Cf Industries Holdings Stock Z Score

CF Stock

USD 80.00 0.03 0.04%

Altman Z Score is one of the simplest fundamental models to determine how likely your company is to fail. The module uses available fundamental data of a given equity to approximate the Altman Z score. Altman Z Score is determined by evaluating five fundamental price points available from the company's current public disclosure documents. Check out CF Industries Piotroski F Score and CF Industries Valuation analysis.

At this time, CF Industries' Capital Expenditures is most likely to increase significantly in the upcoming years. The CF Industries' current Invested Capital is estimated to increase to 0.58, while Net Working Capital is projected to decrease to roughly 1.3 B. At this time, CF Industries' Tax Provision is most likely to increase significantly in the upcoming years. The CF Industries' current Net Interest Income is estimated to increase to about 35.7 M, while Selling General Administrative is projected to decrease to roughly 153.6 M.

CF Industries Holdings Company Z Score Analysis

CF Industries' Z-Score is a simple linear, multi-factor model that measures the financial health and economic stability of a company. The score is used to predict the probability of a firm going into bankruptcy within next 24 months or two fiscal years from the day stated on the accounting statements used to calculate it. The model uses five fundamental business ratios that are weighted according to algorithm of Professor Edward Altman who developed it in the late 1960s at New York University..

Z Score

Sum Of

5 Factors

More About Z Score | All Equity Analysis

First Factor

1.2 * (

Working Capital

/

Total Assets )

Second Factor

1.4 * (

Retained Earnings

/

Total Assets )

Thrid Factor

3.3 * (

EBITAD

/

Total Assets )

Fouth Factor

0.6 * (

Market Value of Equity

/

Total Liabilities )

Fifth Factor

0.99 * (

Revenue

/

Total Assets )

CF Industries Z Score Driver Correlations

Understanding the fundamental principles of building solid financial models for CF Industries is extremely important. It helps to project a fair market value of CF Industries Stock properly, considering its historical fundamentals such as Z Score. Since CF Industries' main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of CF Industries' historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of CF Industries' interrelated accounts and indicators.

	Total Assets	Total Stockholder Equity	Net Debt	Short Term Investments	Total Liab	Total Current Assets	Accounts Payable	Long Term Debt	Good Will	Intangible Assets	Common Stock	Property Plant Equipment	Retained Earnings	Net Receivables	Short Term Debt	Current Deferred Revenue	Net Tangible Assets	Long Term Debt Total	Capital Surpluse	Deferred Long Term Liab	Long Term Investments	Treasury Stock	Short Long Term Debt	Cash And Equivalents	Net Invested Capital	Net Working Capital	Capital Stock
Total Assets		0.49	0.57	0.1	0.89	0.54	0.67	0.78	0.93	-0.13	0.79	0.9	0.62	0.6	0.0	-0.04	-0.13	0.79	0.07	0.84	-0.24	0.12	-0.21	0.04	-0.14	0.2	0.05
Total Stockholder Equity	0.49		-0.28	0.33	0.21	0.79	0.3	0.03	0.58	0.2	0.07	0.1	0.95	0.49	0.07	0.15	0.76	0.06	0.6	0.28	0.47	-0.13	0.07	0.36	0.39	0.48	-0.07
Net Debt	0.57	-0.28		-0.32	0.85	-0.29	0.54	0.92	0.52	-0.28	0.68	0.83	-0.11	-0.05	-0.03	-0.34	-0.74	0.89	-0.37	0.55	-0.43	0.1	0.02	-0.42	-0.3	-0.4	0.17
Short Term Investments	0.1	0.33	-0.32		-0.12	0.5	0.06	-0.17	-0.01	-0.05	0.1	-0.08	0.46	0.56	0.1	-0.06	0.36	-0.06	-0.27	-0.03	-0.25	0.28	-0.52	0.85	0.24	0.78	-0.65
Total Liab	0.89	0.21	0.85	-0.12		0.24	0.67	0.96	0.83	-0.21	0.75	0.93	0.36	0.31	0.07	-0.1	-0.4	0.95	-0.09	0.78	-0.25	0.08	-0.03	-0.18	-0.2	-0.1	0.14
Total Current Assets	0.54	0.79	-0.29	0.5	0.24		0.21	0.08	0.44	-0.03	0.11	0.15	0.79	0.67	0.14	0.33	0.6	0.12	0.31	0.36	0.22	0.11	-0.1	0.53	0.21	0.67	-0.08
Accounts Payable	0.67	0.3	0.54	0.06	0.67	0.21		0.59	0.61	-0.11	0.76	0.69	0.4	0.47	-0.5	-0.1	-0.1	0.6	0.0	0.54	-0.31	0.1	-0.07	0.08	-0.08	0.16	0.02
Long Term Debt	0.78	0.03	0.92	-0.17	0.96	0.08	0.59		0.69	-0.31	0.67	0.89	0.2	0.13	0.04	-0.21	-0.5	0.98	-0.24	0.66	-0.28	0.12	0.06	-0.25	-0.15	-0.19	0.15
Good Will	0.93	0.58	0.52	-0.01	0.83	0.44	0.61	0.69		0.06	0.67	0.8	0.65	0.48	0.11	-0.01	-0.07	0.7	0.31	0.82	-0.02	-0.1	-0.18	-0.1	-0.18	0.02	0.08
Intangible Assets	-0.13	0.2	-0.28	-0.05	-0.21	-0.03	-0.11	-0.31	0.06		-0.17	-0.24	0.13	0.04	0.16	0.0	0.15	-0.27	0.65	0.06	0.31	-0.79	0.09	0.15	0.24	0.03	-0.2
Common Stock	0.79	0.07	0.68	0.1	0.75	0.11	0.76	0.67	0.67	-0.17		0.9	0.23	0.61	-0.26	-0.12	-0.46	0.69	-0.27	0.67	-0.71	0.26	-0.45	0.07	-0.34	0.2	-0.06
Property Plant Equipment	0.9	0.1	0.83	-0.08	0.93	0.15	0.69	0.89	0.8	-0.24	0.9		0.26	0.42	-0.13	-0.19	-0.51	0.88	-0.21	0.8	-0.52	0.2	-0.23	-0.15	-0.29	-0.02	0.08
Retained Earnings	0.62	0.95	-0.11	0.46	0.36	0.79	0.4	0.2	0.65	0.13	0.23	0.26		0.58	0.1	0.04	0.64	0.25	0.41	0.34	0.31	-0.1	-0.04	0.42	0.39	0.55	-0.13
Net Receivables	0.6	0.49	-0.05	0.56	0.31	0.67	0.47	0.13	0.48	0.04	0.61	0.42	0.58		-0.06	0.35	0.19	0.18	0.03	0.36	-0.36	0.16	-0.55	0.57	-0.15	0.76	-0.17
Short Term Debt	0.0	0.07	-0.03	0.1	0.07	0.14	-0.5	0.04	0.11	0.16	-0.26	-0.13	0.1	-0.06		0.19	0.0	0.03	0.09	-0.05	0.34	-0.22	-0.06	-0.08	-0.15	-0.09	0.08
Current Deferred Revenue	-0.04	0.15	-0.34	-0.06	-0.1	0.33	-0.1	-0.21	-0.01	0.0	-0.12	-0.19	0.04	0.35	0.19		0.16	-0.22	0.27	-0.13	0.2	-0.03	-0.18	0.13	-0.38	0.11	0.11
Net Tangible Assets	-0.13	0.76	-0.74	0.36	-0.4	0.6	-0.1	-0.5	-0.07	0.15	-0.46	-0.51	0.64	0.19	0.0	0.16		-0.49	0.5	-0.32	0.64	-0.08	0.27	0.41	0.57	0.52	-0.02
Long Term Debt Total	0.79	0.06	0.89	-0.06	0.95	0.12	0.6	0.98	0.7	-0.27	0.69	0.88	0.25	0.18	0.03	-0.22	-0.49		-0.24	0.71	-0.32	0.14	-0.01	-0.12	-0.1	-0.13	-0.03
Capital Surpluse	0.07	0.6	-0.37	-0.27	-0.09	0.31	0.0	-0.24	0.31	0.65	-0.27	-0.21	0.41	0.03	0.09	0.27	0.5	-0.24		0.17	0.7	-0.62	0.28	-0.1	0.17	-0.08	0.16
Deferred Long Term Liab	0.84	0.28	0.55	-0.03	0.78	0.36	0.54	0.66	0.82	0.06	0.67	0.8	0.34	0.36	-0.05	-0.13	-0.32	0.71	0.17		-0.27	0.05	-0.24	-0.03	-0.24	-0.05	-0.11
Long Term Investments	-0.24	0.47	-0.43	-0.25	-0.25	0.22	-0.31	-0.28	-0.02	0.31	-0.71	-0.52	0.31	-0.36	0.34	0.2	0.64	-0.32	0.7	-0.27		-0.5	0.6	-0.22	0.34	-0.22	0.31
Treasury Stock	0.12	-0.13	0.1	0.28	0.08	0.11	0.1	0.12	-0.1	-0.79	0.26	0.2	-0.1	0.16	-0.22	-0.03	-0.08	0.14	-0.62	0.05	-0.5		-0.2	0.21	-0.14	0.21	-0.19
Short Long Term Debt	-0.21	0.07	0.02	-0.52	-0.03	-0.1	-0.07	0.06	-0.18	0.09	-0.45	-0.23	-0.04	-0.55	-0.06	-0.18	0.27	-0.01	0.28	-0.24	0.6	-0.2		-0.33	0.55	-0.3	0.39
Cash And Equivalents	0.04	0.36	-0.42	0.85	-0.18	0.53	0.08	-0.25	-0.1	0.15	0.07	-0.15	0.42	0.57	-0.08	0.13	0.41	-0.12	-0.1	-0.03	-0.22	0.21	-0.33		0.44	0.85	-0.76
Net Invested Capital	-0.14	0.39	-0.3	0.24	-0.2	0.21	-0.08	-0.15	-0.18	0.24	-0.34	-0.29	0.39	-0.15	-0.15	-0.38	0.57	-0.1	0.17	-0.24	0.34	-0.14	0.55	0.44		0.38	-0.3
Net Working Capital	0.2	0.48	-0.4	0.78	-0.1	0.67	0.16	-0.19	0.02	0.03	0.2	-0.02	0.55	0.76	-0.09	0.11	0.52	-0.13	-0.08	-0.05	-0.22	0.21	-0.3	0.85	0.38		-0.35
Capital Stock	0.05	-0.07	0.17	-0.65	0.14	-0.08	0.02	0.15	0.08	-0.2	-0.06	0.08	-0.13	-0.17	0.08	0.11	-0.02	-0.03	0.16	-0.11	0.31	-0.19	0.39	-0.76	-0.3	-0.35

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To calculate a Z-Score, one would need to know a company's current working capital, its total assets and liabilities, and the amount of its latest earnings as well as earnings before interest and tax. Z-Scores can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with Z-Scores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a so-called 'grey area,' with scores of less than 1 indicating the highest probability of distress. Z Score is a used widely measure by financial auditors, accountants, money managers, loan processors, wealth advisers, and day traders. In the last 25 years, many financial models that utilize z-scores proved it to be successful as a predictor of corporate bankruptcy.

Competition

Predict CF Industries

In accordance with the company's disclosures, CF Industries Holdings has a Z Score of 0.0. This is 100.0% lower than that of the Chemicals sector and 100.0% lower than that of the Materials industry. The z score for all United States stocks is 100.0% higher than that of the company.

CF Industries ESG Sustainability

Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, CF Industries' sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to CF Industries' managers, analysts, and investors.

Environment Score

Governance Score

Social Score

CF Industries Institutional Holders

Institutional Holdings refers to the ownership stake in CF Industries that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of CF Industries' outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing CF Industries' value.

		Shares
Goldman Sachs Group Inc	2023-12-31	3.1 M
Pacer Advisors, Inc.	2023-12-31	3.1 M
First Trust Advisors L.p.	2023-12-31	2.9 M
Dimensional Fund Advisors, Inc.	2023-12-31	2.9 M
Menora Mivtachim Holdings Limited	2023-12-31	2.5 M
Norges Bank	2023-12-31	2.4 M
Bank Of America Corp	2023-12-31	2.3 M
Boston Partners Global Investors, Inc	2023-12-31	2.2 M
William Blair Investment Management, Llc	2023-12-31	2.2 M
Vanguard Group Inc	2023-12-31	24.1 M
Blackrock Inc	2023-12-31	19.3 M

CF Industries Fundamentals

	Return On Equity	0.23
	Return On Asset	0.1
	Profit Margin	0.23 %
	Operating Margin	0.26 %
	Current Valuation	18.92 B
	Shares Outstanding	187.73 M
	Shares Owned By Insiders	0.55 %
	Shares Owned By Institutions	95.93 %
	Number Of Shares Shorted	5.57 M
	Price To Earning	72.32 X
	Price To Book	2.56 X
	Price To Sales	2.21 X
	Revenue	6.63 B
	Gross Profit	5.86 B
	EBITDA	3.09 B
	Net Income	1.52 B
	Cash And Equivalents	2.32 B
	Cash Per Share	11.89 X
	Total Debt	3.23 B
	Debt To Equity	0.42 %
	Current Ratio	3.41 X
	Book Value Per Share	30.38 X
	Cash Flow From Operations	2.75 B
	Short Ratio	1.70 X
	Earnings Per Share	7.87 X
	Price To Earnings To Growth	0.64 X
	Target Price	85.48
	Number Of Employees	2.7 K
	Beta	1.02
	Market Capitalization	15.02 B
	Total Asset	14.38 B
	Retained Earnings	4.54 B
	Working Capital	2.25 B
	Current Asset	1.13 B
	Current Liabilities	1.22 B
	Annual Yield	0.03 %
	Five Year Return	2.67 %
	Net Asset	14.38 B
	Last Dividend Paid	1.6

About CF Industries Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze CF Industries Holdings's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of CF Industries using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of CF Industries Holdings based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.

Please read more on our fundamental analysis page.

CF Industries Investors Sentiment

The influence of CF Industries' 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 CF Industries. 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 CF Industries' public news can be used to forecast risks associated with an investment in CF Industries. The trend in average sentiment can be used to explain how an investor holding CF Industries can time the market purely based on public headlines and social activities around CF Industries Holdings. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.

CF Industries' 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 CF Industries' 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 CF Industries' news discussions. The higher the estimated score, the more favorable is the investor's outlook on CF Industries.

CF Industries Implied Volatility

47.25

CF Industries' implied volatility exposes the market's sentiment of CF Industries Holdings stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if CF Industries' 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 CF Industries stock will not fluctuate a lot when CF Industries' 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 CF Industries 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, CF Industries' short interest history, or implied volatility extrapolated from CF Industries options trading.

Pair Trading with CF Industries

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if CF Industries position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in CF Industries will appreciate offsetting losses from the drop in the long position's value.

Moving together with CF Industries Stock

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Moving against CF Industries Stock

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The ability to find closely correlated positions to CF Industries could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace CF Industries when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back CF Industries - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling CF Industries Holdings to buy it.

The correlation of CF Industries is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as CF Industries moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if CF Industries Holdings moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Correlation analysis and pair trading evaluation for CF Industries can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.

Pair Correlation Correlation Matching

When determining whether CF Industries Holdings is a strong investment it is important to analyze CF Industries' 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 CF Industries' future performance. For an informed investment choice regarding CF Industries Stock, refer to the following important reports:

How To Invest In CF Industries

Details

Is CF Industries Stock a good investment?

Details

What is CF Industries' Net Worth?

Details

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Check out CF Industries Piotroski F Score and CF Industries Valuation analysis.

Note that the CF Industries Holdings information on this page should be used as a complementary analysis to other CF Industries' 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 CF Industries Stock analysis

When running CF Industries' price analysis, check to measure CF Industries' 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 CF Industries is operating at the current time. Most of CF Industries' value examination focuses on studying past and present price action to predict the probability of CF Industries' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CF Industries' price. Additionally, you may evaluate how the addition of CF Industries to your portfolios can decrease your overall portfolio volatility.

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Is CF Industries' 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 CF Industries. If investors know CF Industries 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 CF Industries 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

(0.67)

Dividend Share

1.6

Earnings Share

7.87

Revenue Per Share

34.304

Quarterly Revenue Growth

(0.40)

The market value of CF Industries Holdings is measured differently than its book value, which is the value of CF Industries that is recorded on the company's balance sheet. Investors also form their own opinion of CF Industries' value that differs from its market value or its book value, called intrinsic value, which is CF Industries' 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 CF Industries' market value can be influenced by many factors that don't directly affect CF Industries' 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 CF Industries' value and its price as these two are different measures arrived at by different means. Investors typically determine if CF Industries is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CF Industries' 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.

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Cf Industries Holdings Stock Z Score

CF Industries Holdings Company Z Score Analysis

Z Score

Sum Of

5 Factors

First Factor

1.2 * (

Working Capital

/

Total Assets )

Second Factor

1.4 * (

Retained Earnings

/

Total Assets )

Thrid Factor

3.3 * (

EBITAD

/

Total Assets )

Fouth Factor

0.6 * (

Market Value of Equity

/

Total Liabilities )

Fifth Factor

0.99 * (

Revenue

/

Total Assets )

CF Industries Z Score Driver Correlations

CF Industries ESG Sustainability

CF Industries Institutional Holders

CF Industries Fundamentals

About CF Industries Fundamental Analysis

CF Industries Investors Sentiment

CF Industries Implied Volatility

Pair Trading with CF Industries

Moving together with CF Industries Stock

Moving against CF Industries Stock

Complementary Tools for CF Industries Stock analysis

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