Koppers Holdings Stock Market Value
| KOP Stock | USD 51.28 2.19 4.10% |
| Symbol | Koppers |
Koppers Holdings Price To Book Ratio
Is Koppers Holdings' 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 Koppers Holdings. If investors know Koppers 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 Koppers Holdings 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 (0.08) | Dividend Share 0.24 | Earnings Share 4.14 | Revenue Per Share 103.393 | Quarterly Revenue Growth 0.063 |
The market value of Koppers Holdings is measured differently than its book value, which is the value of Koppers that is recorded on the company's balance sheet. Investors also form their own opinion of Koppers Holdings' value that differs from its market value or its book value, called intrinsic value, which is Koppers Holdings' 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 Koppers Holdings' market value can be influenced by many factors that don't directly affect Koppers Holdings' 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 Koppers Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Koppers Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Koppers Holdings' 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.
Koppers Holdings '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 Koppers Holdings' 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 Koppers Holdings.
| 11/03/2023 |
| 05/01/2024 |
If you would invest 0.00 in Koppers Holdings on November 3, 2023 and sell it all today you would earn a total of 0.00 from holding Koppers Holdings or generate 0.0% return on investment in Koppers Holdings over 180 days. Koppers Holdings is related to or competes with H B, Minerals Technologies, Quaker Chemical, Oil Dri, Sensient Technologies, Innospec, and Northern Technologies. Koppers Holdings Inc. provides treated wood products, wood preservation chemicals, and carbon compounds in the United St... More
Koppers Holdings 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 Koppers Holdings' 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 Koppers Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.09 | |||
| Information Ratio | 0.0029 | |||
| Maximum Drawdown | 14.08 | |||
| Value At Risk | (2.32) | |||
| Potential Upside | 2.9 |
Koppers Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Koppers Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Koppers Holdings' standard deviation. In reality, there are many statistical measures that can use Koppers Holdings historical prices to predict the future Koppers Holdings' volatility.| Risk Adjusted Performance | 0.0277 | |||
| Jensen Alpha | 0.0725 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | 0.0028 | |||
| Treynor Ratio | (0.16) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Koppers Holdings' 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.
Koppers Holdings Backtested Returns
Koppers Holdings has Sharpe Ratio of -0.0092, which conveys that the firm had a -0.0092% return per unit of risk over the last 3 months. Koppers Holdings exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Koppers Holdings' Downside Deviation of 2.09, mean deviation of 1.35, and Risk Adjusted Performance of 0.0277 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.35, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Koppers Holdings are expected to decrease at a much lower rate. During the bear market, Koppers Holdings is likely to outperform the market. Koppers Holdings has an expected return of -0.0192%. Please make sure to verify Koppers Holdings expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if Koppers Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.63 |
Good predictability
Koppers Holdings has good predictability. Overlapping area represents the amount of predictability between Koppers Holdings time series from 3rd of November 2023 to 1st of February 2024 and 1st of February 2024 to 1st 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 Koppers Holdings price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Koppers Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 3.05 |
Koppers Holdings lagged returns against current returns
Autocorrelation, which is Koppers Holdings 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 Koppers Holdings' stock expected returns. We can calculate the autocorrelation of Koppers Holdings returns to help us make a trade decision. For example, suppose you find that Koppers Holdings 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 |
Koppers Holdings 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 Koppers Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Koppers Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Koppers Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Koppers Holdings Lagged Returns
When evaluating Koppers Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Koppers Holdings stock have on its future price. Koppers Holdings 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, Koppers Holdings autocorrelation shows the relationship between Koppers Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Koppers Holdings.
Regressed Prices |
| Timeline |
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 Koppers Holdings 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, Koppers Holdings' short interest history, or implied volatility extrapolated from Koppers Holdings options trading.
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Try AI Portfolio ArchitectCheck out Koppers Holdings Correlation, Koppers Holdings Volatility and Koppers Holdings Alpha and Beta module to complement your research on Koppers Holdings. To learn how to invest in Koppers Stock, please use our How to Invest in Koppers Holdings guide.You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Complementary Tools for Koppers Stock analysis
When running Koppers Holdings' price analysis, check to measure Koppers Holdings' 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 Koppers Holdings is operating at the current time. Most of Koppers Holdings' value examination focuses on studying past and present price action to predict the probability of Koppers Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Koppers Holdings' price. Additionally, you may evaluate how the addition of Koppers Holdings to your portfolios can decrease your overall portfolio volatility.
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Koppers Holdings 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.