Waters Stock Market Value
| WAT Stock | USD 380.83 1.56 0.41% |
| Symbol | Waters |
Waters Price To Book Ratio
Is Life Sciences Tools & Services 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 Waters. If investors know Waters 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 Waters 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 0.063 | Earnings Share 10.72 | Revenue Per Share | Quarterly Revenue Growth 0.065 | Return On Assets |
The market value of Waters is measured differently than its book value, which is the value of Waters that is recorded on the company's balance sheet. Investors also form their own opinion of Waters' value that differs from its market value or its book value, called intrinsic value, which is Waters' 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 Waters' market value can be influenced by many factors that don't directly affect Waters' 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 Waters' value and its price as these two are different measures arrived at by different means. Investors typically determine if Waters is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Waters' 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.
Waters '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 Waters' 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 Waters.
| 01/26/2025 |
| 02/25/2025 |
If you would invest 0.00 in Waters on January 26, 2025 and sell it all today you would earn a total of 0.00 from holding Waters or generate 0.0% return on investment in Waters over 30 days. Waters is related to or competes with IDEXX Laboratories, IQVIA Holdings, Charles River, Revvity, Mettler Toledo, Danaher, and Thermo Fisher. Waters Corporation, a specialty measurement company, provides analytical workflow solutions in Asia, the Americas, and E... More
Waters 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 Waters' 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 Waters upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.65 | |||
| Information Ratio | 0.0545 | |||
| Maximum Drawdown | 10.9 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 3.0 |
Waters Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Waters' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Waters' standard deviation. In reality, there are many statistical measures that can use Waters historical prices to predict the future Waters' volatility.| Risk Adjusted Performance | 0.048 | |||
| Jensen Alpha | 0.0938 | |||
| Total Risk Alpha | 0.1022 | |||
| Sortino Ratio | 0.058 | |||
| Treynor Ratio | 0.1411 |
Waters Backtested Returns
Waters shows Sharpe Ratio of close to zero, which attests that the company had a close to zero % return per unit of risk over the last 3 months. Waters exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Waters' Market Risk Adjusted Performance of 0.1511, mean deviation of 1.31, and Downside Deviation of 1.65 to validate the risk estimate we provide. The firm maintains a market beta of 0.64, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Waters' returns are expected to increase less than the market. However, during the bear market, the loss of holding Waters is expected to be smaller as well. At this point, Waters has a negative expected return of -0.0117%. Please make sure to check out Waters' sortino ratio, semi variance, as well as the relationship between the Semi Variance and rate of daily change , to decide if Waters performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.16 |
Very weak predictability
Waters has very weak predictability. Overlapping area represents the amount of predictability between Waters time series from 26th of January 2025 to 10th of February 2025 and 10th of February 2025 to 25th of February 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 Waters price movement. The serial correlation of 0.16 indicates that over 16.0% of current Waters price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 132.19 |
Waters lagged returns against current returns
Autocorrelation, which is Waters 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 Waters' stock expected returns. We can calculate the autocorrelation of Waters returns to help us make a trade decision. For example, suppose you find that Waters 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 |
Waters 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 Waters stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Waters stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Waters stock over time.
Current vs Lagged Prices |
| Timeline |
Waters Lagged Returns
When evaluating Waters' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Waters stock have on its future price. Waters 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, Waters autocorrelation shows the relationship between Waters stock current value and its past values and can show if there is a momentum factor associated with investing in Waters.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Waters Stock Analysis
When running Waters' price analysis, check to measure Waters' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Waters is operating at the current time. Most of Waters' value examination focuses on studying past and present price action to predict the probability of Waters' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Waters' price. Additionally, you may evaluate how the addition of Waters to your portfolios can decrease your overall portfolio volatility.