Huntsman Stock Market Value

HUN
 Stock
  

USD 27.88  0.33  1.17%   

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


Is Huntsman'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 Huntsman. If investors know Huntsman 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 Huntsman 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
(0.47) 
Market Capitalization
5.4 B
Quarterly Revenue Growth YOY
(0.041) 
Return On Assets
0.0768
Return On Equity
30.513
The market value of Huntsman is measured differently than its book value, which is the value of Huntsman that is recorded on the company's balance sheet. Investors also form their own opinion of Huntsman's value that differs from its market value or its book value, called intrinsic value, which is Huntsman'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 Huntsman's market value can be influenced by many factors that don't directly affect Huntsman'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 Huntsman's value and its price as these two are different measures arrived at by different means. Investors typically determine Huntsman value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Huntsman'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.

Huntsman '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 Huntsman'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 Huntsman.
0.00
11/09/2022
No Change 0.00  0.0 
In 30 days
12/09/2022
0.00
If you would invest  0.00  in Huntsman on November 9, 2022 and sell it all today you would earn a total of 0.00 from holding Huntsman or generate 0.0% return on investment in Huntsman over 30 days. Huntsman is related to or competes with Sonic Automotive, Boeing, Walmart, Pfizer, McDonalds, Caterpillar, and Dupont De. Huntsman Corporation manufactures and sells differentiated organic chemical products worldwide More

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

Huntsman Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Huntsman's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Huntsman's standard deviation. In reality, there are many statistical measures that can use Huntsman historical prices to predict the future Huntsman's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Huntsman'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 Huntsman in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
25.5027.8430.18
Details
Intrinsic
Valuation
LowReal ValueHigh
25.0934.7137.05
Details
Naive
Forecast
LowNext ValueHigh
25.1127.4529.78
Details
11 Analysts
Consensus
LowTarget PriceHigh
34.0042.2559.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Huntsman. Your research has to be compared to or analyzed against Huntsman's peers to derive any actionable benefits. When done correctly, Huntsman'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 Huntsman.

Huntsman Backtested Returns

We consider Huntsman very steady. Huntsman holds Efficiency (Sharpe) Ratio of 0.0129, which attests that the entity had 0.0129% of return per unit of risk over the last 3 months. Our standpoint towards determining 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-one technical indicators for Huntsman, which you can use to evaluate the future volatility of the firm. Please check out Huntsman Downside Deviation of 2.18, risk adjusted performance of 0.072, and Market Risk Adjusted Performance of 0.0918 to validate if the risk estimate we provide is consistent with the expected return of 0.0299%.
The company retains a Market Volatility (i.e., Beta) of 1.1831, which attests to a somewhat significant risk relative to the market. Let's try to break down what Huntsman'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, Huntsman will likely underperform. Although it is important to respect Huntsman current price history, it is better to be realistic regarding the information on the equity's current price movements. The philosophy towards determining 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 evaluating Huntsman technical indicators, you can presently evaluate if the expected return of 0.0299% will be sustainable into the future. Huntsman right now retains a risk of 2.33%. Please check out Huntsman coefficient of variation, treynor ratio, as well as the relationship between the Treynor Ratio and semi variance to decide if Huntsman will be following its current trending patterns.

Auto-correlation

    
  -0.8  

Almost perfect reverse predictability

Huntsman has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Huntsman time series from 9th of November 2022 to 24th of November 2022 and 24th of November 2022 to 9th 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 Huntsman price movement. The serial correlation of -0.8 indicates that around 80.0% of current Huntsman price fluctuation can be explain by its past prices.
Correlation Coefficient-0.8
Spearman Rank Test-0.05
Residual Average0.0
Price Variance0.12

Huntsman lagged returns against current returns

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

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

Huntsman Lagged Returns

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

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 Huntsman 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, Huntsman's short interest history, or implied volatility extrapolated from Huntsman options trading.

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Please check Huntsman Correlation, Huntsman Volatility and Huntsman Alpha and Beta module to complement your research on Huntsman. You can also try Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..

Complementary Tools for analysis

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