Ingredion Incorporated Stock Market Value
| INGR Stock | USD 115.02 0.69 0.60% |
| Symbol | Ingredion |
Ingredion Incorporated Price To Book Ratio
Is Ingredion Incorporated'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 Ingredion Incorporated. If investors know Ingredion 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 Ingredion Incorporated 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 0.156 | Dividend Share 2.98 | Earnings Share 9.6 | Revenue Per Share 123.636 | Quarterly Revenue Growth (0.03) |
The market value of Ingredion Incorporated is measured differently than its book value, which is the value of Ingredion that is recorded on the company's balance sheet. Investors also form their own opinion of Ingredion Incorporated's value that differs from its market value or its book value, called intrinsic value, which is Ingredion Incorporated'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 Ingredion Incorporated's market value can be influenced by many factors that don't directly affect Ingredion Incorporated'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 Ingredion Incorporated's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ingredion Incorporated is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ingredion Incorporated'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.
Ingredion Incorporated '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 Ingredion Incorporated'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 Ingredion Incorporated.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Ingredion Incorporated on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Ingredion Incorporated or generate 0.0% return on investment in Ingredion Incorporated over 30 days. Ingredion Incorporated is related to or competes with Lancaster Colony, Treehouse Foods, John B, Seneca Foods, Seneca Foods, Bellring Brands, and Pilgrims Pride. Ingredion Incorporated, together with its subsidiaries, produces and sells starches and sweeteners for various industrie... More
Ingredion Incorporated 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 Ingredion Incorporated'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 Ingredion Incorporated upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8387 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 5.42 | |||
| Value At Risk | (1.55) | |||
| Potential Upside | 1.52 |
Ingredion Incorporated Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ingredion Incorporated's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ingredion Incorporated's standard deviation. In reality, there are many statistical measures that can use Ingredion Incorporated historical prices to predict the future Ingredion Incorporated's volatility.| Risk Adjusted Performance | 0.0492 | |||
| Jensen Alpha | 0.0143 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.1092 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ingredion Incorporated'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.
Ingredion Incorporated Backtested Returns
We consider Ingredion Incorporated very steady. Ingredion Incorporated holds Efficiency (Sharpe) Ratio of 0.0966, which attests that the entity had a 0.0966% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ingredion Incorporated, which you can use to evaluate the volatility of the firm. Please check out Ingredion Incorporated's Risk Adjusted Performance of 0.0492, market risk adjusted performance of 0.1192, and Downside Deviation of 0.8387 to validate if the risk estimate we provide is consistent with the expected return of 0.0999%. Ingredion Incorporated has a performance score of 7 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.6, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Ingredion Incorporated's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ingredion Incorporated is expected to be smaller as well. Ingredion Incorporated right now retains a risk of 1.03%. Please check out Ingredion Incorporated potential upside, and the relationship between the total risk alpha and kurtosis , to decide if Ingredion Incorporated will be following its current trending patterns.
Auto-correlation | -0.69 |
Very good reverse predictability
Ingredion Incorporated has very good reverse predictability. Overlapping area represents the amount of predictability between Ingredion Incorporated time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th 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 Ingredion Incorporated price movement. The serial correlation of -0.69 indicates that around 69.0% of current Ingredion Incorporated price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 2.0 |
Ingredion Incorporated lagged returns against current returns
Autocorrelation, which is Ingredion Incorporated 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 Ingredion Incorporated's stock expected returns. We can calculate the autocorrelation of Ingredion Incorporated returns to help us make a trade decision. For example, suppose you find that Ingredion Incorporated 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 |
Ingredion Incorporated 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 Ingredion Incorporated stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ingredion Incorporated stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ingredion Incorporated stock over time.
Current vs Lagged Prices |
| Timeline |
Ingredion Incorporated Lagged Returns
When evaluating Ingredion Incorporated's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ingredion Incorporated stock have on its future price. Ingredion Incorporated 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, Ingredion Incorporated autocorrelation shows the relationship between Ingredion Incorporated stock current value and its past values and can show if there is a momentum factor associated with investing in Ingredion Incorporated.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Ingredion Incorporated Correlation, Ingredion Incorporated Volatility and Ingredion Incorporated Alpha and Beta module to complement your research on Ingredion Incorporated. To learn how to invest in Ingredion Stock, please use our How to Invest in Ingredion Incorporated guide.Note that the Ingredion Incorporated information on this page should be used as a complementary analysis to other Ingredion Incorporated's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Complementary Tools for Ingredion Stock analysis
When running Ingredion Incorporated's price analysis, check to measure Ingredion Incorporated'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 Ingredion Incorporated is operating at the current time. Most of Ingredion Incorporated's value examination focuses on studying past and present price action to predict the probability of Ingredion Incorporated's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ingredion Incorporated's price. Additionally, you may evaluate how the addition of Ingredion Incorporated to your portfolios can decrease your overall portfolio volatility.
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Ingredion Incorporated 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.