CNH Industrial Stock Market Value

CNHI
 Stock
  

USD 12.29  0.44  3.71%   

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


Is CNH Industrial'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 CNH Industrial. If investors know CNH Industrial 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 CNH Industrial 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
-0.2
Market Capitalization
20.4 B
Quarterly Revenue Growth YOY
0.13
Return On Assets
0.0378
Return On Equity
0.31
The market value of CNH Industrial NV is measured differently than its book value, which is the value of CNH Industrial that is recorded on the company's balance sheet. Investors also form their own opinion of CNH Industrial's value that differs from its market value or its book value, called intrinsic value, which is CNH Industrial'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 CNH Industrial's market value can be influenced by many factors that don't directly affect CNH Industrial'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 CNH Industrial's value and its price as these two are different measures arrived at by different means. Investors typically determine CNH Industrial value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CNH Industrial'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.

CNH Industrial '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 CNH Industrial'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 CNH Industrial.
0.00
05/31/2022
No Change 0.00  0.0 
In 30 days
06/30/2022
0.00
If you would invest  0.00  in CNH Industrial on May 31, 2022 and sell it all today you would earn a total of 0.00 from holding CNH Industrial NV or generate 0.0% return on investment in CNH Industrial over 30 days. CNH Industrial is related to or competes with Hyster Yale, Allena Pharmaceuticals, Microsoft Corp, Exxon, B of A, Intel Corp, and ATT. CNH Industrial N.V. designs, produces, markets, sells, and finances agricultural and construction equipment, trucks, com...More

CNH Industrial 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 CNH Industrial'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 CNH Industrial NV upside and downside potential and time the market with a certain degree of confidence.

CNH Industrial Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for CNH Industrial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CNH Industrial's standard deviation. In reality, there are many statistical measures that can use CNH Industrial historical prices to predict the future CNH Industrial's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of CNH Industrial'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 CNH Industrial in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
9.0011.9914.98
Details
Intrinsic
Valuation
LowReal ValueHigh
11.4914.4817.47
Details
Naive
Forecast
LowNext ValueHigh
8.6711.6614.65
Details
11 Analysts
Consensus
LowTarget PriceHigh
16.0019.0022.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as CNH Industrial. Your research has to be compared to or analyzed against CNH Industrial's peers to derive any actionable benefits. When done correctly, CNH Industrial'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 CNH Industrial NV.

CNH Industrial NV Backtested Returns

CNH Industrial NV secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the company had -0.12% of return per unit of return volatility over the last 3 months. Macroaxis approach to 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. CNH Industrial NV exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm CNH Industrial NV mean deviation of 2.31, and Risk Adjusted Performance of (0.20) to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 1.2501, which signifies a somewhat significant risk relative to the market. Let's try to break down what CNH Industrial'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, CNH Industrial will likely underperform. Even though it is essential to pay attention to CNH Industrial NV historical returns, it is always good to be careful when utilizing equity current trending patterns. Our approach to 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. CNH Industrial NV exposes twenty-one different technical indicators, which can help you to evaluate its performance. CNH Industrial NV has an expected return of -0.36%. Please be advised to confirm CNH Industrial NV treynor ratio, and the relationship between the standard deviation and downside variance to decide if CNH Industrial NV performance from the past will be repeated in the future.

Auto-correlation

    
  0.26  

Poor predictability

CNH Industrial NV has poor predictability. Overlapping area represents the amount of predictability between CNH Industrial time series from 31st of May 2022 to 15th of June 2022 and 15th of June 2022 to 30th 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 CNH Industrial NV price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current CNH Industrial price fluctuation can be explain by its past prices.
Correlation Coefficient0.26
Spearman Rank Test0.32
Residual Average0.0
Price Variance0.22

CNH Industrial NV lagged returns against current returns

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

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

CNH Industrial Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in CNH Industrial 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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Money Flow Index

Determine momentum by analyzing Money Flow Index and other technical indicators
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Pair Trading with CNH Industrial

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 CNH Industrial 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 CNH Industrial will appreciate offsetting losses from the drop in the long position's value.

CNH Industrial Pair Correlation

Correlation Analysis For Direct Indexing and Tax-loss Harvesting

The ability to find closely correlated positions to CNH Industrial could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace CNH Industrial 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 CNH Industrial - 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 CNH Industrial NV to buy it.
The correlation of CNH Industrial 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 CNH Industrial moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if CNH Industrial NV 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 CNH Industrial 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 CNH Industrial Hype Analysis, CNH Industrial Correlation, CNH Industrial Valuation, CNH Industrial Volatility, as well as analyze CNH Industrial Alpha and Beta and CNH Industrial Performance. Note that the CNH Industrial NV information on this page should be used as a complementary analysis to other CNH Industrial'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 Equity Valuation module to check real value of public entities based on technical and fundamental data.

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