CHURCH DWIGHT INC Market Value

171340AN2   96.30  0.55  0.57%   
CHURCH's market value is the price at which a share of CHURCH trades on an exchange. It measures the collective expectations of CHURCH DWIGHT INC investors about the bond's future performance. With this module, you can estimate the performance of a buy and hold strategy of CHURCH DWIGHT INC and determine expected loss or profit from investing in CHURCH over a given investment horizon.
Check out CHURCH Correlation, CHURCH Volatility and CHURCH Alpha and Beta module to complement your research on CHURCH.
Symbol

Please note, there is a significant difference between CHURCH's value and its price as these two are different measures arrived at by different means. Investors typically determine if CHURCH is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CHURCH'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.

CHURCH '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 CHURCH's bond 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 CHURCH.
0.00
11/23/2024
No Change 0.00  0.0 
In 30 days
12/23/2024
0.00
If you would invest  0.00  in CHURCH on November 23, 2024 and sell it all today you would earn a total of 0.00 from holding CHURCH DWIGHT INC or generate 0.0% return on investment in CHURCH over 30 days. CHURCH is related to or competes with Church Dwight, Unilever PLC, Coty, European Wax, Integral, and Zhihu. More

CHURCH 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 CHURCH's bond 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 CHURCH DWIGHT INC upside and downside potential and time the market with a certain degree of confidence.

CHURCH Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for CHURCH's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CHURCH's standard deviation. In reality, there are many statistical measures that can use CHURCH historical prices to predict the future CHURCH's volatility.
Hype
Prediction
LowEstimatedHigh
96.0696.3096.54
Details
Intrinsic
Valuation
LowRealHigh
95.8296.0696.30
Details

CHURCH DWIGHT INC Backtested Returns

CHURCH DWIGHT INC secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the bond had a -0.12% return per unit of volatility over the last 3 months. CHURCH DWIGHT INC exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CHURCH's risk adjusted performance of (0.04), and Mean Deviation of 0.245 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.0756, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CHURCH's returns are expected to increase less than the market. However, during the bear market, the loss of holding CHURCH is expected to be smaller as well.

Auto-correlation

    
  0.06  

Virtually no predictability

CHURCH DWIGHT INC has virtually no predictability. Overlapping area represents the amount of predictability between CHURCH time series from 23rd of November 2024 to 8th of December 2024 and 8th of December 2024 to 23rd 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 CHURCH DWIGHT INC price movement. The serial correlation of 0.06 indicates that barely 6.0% of current CHURCH price fluctuation can be explain by its past prices.
Correlation Coefficient0.06
Spearman Rank Test-0.13
Residual Average0.0
Price Variance0.02

CHURCH DWIGHT INC lagged returns against current returns

Autocorrelation, which is CHURCH bond'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 CHURCH's bond expected returns. We can calculate the autocorrelation of CHURCH returns to help us make a trade decision. For example, suppose you find that CHURCH has exhibited high autocorrelation historically, and you observe that the bond 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  

CHURCH 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 CHURCH bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CHURCH bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CHURCH bond over time.
   Current vs Lagged Prices   
       Timeline  

CHURCH Lagged Returns

When evaluating CHURCH's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CHURCH bond have on its future price. CHURCH 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, CHURCH autocorrelation shows the relationship between CHURCH bond current value and its past values and can show if there is a momentum factor associated with investing in CHURCH DWIGHT INC.
   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.

Other Information on Investing in CHURCH Bond

CHURCH financial ratios help investors to determine whether CHURCH Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in CHURCH with respect to the benefits of owning CHURCH security.