Murphy Stock Market Value

MUSA
 Stock
  

USD 277.48  0.03  0.0108%   

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


Is Murphy USA'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 Murphy USA. If investors know Murphy 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 Murphy USA listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Murphy USA is measured differently than its book value, which is the value of Murphy that is recorded on the company's balance sheet. Investors also form their own opinion of Murphy USA's value that differs from its market value or its book value, called intrinsic value, which is Murphy USA'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 Murphy USA's market value can be influenced by many factors that don't directly affect Murphy USA'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 Murphy USA's value and its price as these two are different measures arrived at by different means. Investors typically determine Murphy USA value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Murphy USA'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.

Murphy USA '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 Murphy USA'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 Murphy USA.
0.00
07/31/2022
No Change 0.00  0.0 
In 2 months and 2 days
09/29/2022
0.00
If you would invest  0.00  in Murphy USA on July 31, 2022 and sell it all today you would earn a total of 0.00 from holding Murphy USA or generate 0.0% return on investment in Murphy USA over 60 days. Murphy USA is related to or competes with Best Buy. Murphy USA Inc. engages in marketing of retail motor fuel products and convenience merchandise More

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

Murphy USA Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Murphy USA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Murphy USA's standard deviation. In reality, there are many statistical measures that can use Murphy USA historical prices to predict the future Murphy USA's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Murphy USA'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 Murphy USA in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
275.77277.65279.53
Details
Intrinsic
Valuation
LowReal ValueHigh
256.02257.90305.23
Details
Naive
Forecast
LowNext ValueHigh
276.28278.16280.04
Details
4 Analysts
Consensus
LowTarget PriceHigh
175.00190.75205.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Murphy USA. Your research has to be compared to or analyzed against Murphy USA's peers to derive any actionable benefits. When done correctly, Murphy USA'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 Murphy USA.

Murphy USA Backtested Returns

Murphy USA appears to be very steady, given 3 months investment horizon. Murphy USA has Sharpe Ratio of 0.14, which conveys that the firm had 0.14% of return per unit of risk over the last 3 months. Our standpoint towards estimating 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 Murphy USA, which you can use to evaluate the future volatility of the firm. Please exercise Murphy USA's Mean Deviation of 1.35, downside deviation of 1.5, and Risk Adjusted Performance of 0.1551 to check out if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Murphy USA holds a performance score of 10. The company secures a Beta (Market Risk) of 0.7431, which conveys possible diversification benefits within a given portfolio. Let's try to break down what Murphy's beta means in this case. As returns on the market increase, Murphy USA returns are expected to increase less than the market. However, during the bear market, the loss on holding Murphy USA will be expected to be smaller as well. Although it is vital to follow Murphy USA price patterns, it is good to be conservative about what you can do with the information regarding equity historical price patterns. The philosophy towards estimating 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 Murphy USA technical indicators, you can presently evaluate if the expected return of 0.27% will be sustainable into the future. Please exercises Murphy USA variance, maximum drawdown, as well as the relationship between the Maximum Drawdown and semi variance to make a quick decision on whether Murphy USA current price movements will revert.

Auto-correlation

    
  -0.73  

Almost perfect reverse predictability

Murphy USA has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Murphy USA time series from 31st of July 2022 to 30th of August 2022 and 30th of August 2022 to 29th of September 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 Murphy USA price movement. The serial correlation of -0.73 indicates that around 73.0% of current Murphy USA price fluctuation can be explain by its past prices.
Correlation Coefficient-0.73
Spearman Rank Test-0.81
Residual Average0.0
Price Variance66.26

Murphy USA lagged returns against current returns

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

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

Murphy USA Lagged Returns

When evaluating Murphy USA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Murphy USA stock have on its future price. Murphy USA 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, Murphy USA autocorrelation shows the relationship between Murphy USA stock current value and its past values and can show if there is a momentum factor associated with investing in Murphy 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 Murphy USA without increasing your portfolio risk or giving up the 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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Additionally, see Murphy USA Correlation, Murphy USA Volatility and Murphy USA Alpha and Beta module to complement your research on Murphy USA. You can also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.

Complementary Tools for analysis

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