Anheuser Busch Inbev Stock Market Value
| BUD Stock | USD 57.91 0.55 0.96% |
| Symbol | Anheuser |
Anheuser Busch Inbev Price To Book Ratio
Is Anheuser Busch'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 Anheuser Busch. If investors know Anheuser 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 Anheuser Busch 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 (0.34) | Dividend Share 0.906 | Earnings Share 2.6 | Revenue Per Share 4.9188 | Quarterly Revenue Growth (0.01) |
The market value of Anheuser Busch Inbev is measured differently than its book value, which is the value of Anheuser that is recorded on the company's balance sheet. Investors also form their own opinion of Anheuser Busch's value that differs from its market value or its book value, called intrinsic value, which is Anheuser Busch'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 Anheuser Busch's market value can be influenced by many factors that don't directly affect Anheuser Busch'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 Anheuser Busch's value and its price as these two are different measures arrived at by different means. Investors typically determine if Anheuser Busch is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Anheuser Busch'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.
Anheuser Busch '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 Anheuser Busch'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 Anheuser Busch.
| 04/30/2022 |
| 04/19/2024 |
If you would invest 0.00 in Anheuser Busch on April 30, 2022 and sell it all today you would earn a total of 0.00 from holding Anheuser Busch Inbev or generate 0.0% return on investment in Anheuser Busch over 720 days. Anheuser Busch is related to or competes with Molson Coors, Heineken, Budweiser Brewing, Anheuser Busch, Fomento Economico, and Heineken. Anheuser-Busch InBev SANV engages in the production, distribution, and sale of beer, alcoholic beverages, and soft drink... More
Anheuser Busch 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 Anheuser Busch'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 Anheuser Busch Inbev upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 8.42 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 1.67 |
Anheuser Busch Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Anheuser Busch's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anheuser Busch's standard deviation. In reality, there are many statistical measures that can use Anheuser Busch historical prices to predict the future Anheuser Busch's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | (0.16) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Anheuser Busch'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.
Anheuser Busch Inbev Backtested Returns
Anheuser Busch Inbev secures Sharpe Ratio (or Efficiency) of -0.0946, which signifies that the company had a -0.0946% return per unit of standard deviation over the last 3 months. Anheuser Busch Inbev exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Anheuser Busch's mean deviation of 0.9203, and Risk Adjusted Performance of (0.06) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.92, which signifies possible diversification benefits within a given portfolio. Anheuser Busch returns are very sensitive to returns on the market. As the market goes up or down, Anheuser Busch is expected to follow. Anheuser Busch Inbev has an expected return of -0.13%. Please make sure to confirm Anheuser Busch Inbev information ratio, skewness, day typical price, as well as the relationship between the treynor ratio and daily balance of power , to decide if Anheuser Busch Inbev performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.71 |
Good predictability
Anheuser Busch Inbev has good predictability. Overlapping area represents the amount of predictability between Anheuser Busch time series from 30th of April 2022 to 25th of April 2023 and 25th of April 2023 to 19th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Anheuser Busch Inbev price movement. The serial correlation of 0.71 indicates that around 71.0% of current Anheuser Busch price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 13.13 |
Anheuser Busch Inbev lagged returns against current returns
Autocorrelation, which is Anheuser Busch 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 Anheuser Busch's stock expected returns. We can calculate the autocorrelation of Anheuser Busch returns to help us make a trade decision. For example, suppose you find that Anheuser Busch 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Anheuser Busch 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 Anheuser Busch stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anheuser Busch stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anheuser Busch stock over time.
Current vs Lagged Prices |
| Timeline |
Anheuser Busch Lagged Returns
When evaluating Anheuser Busch's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Anheuser Busch stock have on its future price. Anheuser Busch 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, Anheuser Busch autocorrelation shows the relationship between Anheuser Busch stock current value and its past values and can show if there is a momentum factor associated with investing in Anheuser Busch Inbev.
Regressed Prices |
| Timeline |
Pair Trading with Anheuser Busch
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 Anheuser Busch 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 Anheuser Busch will appreciate offsetting losses from the drop in the long position's value.Moving together with Anheuser Stock
| 0.79 | ABEV | Ambev SA ADR Financial Report 2nd of May 2024 | PairCorr |
Moving against Anheuser Stock
| 0.75 | BG | Bunge Limited Financial Report 1st of May 2024 | PairCorr |
| 0.69 | KR | Kroger Company Financial Report 20th of June 2024 | PairCorr |
| 0.66 | BJ | BJs Wholesale Club Financial Report 28th of May 2024 | PairCorr |
| 0.64 | DOLE | Dole PLC Financial Report 16th of May 2024 | PairCorr |
| 0.64 | VDKB | Vodka Brands Corp | PairCorr |
The ability to find closely correlated positions to Anheuser Busch could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Anheuser Busch 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 Anheuser Busch - 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 Anheuser Busch Inbev to buy it.
The correlation of Anheuser Busch is a statistical measure of how it moves in relation to other instruments. 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 Anheuser Busch moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Anheuser Busch Inbev 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 Anheuser Busch 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.Check out Anheuser Busch Correlation, Anheuser Busch Volatility and Anheuser Busch Alpha and Beta module to complement your research on Anheuser Busch. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Complementary Tools for Anheuser Stock analysis
When running Anheuser Busch's price analysis, check to measure Anheuser Busch'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 Anheuser Busch is operating at the current time. Most of Anheuser Busch's value examination focuses on studying past and present price action to predict the probability of Anheuser Busch's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Anheuser Busch's price. Additionally, you may evaluate how the addition of Anheuser Busch to your portfolios can decrease your overall portfolio volatility.
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Anheuser Busch 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.