Graphic Packaging Holding Stock Market Value
| GPK Stock | USD 27.39 0.04 0.15% |
| Symbol | Graphic |
Graphic Packaging Holding Price To Book Ratio
Is Graphic Packaging'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 Graphic Packaging. If investors know Graphic 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 Graphic Packaging 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 0.26 | Dividend Share 0.4 | Earnings Share 2.34 | Revenue Per Share 30.591 | Quarterly Revenue Growth (0.06) |
The market value of Graphic Packaging Holding is measured differently than its book value, which is the value of Graphic that is recorded on the company's balance sheet. Investors also form their own opinion of Graphic Packaging's value that differs from its market value or its book value, called intrinsic value, which is Graphic Packaging'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 Graphic Packaging's market value can be influenced by many factors that don't directly affect Graphic Packaging'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 Graphic Packaging's value and its price as these two are different measures arrived at by different means. Investors typically determine if Graphic Packaging is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Graphic Packaging'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.
Graphic Packaging '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 Graphic Packaging'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 Graphic Packaging.
| 06/28/2023 |
| 04/23/2024 |
If you would invest 0.00 in Graphic Packaging on June 28, 2023 and sell it all today you would earn a total of 0.00 from holding Graphic Packaging Holding or generate 0.0% return on investment in Graphic Packaging over 300 days. Graphic Packaging is related to or competes with Reynolds Consumer, Ball, Crown Holdings, Myers Industries, and Karat Packaging. Graphic Packaging Holding Company, together with its subsidiaries, provides fiber-based packaging solutions to food, bev... More
Graphic Packaging 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 Graphic Packaging'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 Graphic Packaging Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.41 | |||
| Information Ratio | 0.0249 | |||
| Maximum Drawdown | 8.29 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 2.79 |
Graphic Packaging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Graphic Packaging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Graphic Packaging's standard deviation. In reality, there are many statistical measures that can use Graphic Packaging historical prices to predict the future Graphic Packaging's volatility.| Risk Adjusted Performance | 0.0551 | |||
| Jensen Alpha | 0.0349 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0272 | |||
| Treynor Ratio | 0.1087 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Graphic Packaging'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.
Graphic Packaging Holding Backtested Returns
We consider Graphic Packaging very steady. Graphic Packaging Holding holds Efficiency (Sharpe) Ratio of 0.0915, which attests that the entity had a 0.0915% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Graphic Packaging Holding, which you can use to evaluate the volatility of the firm. Please check out Graphic Packaging's risk adjusted performance of 0.0551, and Market Risk Adjusted Performance of 0.1187 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. Graphic Packaging has a performance score of 7 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 1.05, which attests to a somewhat significant risk relative to the market. Graphic Packaging returns are very sensitive to returns on the market. As the market goes up or down, Graphic Packaging is expected to follow. Graphic Packaging Holding right now retains a risk of 1.58%. Please check out Graphic Packaging coefficient of variation, semi variance, period momentum indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if Graphic Packaging will be following its current trending patterns.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
Graphic Packaging Holding has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Graphic Packaging time series from 28th of June 2023 to 25th of November 2023 and 25th of November 2023 to 23rd 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 Graphic Packaging Holding price movement. The serial correlation of -0.79 indicates that around 79.0% of current Graphic Packaging price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 3.21 |
Graphic Packaging Holding lagged returns against current returns
Autocorrelation, which is Graphic Packaging 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 Graphic Packaging's stock expected returns. We can calculate the autocorrelation of Graphic Packaging returns to help us make a trade decision. For example, suppose you find that Graphic Packaging 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 |
Graphic Packaging 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 Graphic Packaging stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Graphic Packaging stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Graphic Packaging stock over time.
Current vs Lagged Prices |
| Timeline |
Graphic Packaging Lagged Returns
When evaluating Graphic Packaging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Graphic Packaging stock have on its future price. Graphic Packaging 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, Graphic Packaging autocorrelation shows the relationship between Graphic Packaging stock current value and its past values and can show if there is a momentum factor associated with investing in Graphic Packaging Holding.
Regressed Prices |
| Timeline |
Graphic Packaging Investors Sentiment
The influence of Graphic Packaging'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 Graphic. 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 market does not have solid backing from leading economists and market statisticians.
Investor biases related to Graphic Packaging's public news can be used to forecast risks associated with an investment in Graphic. The trend in average sentiment can be used to explain how an investor holding Graphic can time the market purely based on public headlines and social activities around Graphic Packaging Holding. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Graphic Packaging'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 Graphic Packaging'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 Graphic Packaging's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Graphic Packaging.
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 Graphic Packaging 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, Graphic Packaging's short interest history, or implied volatility extrapolated from Graphic Packaging options trading.
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Try AI Portfolio ArchitectCheck out Graphic Packaging Correlation, Graphic Packaging Volatility and Graphic Packaging Alpha and Beta module to complement your research on Graphic Packaging. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Complementary Tools for Graphic Stock analysis
When running Graphic Packaging's price analysis, check to measure Graphic Packaging'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 Graphic Packaging is operating at the current time. Most of Graphic Packaging's value examination focuses on studying past and present price action to predict the probability of Graphic Packaging's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Graphic Packaging's price. Additionally, you may evaluate how the addition of Graphic Packaging to your portfolios can decrease your overall portfolio volatility.
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