Church Dwight Stock Market Value
| CHD Stock | USD 107.70 0.41 0.38% |
| Symbol | Church |
Church Dwight Price To Book Ratio
Is Household Products space 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 Church Dwight. If investors know Church 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 Church Dwight 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 0.134 | Dividend Share 1.101 | Earnings Share 3.16 | Revenue Per Share 24.27 | Quarterly Revenue Growth 0.051 |
The market value of Church Dwight is measured differently than its book value, which is the value of Church that is recorded on the company's balance sheet. Investors also form their own opinion of Church Dwight's value that differs from its market value or its book value, called intrinsic value, which is Church Dwight'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 Church Dwight's market value can be influenced by many factors that don't directly affect Church Dwight'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 Church Dwight's value and its price as these two are different measures arrived at by different means. Investors typically determine if Church Dwight is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Church Dwight'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.
Church Dwight '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 Church Dwight'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 Church Dwight.
| 05/05/2024 |
| 06/04/2024 |
If you would invest 0.00 in Church Dwight on May 5, 2024 and sell it all today you would earn a total of 0.00 from holding Church Dwight or generate 0.0% return on investment in Church Dwight over 30 days. Church Dwight is related to or competes with HP, Global X, Chevron Corp, S A P, Invesco Preferred, Gqg Partners, and Walmart. Church Dwight Co., Inc. develops, manufactures, and markets household, personal care, and specialty products More
Church Dwight 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 Church Dwight'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 Church Dwight upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8867 | |||
| Information Ratio | 0.0837 | |||
| Maximum Drawdown | 3.82 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 1.54 |
Church Dwight Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Church Dwight's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Church Dwight's standard deviation. In reality, there are many statistical measures that can use Church Dwight historical prices to predict the future Church Dwight's volatility.| Risk Adjusted Performance | 0.0812 | |||
| Jensen Alpha | 0.0977 | |||
| Total Risk Alpha | 0.0628 | |||
| Sortino Ratio | 0.0821 | |||
| Treynor Ratio | 2.47 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Church Dwight'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.
Church Dwight Backtested Returns
We consider Church Dwight very steady. Church Dwight secures Sharpe Ratio (or Efficiency) of 0.0995, which signifies that the company had a 0.0995% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Church Dwight, which you can use to evaluate the volatility of the firm. Please confirm Church Dwight's Risk Adjusted Performance of 0.0812, mean deviation of 0.6594, and Downside Deviation of 0.8867 to double-check if the risk estimate we provide is consistent with the expected return of 0.0875%. Church Dwight has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.04, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Church Dwight's returns are expected to increase less than the market. However, during the bear market, the loss of holding Church Dwight is expected to be smaller as well. Church Dwight right now shows a risk of 0.88%. Please confirm Church Dwight potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to decide if Church Dwight will be following its price patterns.
Auto-correlation | -0.37 |
Poor reverse predictability
Church Dwight has poor reverse predictability. Overlapping area represents the amount of predictability between Church Dwight time series from 5th of May 2024 to 20th of May 2024 and 20th of May 2024 to 4th of June 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 Church Dwight price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Church Dwight price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 2.01 |
Church Dwight lagged returns against current returns
Autocorrelation, which is Church Dwight 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 Church Dwight's stock expected returns. We can calculate the autocorrelation of Church Dwight returns to help us make a trade decision. For example, suppose you find that Church Dwight 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 |
Church Dwight 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 Church Dwight stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Church Dwight stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Church Dwight stock over time.
Current vs Lagged Prices |
| Timeline |
Church Dwight Lagged Returns
When evaluating Church Dwight's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Church Dwight stock have on its future price. Church Dwight 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, Church Dwight autocorrelation shows the relationship between Church Dwight stock current value and its past values and can show if there is a momentum factor associated with investing in Church Dwight.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Church Stock
When determining whether Church Dwight is a strong investment it is important to analyze Church Dwight's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Church Dwight's future performance. For an informed investment choice regarding Church Stock, refer to the following important reports:Check out Church Dwight Correlation, Church Dwight Volatility and Church Dwight Alpha and Beta module to complement your research on Church Dwight. For information on how to trade Church Stock refer to our How to Trade Church Stock guide.You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Church Dwight 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.