United States Lime Stock Market Value
| USLM Stock | USD 364.16 1.06 0.29% |
| Symbol | United |
United States Lime Price To Book Ratio
Is United States' 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 United States. If investors know United 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 United States 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 0.307 | Dividend Share 0.9 | Earnings Share 13.97 | Revenue Per Share 50.236 | Quarterly Revenue Growth 0.074 |
The market value of United States Lime is measured differently than its book value, which is the value of United that is recorded on the company's balance sheet. Investors also form their own opinion of United States' value that differs from its market value or its book value, called intrinsic value, which is United States' 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 United States' market value can be influenced by many factors that don't directly affect United States' 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 United States' value and its price as these two are different measures arrived at by different means. Investors typically determine if United States is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, United States' 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.
United States '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 United States' 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 United States.
| 06/01/2022 |
| 05/21/2024 |
If you would invest 0.00 in United States on June 1, 2022 and sell it all today you would earn a total of 0.00 from holding United States Lime or generate 0.0% return on investment in United States over 720 days. United States is related to or competes with James Hardie, Loma Negra, Eagle Materials, Cementos Pacasmayo, CRH PLC, and Monarch Cement. United States Lime Minerals, Inc. manufactures and supplies lime and limestone products in the United States More
United States 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 United States' 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 United States Lime upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.27 | |||
| Information Ratio | 0.2495 | |||
| Maximum Drawdown | 8.4 | |||
| Value At Risk | (1.97) | |||
| Potential Upside | 4.31 |
United States Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for United States' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as United States' standard deviation. In reality, there are many statistical measures that can use United States historical prices to predict the future United States' volatility.| Risk Adjusted Performance | 0.1745 | |||
| Jensen Alpha | 0.4322 | |||
| Total Risk Alpha | 0.3056 | |||
| Sortino Ratio | 0.3578 | |||
| Treynor Ratio | 0.4 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of United States' 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.
United States Lime Backtested Returns
United States appears to be very steady, given 3 months investment horizon. United States Lime owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.36, which indicates the firm had a 0.36% return per unit of risk over the last 3 months. By inspecting United States' technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please review United States' Semi Deviation of 0.7996, risk adjusted performance of 0.1745, and Coefficient Of Variation of 341.89 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, United States holds a performance score of 28. The entity has a beta of 1.3, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, United States will likely underperform. Please check United States' semi variance, and the relationship between the treynor ratio and rate of daily change , to make a quick decision on whether United States' existing price patterns will revert.
Auto-correlation | 0.81 |
Very good predictability
United States Lime has very good predictability. Overlapping area represents the amount of predictability between United States time series from 1st of June 2022 to 27th of May 2023 and 27th of May 2023 to 21st of May 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 United States Lime price movement. The serial correlation of 0.81 indicates that around 81.0% of current United States price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 2191.67 |
United States Lime lagged returns against current returns
Autocorrelation, which is United States 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 United States' stock expected returns. We can calculate the autocorrelation of United States returns to help us make a trade decision. For example, suppose you find that United States 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 |
United States 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 United States stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if United States stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in United States stock over time.
Current vs Lagged Prices |
| Timeline |
United States Lagged Returns
When evaluating United States' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of United States stock have on its future price. United States 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, United States autocorrelation shows the relationship between United States stock current value and its past values and can show if there is a momentum factor associated with investing in United States Lime.
Regressed Prices |
| Timeline |
Becoming a Better Investor with Macroaxis
Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as United States Lime using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.Build Optimal Portfolios
Align your risk with return expectations
Check out United States Correlation, United States Volatility and United States Alpha and Beta module to complement your research on United States. You can also try the CEOs Directory module to screen CEOs from public companies around the world.
Complementary Tools for United Stock analysis
When running United States' price analysis, check to measure United States' 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 United States is operating at the current time. Most of United States' value examination focuses on studying past and present price action to predict the probability of United States' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move United States' price. Additionally, you may evaluate how the addition of United States to your portfolios can decrease your overall portfolio volatility.
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk |
United States 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.