International Paper Stock Market Value
| IP Stock | USD 35.26 0.20 0.57% |
| Symbol | International |
International Paper Price To Book Ratio
Is International Paper'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 International Paper. If investors know International 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 International Paper 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 (0.82) | Dividend Share 1.85 | Earnings Share 0.86 | Revenue Per Share 54.529 | Quarterly Revenue Growth (0.10) |
The market value of International Paper is measured differently than its book value, which is the value of International that is recorded on the company's balance sheet. Investors also form their own opinion of International Paper's value that differs from its market value or its book value, called intrinsic value, which is International Paper'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 International Paper's market value can be influenced by many factors that don't directly affect International Paper'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 International Paper's value and its price as these two are different measures arrived at by different means. Investors typically determine if International Paper is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, International Paper'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.
International Paper '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 International Paper'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 International Paper.
| 01/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in International Paper on January 20, 2024 and sell it all today you would earn a total of 0.00 from holding International Paper or generate 0.0% return on investment in International Paper over 90 days. International Paper is related to or competes with WestRock, Sonoco Products, Packaging Corp, Reynolds Consumer, Ball, and Crown Holdings. International Paper Company operates as a packaging company primarily in United States, the Middle East, Europe, Africa,... More
International Paper 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 International Paper'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 International Paper upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 17.45 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 3.12 |
International Paper Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for International Paper's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as International Paper's standard deviation. In reality, there are many statistical measures that can use International Paper historical prices to predict the future International Paper's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | (0.09) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of International Paper'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.
International Paper Backtested Returns
International Paper holds Efficiency (Sharpe) Ratio of -0.0097, which attests that the entity had a -0.0097% return per unit of risk over the last 3 months. International Paper exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out International Paper's Market Risk Adjusted Performance of (0.08), standard deviation of 2.27, and Risk Adjusted Performance of (0.01) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.81, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, International Paper's returns are expected to increase less than the market. However, during the bear market, the loss of holding International Paper is expected to be smaller as well. International Paper has an expected return of -0.0224%. Please make sure to check out International Paper maximum drawdown, accumulation distribution, as well as the relationship between the Accumulation Distribution and market facilitation index , to decide if International Paper performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.5 |
Modest reverse predictability
International Paper has modest reverse predictability. Overlapping area represents the amount of predictability between International Paper time series from 20th of January 2024 to 5th of March 2024 and 5th of March 2024 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 International Paper price movement. The serial correlation of -0.5 indicates that about 50.0% of current International Paper price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 2.47 |
International Paper lagged returns against current returns
Autocorrelation, which is International Paper 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 International Paper's stock expected returns. We can calculate the autocorrelation of International Paper returns to help us make a trade decision. For example, suppose you find that International Paper 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 |
International Paper 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 International Paper stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if International Paper stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in International Paper stock over time.
Current vs Lagged Prices |
| Timeline |
International Paper Lagged Returns
When evaluating International Paper's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of International Paper stock have on its future price. International Paper 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, International Paper autocorrelation shows the relationship between International Paper stock current value and its past values and can show if there is a momentum factor associated with investing in International Paper.
Regressed Prices |
| Timeline |
International Paper Investors Sentiment
The influence of International Paper'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 International. 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 International Paper's public news can be used to forecast risks associated with an investment in International. The trend in average sentiment can be used to explain how an investor holding International can time the market purely based on public headlines and social activities around International Paper. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
International Paper'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 International Paper'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 International Paper's news discussions. The higher the estimated score, the more favorable is the investor's outlook on International Paper.
International Paper Implied Volatility | 49.64 |
International Paper's implied volatility exposes the market's sentiment of International Paper stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if International Paper's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that International Paper stock will not fluctuate a lot when International Paper's options are near their expiration.
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 International Paper 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, International Paper's short interest history, or implied volatility extrapolated from International Paper options trading.
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out International Paper Correlation, International Paper Volatility and International Paper Alpha and Beta module to complement your research on International Paper. To learn how to invest in International Stock, please use our How to Invest in International Paper guide.You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Complementary Tools for International Stock analysis
When running International Paper's price analysis, check to measure International Paper'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 International Paper is operating at the current time. Most of International Paper's value examination focuses on studying past and present price action to predict the probability of International Paper's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move International Paper's price. Additionally, you may evaluate how the addition of International Paper to your portfolios can decrease your overall portfolio volatility.
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation |
International Paper 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.