Standex International Stock Market Value
| SXI Stock | USD 176.73 4.31 2.50% |
| Symbol | Standex |
Standex International 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 Standex International. If investors know Standex 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 Standex International 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 6.613 | Dividend Share 1.22 | Earnings Share 4.58 | Revenue Per Share | Quarterly Revenue Growth 0.266 |
The market value of Standex International is measured differently than its book value, which is the value of Standex that is recorded on the company's balance sheet. Investors also form their own opinion of Standex International's value that differs from its market value or its book value, called intrinsic value, which is Standex International'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 Standex International's market value can be influenced by many factors that don't directly affect Standex International'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 Standex International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Standex International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Standex International'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.
Standex International '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 Standex International'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 Standex International.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Standex International on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Standex International or generate 0.0% return on investment in Standex International over 90 days. Standex International is related to or competes with Gorman Rupp, Franklin Electric, Omega Flex, China Yuchai, Hurco Companies, Luxfer Holdings, and Donaldson. Standex International Corporation, together with subsidiaries, manufactures and sells various products and services for ... More
Standex International 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 Standex International'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 Standex International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 7.91 | |||
| Value At Risk | (3.64) | |||
| Potential Upside | 2.23 |
Standex International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Standex International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Standex International's standard deviation. In reality, there are many statistical measures that can use Standex International historical prices to predict the future Standex International's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | (0.26) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Standex International'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.
Standex International Backtested Returns
Standex International owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.13, which indicates the firm had a -0.13 % return per unit of risk over the last 3 months. Standex International exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Standex International's Coefficient Of Variation of (826.30), variance of 2.76, and Risk Adjusted Performance of (0.10) to confirm the risk estimate we provide. The entity has a beta of 0.83, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Standex International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Standex International is expected to be smaller as well. At this point, Standex International has a negative expected return of -0.22%. Please make sure to validate Standex International's treynor ratio, as well as the relationship between the kurtosis and day typical price , to decide if Standex International performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.05 |
Very weak reverse predictability
Standex International has very weak reverse predictability. Overlapping area represents the amount of predictability between Standex International time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Standex International price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Standex International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 23.16 |
Standex International lagged returns against current returns
Autocorrelation, which is Standex International 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 Standex International's stock expected returns. We can calculate the autocorrelation of Standex International returns to help us make a trade decision. For example, suppose you find that Standex International 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 |
Standex International 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 Standex International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Standex International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Standex International stock over time.
Current vs Lagged Prices |
| Timeline |
Standex International Lagged Returns
When evaluating Standex International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Standex International stock have on its future price. Standex International 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, Standex International autocorrelation shows the relationship between Standex International stock current value and its past values and can show if there is a momentum factor associated with investing in Standex International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Standex International offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Standex International'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 Standex International Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Standex International Stock:Check out Standex International Correlation, Standex International Volatility and Standex International Alpha and Beta module to complement your research on Standex International. For more detail on how to invest in Standex Stock please use our How to Invest in Standex International guide.You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Standex International 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.