Church Stock Market Value

CHD
 Stock
  

USD 94.25  1.59  1.72%   

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


Is Church Dwight's 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 Church Dwight. If investors know Church 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 Church Dwight 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
-0.057
Market Capitalization
22.9 B
Quarterly Revenue Growth YOY
0.047
Return On Assets
0.0798
Return On Equity
0.25
The market value of Church Dwight is measured differently than its book value, which is the value of Church that is recorded on the company's balance sheet. Investors also form their own opinion of Church Dwight's value that differs from its market value or its book value, called intrinsic value, which is Church Dwight'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 Church Dwight's market value can be influenced by many factors that don't directly affect Church Dwight'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 Church Dwight's value and its price as these two are different measures arrived at by different means. Investors typically determine Church Dwight value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Church Dwight'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 Dwight '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 Dwight'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 Church Dwight.
0.00
06/03/2022
No Change 0.00  0.0 
In 30 days
07/03/2022
0.00
If you would invest  0.00  in Church Dwight on June 3, 2022 and sell it all today you would earn a total of 0.00 from holding Church Dwight or generate 0.0% return on investment in Church Dwight over 30 days. Church Dwight is related to or competes with Travelers Companies, Disney, Merck, 3M, Coca Cola, Hp, and Pfizer. Church Dwight Co., Inc. develops, manufactures, and markets household, personal care, and specialty productsMore

Church Dwight 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 Dwight'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 Church Dwight upside and downside potential and time the market with a certain degree of confidence.

Church Dwight Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Church Dwight's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Church Dwight's standard deviation. In reality, there are many statistical measures that can use Church Dwight historical prices to predict the future Church Dwight's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Church Dwight'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. Please use the tools below to analyze the current value of Church Dwight in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
92.9894.2795.56
Details
Intrinsic
Valuation
LowReal ValueHigh
92.6493.9395.22
Details
Naive
Forecast
LowNext ValueHigh
91.1192.4093.68
Details
12 Analysts
Consensus
LowTarget PriceHigh
80.0095.56116.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Church Dwight. Your research has to be compared to or analyzed against Church Dwight's peers to derive any actionable benefits. When done correctly, Church Dwight's 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 Church Dwight.

Church Dwight Backtested Returns

Church Dwight secures Sharpe Ratio (or Efficiency) of -0.0523, which signifies that the company had -0.0523% of return per unit of risk over the last 3 months. Macroaxis standpoint towards 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. Church Dwight exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Church Dwight risk adjusted performance of (0.06), and Mean Deviation of 1.14 to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 0.4766, which signifies possible diversification benefits within a given portfolio. Let's try to break down what Church's beta means in this case. As returns on the market increase, Church Dwight returns are expected to increase less than the market. However, during the bear market, the loss on holding Church Dwight will be expected to be smaller as well. Even though it is essential to pay attention to Church Dwight historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards 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. Church Dwight exposes twenty-eight different technical indicators, which can help you to evaluate its performance. Church Dwight has an expected return of -0.0871%. Please be advised to confirm Church Dwight sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance to decide if Church Dwight performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.84  

Excellent reverse predictability

Church Dwight has excellent reverse predictability. Overlapping area represents the amount of predictability between Church Dwight time series from 3rd of June 2022 to 18th of June 2022 and 18th of June 2022 to 3rd of July 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 Church Dwight price movement. The serial correlation of -0.84 indicates that around 84.0% of current Church Dwight price fluctuation can be explain by its past prices.
Correlation Coefficient-0.84
Spearman Rank Test-0.93
Residual Average0.0
Price Variance6.4

Church Dwight lagged returns against current returns

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

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

Church Dwight Lagged Returns

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

Church Dwight Investors Sentiment

The influence of Church Dwight's 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 Church. 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.

Church Dwight Implied Volatility

    
  28.88  
Church Dwight's implied volatility exposes the market's sentiment of Church Dwight stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Church Dwight's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Church Dwight stock will not fluctuate a lot when Church Dwight's options are near their expiration.
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 Church Dwight 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, Church Dwight's short interest history, or implied volatility extrapolated from Church Dwight options trading.

Current Sentiment - CHD

Church Dwight Investor Sentiment

Greater number of Macroaxis users are currently bullish on Church Dwight. What is your opinion about investing in Church Dwight? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish

Pair Trading with Church Dwight

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 Church Dwight 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 Church Dwight will appreciate offsetting losses from the drop in the long position's value.

Church Dwight Pair Correlation

Correlation Analysis For Direct Indexing and Tax-loss Harvesting

The ability to find closely correlated positions to Church Dwight could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Church Dwight 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 Church Dwight - 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 Church Dwight to buy it.
The correlation of Church Dwight 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 Church Dwight moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Church Dwight 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 Church Dwight 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 Church Dwight Hype Analysis, Church Dwight Correlation, Church Dwight Valuation, Church Dwight Volatility, as well as analyze Church Dwight Alpha and Beta and Church Dwight Performance. Note that the Church Dwight information on this page should be used as a complementary analysis to other Church Dwight's 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 Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.

Complementary Tools for Church Stock analysis

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