Albertsons Stock Market Value

ACI
 Stock
  

USD 20.98  0.23  1.11%   

Albertsons Companies' market value is the price at which a share of Albertsons Companies stock trades on a public exchange. It measures the collective expectations of Albertsons Companies investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Albertsons Companies and determine expected loss or profit from investing in Albertsons Companies over a given investment horizon. Please continue to Albertsons Companies Correlation, Albertsons Companies Volatility and Albertsons Companies Alpha and Beta module to complement your research on Albertsons Companies.
Symbol


Is Albertsons Companies' industry 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 Albertsons Companies. If investors know Albertsons 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 Albertsons Companies 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 YOY
0.15
Market Capitalization
11.2 B
Quarterly Revenue Growth YOY
0.086
Return On Assets
0.0574
Return On Equity
0.4
The market value of Albertsons Companies is measured differently than its book value, which is the value of Albertsons that is recorded on the company's balance sheet. Investors also form their own opinion of Albertsons Companies' value that differs from its market value or its book value, called intrinsic value, which is Albertsons Companies' 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 Albertsons Companies' market value can be influenced by many factors that don't directly affect Albertsons Companies' 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 Albertsons Companies' value and its price as these two are different measures arrived at by different means. Investors typically determine Albertsons Companies value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Albertsons Companies' 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.

Albertsons Companies '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 Albertsons Companies' 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 Albertsons Companies.
0.00
09/04/2022
No Change 0.00  0.0 
In 3 months and 1 day
12/03/2022
0.00
If you would invest  0.00  in Albertsons Companies on September 4, 2022 and sell it all today you would earn a total of 0.00 from holding Albertsons Companies or generate 0.0% return on investment in Albertsons Companies over 90 days. Albertsons Companies is related to or competes with Ambev SA, Acme United, Archer Daniels, Alico, Andersons, Brown Forman, and Bunge. Albertsons Companies, Inc., through its subsidiaries, engages in the operation of food and drug stores in the United Sta... More

Albertsons Companies 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 Albertsons Companies' 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 Albertsons Companies upside and downside potential and time the market with a certain degree of confidence.

Albertsons Companies Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Albertsons Companies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Albertsons Companies' standard deviation. In reality, there are many statistical measures that can use Albertsons Companies historical prices to predict the future Albertsons Companies' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Albertsons Companies' 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. Please use the tools below to analyze the current value of Albertsons Companies in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
18.1720.6923.21
Details
Intrinsic
Valuation
LowReal ValueHigh
18.8626.1428.66
Details
15 Analysts
Consensus
LowTarget PriceHigh
19.0031.7740.00
Details
Earnings
Estimates (4)
LowProjected EPSHigh
2.832.852.86
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Albertsons Companies. Your research has to be compared to or analyzed against Albertsons Companies' peers to derive any actionable benefits. When done correctly, Albertsons Companies' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Albertsons Companies.

Albertsons Companies Backtested Returns

We consider Albertsons Companies very steady. Albertsons Companies secures Sharpe Ratio (or Efficiency) of 0.0151, which signifies that the company had 0.0151% of return per unit of standard deviation over the last 3 months. Our philosophy in foreseeing the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-seven technical indicators for Albertsons Companies, which you can use to evaluate the future volatility of the firm. Please confirm Albertsons Companies mean deviation of 1.59, and Risk Adjusted Performance of 0.0409 to double-check if the risk estimate we provide is consistent with the expected return of 0.0379%.
Albertsons Companies has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.8448, which signifies possible diversification benefits within a given portfolio. Let's try to break down what Albertsons's beta means in this case. As returns on the market increase, Albertsons Companies returns are expected to increase less than the market. However, during the bear market, the loss on holding Albertsons Companies will be expected to be smaller as well. Although it is important to respect Albertsons Companies historical returns, it is better to be realistic regarding the information on the equity's current trending patterns. The philosophy in foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Albertsons Companies technical indicators, you can presently evaluate if the expected return of 0.0379% will be sustainable into the future. Albertsons Companies right now shows a risk of 2.5%. Please confirm Albertsons Companies sortino ratio, semi variance, and the relationship between the information ratio and value at risk to decide if Albertsons Companies will be following its price patterns.

Auto-correlation

    
  -0.08  

Very weak reverse predictability

Albertsons Companies has very weak reverse predictability. Overlapping area represents the amount of predictability between Albertsons Companies time series from 4th of September 2022 to 19th of October 2022 and 19th of October 2022 to 3rd of December 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Albertsons Companies price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Albertsons Companies price fluctuation can be explain by its past prices.
Correlation Coefficient-0.08
Spearman Rank Test-0.35
Residual Average0.0
Price Variance0.06

Albertsons Companies lagged returns against current returns

Autocorrelation, which is Albertsons Companies 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 Albertsons Companies' stock expected returns. We can calculate the autocorrelation of Albertsons Companies returns to help us make a trade decision. For example, suppose you find that Albertsons Companies stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
Share
       Timeline  

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

Albertsons Companies Lagged Returns

When evaluating Albertsons Companies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Albertsons Companies stock have on its future price. Albertsons Companies 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, Albertsons Companies autocorrelation shows the relationship between Albertsons Companies stock current value and its past values and can show if there is a momentum factor associated with investing in Albertsons Companies.
   Regressed Prices   
Share
       Timeline  

Albertsons Companies Investors Sentiment

The influence of Albertsons Companies' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Albertsons. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to Albertsons Companies' public news can be used to forecast risks associated with investment in Albertsons. The trend in average sentiment can be used to explain how an investor holding Albertsons can time the market purely based on public headlines and social activities around Albertsons Companies. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Albertsons Companies' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Albertsons Companies' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Albertsons Companies' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Albertsons Companies.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Albertsons Companies in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Albertsons Companies' short interest history, or implied volatility extrapolated from Albertsons Companies options trading.

Pair Trading with Albertsons Companies

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Albertsons Companies position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Albertsons Companies will appreciate offsetting losses from the drop in the long position's value.

Moving together with Albertsons Companies

+0.7BGBunge Limited Downward RallyPairCorr
The ability to find closely correlated positions to Albertsons Companies could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Albertsons Companies when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Albertsons Companies - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Albertsons Companies to buy it.
The correlation of Albertsons Companies is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Albertsons Companies moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Albertsons Companies moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Albertsons Companies can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Please continue to Albertsons Companies Correlation, Albertsons Companies Volatility and Albertsons Companies Alpha and Beta module to complement your research on Albertsons Companies. Note that the Albertsons Companies information on this page should be used as a complementary analysis to other Albertsons Companies' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .

Complementary Tools for Albertsons Stock analysis

When running Albertsons Companies price analysis, check to measure Albertsons Companies' 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 Albertsons Companies is operating at the current time. Most of Albertsons Companies' value examination focuses on studying past and present price action to predict the probability of Albertsons Companies' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Albertsons Companies' price. Additionally, you may evaluate how the addition of Albertsons Companies to your portfolios can decrease your overall portfolio volatility.
Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device
Go
Fund Screener
Find actively-traded funds from around the world traded on over 30 global exchanges
Go
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
Go
CEO Directory
Screen CEOs from public companies around the world
Go
Commodity Channel Index
Use Commodity Channel Index to analyze current equity momentum
Go
Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device
Go
Portfolio Comparator
Compare the composition, asset allocations and performance of any two portfolios in your account
Go
Positions Ratings
Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Content Syndication
Quickly integrate customizable finance content to your own investment portal
Go
Albertsons Companies 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.
A focus of Albertsons Companies technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Albertsons Companies trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...