U Haul Holding Stock Market Value
| UHAL Stock | USD 71.17 0.84 1.17% |
| Symbol | UHAL |
U Haul Holding Price To Book Ratio
Is Cargo Ground Transportation 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 U Haul. If investors know UHAL 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 U Haul 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 (0.32) | Earnings Share 2.24 | Revenue Per Share 28.775 | Quarterly Revenue Growth 0.005 | Return On Assets 0.0247 |
The market value of U Haul Holding is measured differently than its book value, which is the value of UHAL that is recorded on the company's balance sheet. Investors also form their own opinion of U Haul's value that differs from its market value or its book value, called intrinsic value, which is U Haul'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 U Haul's market value can be influenced by many factors that don't directly affect U Haul'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 U Haul's value and its price as these two are different measures arrived at by different means. Investors typically determine if U Haul is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, U Haul'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.
U Haul '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 U Haul'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 U Haul.
| 08/16/2024 |
| 11/14/2024 |
If you would invest 0.00 in U Haul on August 16, 2024 and sell it all today you would earn a total of 0.00 from holding U Haul Holding or generate 0.0% return on investment in U Haul over 90 days. U Haul is related to or competes with Air Lease, HE Equipment, GATX, Custom Truck, Alta Equipment, Ryder System, and Triton International. AMERCO operates as a do-it-yourself moving and storage operator for household and commercial goods in the United States ... More
U Haul 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 U Haul'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 U Haul Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.37 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 6.88 | |||
| Value At Risk | (2.21) | |||
| Potential Upside | 2.76 |
U Haul Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for U Haul's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as U Haul's standard deviation. In reality, there are many statistical measures that can use U Haul historical prices to predict the future U Haul's volatility.| Risk Adjusted Performance | 0.0589 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.1411 |
U Haul Holding Backtested Returns
As of now, UHAL Stock is very steady. U Haul Holding owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0481, which indicates the company had a 0.0481% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for U Haul Holding, which you can use to evaluate the volatility of the entity. Please validate U Haul's Market Risk Adjusted Performance of 0.1511, downside deviation of 1.37, and Risk Adjusted Performance of 0.0589 to confirm if the risk estimate we provide is consistent with the expected return of 0.0661%. U Haul has a performance score of 3 on a scale of 0 to 100. The firm has a beta of 0.63, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, U Haul's returns are expected to increase less than the market. However, during the bear market, the loss of holding U Haul is expected to be smaller as well. U Haul Holding today has a risk of 1.38%. Please validate U Haul sortino ratio, skewness, period momentum indicator, as well as the relationship between the potential upside and rate of daily change , to decide if U Haul will be following its existing price patterns.
Auto-correlation | 0.04 |
Virtually no predictability
U Haul Holding has virtually no predictability. Overlapping area represents the amount of predictability between U Haul time series from 16th of August 2024 to 30th of September 2024 and 30th of September 2024 to 14th of November 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 U Haul Holding price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current U Haul price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 5.34 |
U Haul Holding lagged returns against current returns
Autocorrelation, which is U Haul 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 U Haul's stock expected returns. We can calculate the autocorrelation of U Haul returns to help us make a trade decision. For example, suppose you find that U Haul 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 |
U Haul 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 U Haul stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if U Haul stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in U Haul stock over time.
Current vs Lagged Prices |
| Timeline |
U Haul Lagged Returns
When evaluating U Haul's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of U Haul stock have on its future price. U Haul 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, U Haul autocorrelation shows the relationship between U Haul stock current value and its past values and can show if there is a momentum factor associated with investing in U Haul Holding.
Regressed Prices |
| Timeline |
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U Haul 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.