.22 indicates that over 22.0% of current Stanley Black price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 3.12 |
Stanley Black Decker lagged returns against current returns
Autocorrelation, which is Stanley Black 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 Stanley Black's stock expected returns. We can calculate the autocorrelation of Stanley Black returns to help us make a trade decision. For example, suppose you find that Stanley Black 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 |
Stanley Black 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 Stanley Black stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stanley Black stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stanley Black stock over time.
Current vs Lagged Prices |
| Timeline |
Stanley Black Lagged Returns
When evaluating Stanley Black's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stanley Black stock have on its future price. Stanley Black 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, Stanley Black autocorrelation shows the relationship between Stanley Black stock current value and its past values and can show if there is a momentum factor associated with investing in Stanley Black Decker.
Regressed Prices |
| Timeline |
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Stanley Black 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.