Actuant Stock Market Value

EPAC
 Stock
  

USD 25.04  0.90  3.73%   

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


Is Actuant Corp'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 Actuant Corp. If investors know Actuant 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 Actuant Corp 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
0.99
Market Capitalization
1.4 B
Quarterly Revenue Growth YOY
0.044
Return On Assets
0.0432
Return On Equity
0.0536
The market value of Actuant Corp is measured differently than its book value, which is the value of Actuant that is recorded on the company's balance sheet. Investors also form their own opinion of Actuant Corp's value that differs from its market value or its book value, called intrinsic value, which is Actuant Corp'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 Actuant Corp's market value can be influenced by many factors that don't directly affect Actuant Corp'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 Actuant Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine Actuant Corp value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Actuant Corp'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.

Actuant Corp '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 Actuant Corp'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 Actuant Corp.
0.00
09/01/2022
No Change 0.00  0.0 
In 3 months and 1 day
11/30/2022
0.00
If you would invest  0.00  in Actuant Corp on September 1, 2022 and sell it all today you would earn a total of 0.00 from holding Actuant Corp or generate 0.0% return on investment in Actuant Corp over 90 days. Actuant Corp is related to or competes with General Electric, Illinois Tool, Eaton Corp, Atlas Copco, Emerson Electric, and Roper Industries. Enerpac Tool Group Corp. manufactures and sells a range of industrial products and solutions in the United States, the U... More

Actuant Corp 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 Actuant Corp'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 Actuant Corp upside and downside potential and time the market with a certain degree of confidence.

Actuant Corp Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Actuant Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Actuant Corp's standard deviation. In reality, there are many statistical measures that can use Actuant Corp historical prices to predict the future Actuant Corp's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Actuant Corp'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 Actuant Corp in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
22.5224.9827.44
Details
Intrinsic
Valuation
LowReal ValueHigh
22.8325.2927.75
Details
Naive
Forecast
LowNext ValueHigh
22.0124.4826.94
Details
5 Analysts
Consensus
LowTarget PriceHigh
20.0023.4032.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Actuant Corp. Your research has to be compared to or analyzed against Actuant Corp's peers to derive any actionable benefits. When done correctly, Actuant Corp'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 Actuant Corp.

Actuant Corp Backtested Returns

Actuant Corp appears to be very steady, given 3 months investment horizon. Actuant Corp secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had 0.18% of return per unit of risk over the last 3 months. Our standpoint towards 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-eight technical indicators for Actuant Corp, which you can use to evaluate the future volatility of the firm. Please makes use of Actuant Corp's Mean Deviation of 1.82, downside deviation of 1.88, and Risk Adjusted Performance of 0.1601 to double-check if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Actuant Corp holds a performance score of 13. The firm shows a Beta (market volatility) of 0.957, which signifies possible diversification benefits within a given portfolio. Let's try to break down what Actuant's beta means in this case. Actuant Corp returns are very sensitive to returns on the market. As the market goes up or down, Actuant Corp is expected to follow. Although it is vital to follow Actuant Corp historical returns, it is good to be conservative about what you can do with the information regarding equity current trending patterns. The philosophy towards 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 Actuant Corp technical indicators, you can presently evaluate if the expected return of 0.45% will be sustainable into the future. Please makes use of Actuant Corp sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance to make a quick decision on whether Actuant Corp price patterns will revert.

Auto-correlation

    
  -0.52  

Good reverse predictability

Actuant Corp has good reverse predictability. Overlapping area represents the amount of predictability between Actuant Corp time series from 1st of September 2022 to 16th of October 2022 and 16th of October 2022 to 30th of November 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 Actuant Corp price movement. The serial correlation of -0.52 indicates that about 52.0% of current Actuant Corp price fluctuation can be explain by its past prices.
Correlation Coefficient-0.52
Spearman Rank Test-0.05
Residual Average0.0
Price Variance1.18

Actuant Corp lagged returns against current returns

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

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

Actuant Corp Lagged Returns

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

Actuant Corp Investors Sentiment

The influence of Actuant Corp'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 Actuant. 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 Actuant Corp's public news can be used to forecast risks associated with investment in Actuant. The trend in average sentiment can be used to explain how an investor holding Actuant can time the market purely based on public headlines and social activities around Actuant Corp. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Actuant Corp's 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 Actuant Corp's 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 Actuant Corp's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Actuant Corp.
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 Actuant Corp 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, Actuant Corp's short interest history, or implied volatility extrapolated from Actuant Corp options trading.

Pair Trading with Actuant Corp

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 Actuant Corp 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 Actuant Corp will appreciate offsetting losses from the drop in the long position's value.

Moving together with Actuant Corp

+0.91APAApa Corp Potential GrowthPairCorr
+0.83JPMJP Morgan Chase Fiscal Year End 13th of January 2023 PairCorr
+0.82WFCWells Fargo Fiscal Year End 13th of January 2023 PairCorr
The ability to find closely correlated positions to Actuant Corp could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Actuant Corp 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 Actuant Corp - 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 Actuant Corp to buy it.
The correlation of Actuant Corp 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 Actuant Corp moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Actuant Corp 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 Actuant Corp 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 Actuant Corp Correlation, Actuant Corp Volatility and Actuant Corp Alpha and Beta module to complement your research on Actuant Corp. Note that the Actuant Corp information on this page should be used as a complementary analysis to other Actuant Corp'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 Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

Complementary Tools for Actuant Stock analysis

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