Beazer Stock Market Value

BZH -  USA Stock  

USD 12.44  0.48  4.01%

Beazer Homes' market value is the price at which a share of Beazer Homes stock trades on a public exchange. It measures the collective expectations of Beazer Homes USA investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Beazer Homes USA and determine expected loss or profit from investing in Beazer Homes over a given investment horizon. Continue to Beazer Homes Hype Analysis, Beazer Homes Correlation, Beazer Homes Valuation, Beazer Homes Volatility, as well as analyze Beazer Homes Alpha and Beta and Beazer Homes Performance.
Symbol
Backtest


Is Beazer Homes' 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 Beazer Homes. If investors know Beazer 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 Beazer Homes 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
0.8
Market Capitalization
376.2 M
Quarterly Revenue Growth YOY
-0.075
Return On Assets
0.0571
Return On Equity
0.23
The market value of Beazer Homes USA is measured differently than its book value, which is the value of Beazer that is recorded on the company's balance sheet. Investors also form their own opinion of Beazer Homes' value that differs from its market value or its book value, called intrinsic value, which is Beazer Homes' 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 Beazer Homes' market value can be influenced by many factors that don't directly affect Beazer Homes' 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 Beazer Homes' value and its price as these two are different measures arrived at by different means. Investors typically determine Beazer Homes value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Beazer Homes' 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.

Beazer Homes '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 Beazer Homes' 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 Beazer Homes.
0.00
05/25/2022
No Change 0.00  0.0 
In 31 days
06/24/2022
0.00
If you would invest  0.00  in Beazer Homes on May 25, 2022 and sell it all today you would earn a total of 0.00 from holding Beazer Homes USA or generate 0.0% return on investment in Beazer Homes over 30 days. Beazer Homes is related to or competes with Vertex Energy, Microsoft Corp, Merck, McDonalds Corp, Johnson Johnson, Alcoa Corp, and Procter Gamble. Beazer Homes USA, Inc. operates as a homebuilder in the United StatesMore

Beazer Homes 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 Beazer Homes' 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 Beazer Homes USA upside and downside potential and time the market with a certain degree of confidence.

Beazer Homes Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Beazer Homes' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Beazer Homes' standard deviation. In reality, there are many statistical measures that can use Beazer Homes historical prices to predict the future Beazer Homes' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Beazer Homes' 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 Beazer Homes in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
8.0212.2216.42
Details
Intrinsic
Valuation
LowReal ValueHigh
11.4315.6319.83
Details
Naive
Forecast
LowNext ValueHigh
5.339.5313.74
Details
3 Analysts
Consensus
LowTarget PriceHigh
24.0026.0028.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Beazer Homes. Your research has to be compared to or analyzed against Beazer Homes' peers to derive any actionable benefits. When done correctly, Beazer Homes' 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 Beazer Homes USA.

Beazer Homes USA Backtested Returns

Beazer Homes USA secures Sharpe Ratio (or Efficiency) of -0.0748, which signifies that the company had -0.0748% of return per unit of standard deviation over the last 3 months. Macroaxis philosophy in foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Beazer Homes USA exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Beazer Homes USA mean deviation of 2.98, and Risk Adjusted Performance of (0.11) to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 1.9196, which signifies a somewhat significant risk relative to the market. Let's try to break down what Beazer's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Beazer Homes will likely underperform. Even though it is essential to pay attention to Beazer Homes USA historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy in foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Beazer Homes USA exposes twenty-one different technical indicators, which can help you to evaluate its performance. Beazer Homes USA has an expected return of -0.31%. Please be advised to confirm Beazer Homes USA coefficient of variation, as well as the relationship between the treynor ratio and semi variance to decide if Beazer Homes USA performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.91  

Near perfect reversele predictability

Beazer Homes USA has near perfect reversele predictability. Overlapping area represents the amount of predictability between Beazer Homes time series from 25th of May 2022 to 9th of June 2022 and 9th of June 2022 to 24th of June 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 Beazer Homes USA price movement. The serial correlation of -0.91 indicates that approximately 91.0% of current Beazer Homes price fluctuation can be explain by its past prices.
Correlation Coefficient-0.91
Spearman Rank Test0.0
Residual Average0.0
Price Variance2.97

Beazer Homes USA lagged returns against current returns

Autocorrelation, which is Beazer Homes 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 Beazer Homes' stock expected returns. We can calculate the autocorrelation of Beazer Homes returns to help us make a trade decision. For example, suppose you find that Beazer Homes 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 
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      Timeline 

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

Beazer Homes Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Beazer Homes without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Pair Trading with Beazer Homes

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 Beazer Homes 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 Beazer Homes will appreciate offsetting losses from the drop in the long position's value.

Beazer Homes Pair Correlation

Correlation Analysis For Direct Indexing and Tax-loss Harvesting

The ability to find closely correlated positions to Beazer Homes could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Beazer Homes 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 Beazer Homes - 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 Beazer Homes USA to buy it.
The correlation of Beazer Homes 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 Beazer Homes moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Beazer Homes USA 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 Beazer Homes 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
Continue to Beazer Homes Hype Analysis, Beazer Homes Correlation, Beazer Homes Valuation, Beazer Homes Volatility, as well as analyze Beazer Homes Alpha and Beta and Beazer Homes Performance. Note that the Beazer Homes USA information on this page should be used as a complementary analysis to other Beazer Homes' 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 Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.

Complementary Tools for Beazer Stock analysis

When running Beazer Homes USA price analysis, check to measure Beazer Homes' 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 Beazer Homes is operating at the current time. Most of Beazer Homes' value examination focuses on studying past and present price action to predict the probability of Beazer Homes' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Beazer Homes' price. Additionally, you may evaluate how the addition of Beazer Homes to your portfolios can decrease your overall portfolio volatility.
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Beazer Homes 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 Beazer Homes technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Beazer Homes 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...