Hillenbrand Stock Market Value
| HI Stock | USD 23.20 0.31 1.35% |
| Symbol | Hillenbrand |
Hillenbrand Price To Book Ratio
Is Industrial Machinery & Supplies & Components 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 Hillenbrand. If investors know Hillenbrand 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 Hillenbrand 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 (0.63) | Dividend Share 0.895 | Earnings Share (3.86) | Revenue Per Share | Quarterly Revenue Growth (0.09) |
The market value of Hillenbrand is measured differently than its book value, which is the value of Hillenbrand that is recorded on the company's balance sheet. Investors also form their own opinion of Hillenbrand's value that differs from its market value or its book value, called intrinsic value, which is Hillenbrand'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 Hillenbrand's market value can be influenced by many factors that don't directly affect Hillenbrand'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 Hillenbrand's value and its price as these two are different measures arrived at by different means. Investors typically determine if Hillenbrand is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hillenbrand'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.
Hillenbrand '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 Hillenbrand'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 Hillenbrand.
| 04/14/2025 |
| 07/13/2025 |
If you would invest 0.00 in Hillenbrand on April 14, 2025 and sell it all today you would earn a total of 0.00 from holding Hillenbrand or generate 0.0% return on investment in Hillenbrand over 90 days. Hillenbrand is related to or competes with Franklin Electric, Helios Technologies, Gorman Rupp, Gates Industrial, Matthews International, Carriage Services, and Service International. Hillenbrand, Inc. operates as a diversified industrial company in the United States and internationally More
Hillenbrand 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 Hillenbrand'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 Hillenbrand upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.02 | |||
| Information Ratio | 0.021 | |||
| Maximum Drawdown | 30.88 | |||
| Value At Risk | (5.65) | |||
| Potential Upside | 6.66 |
Hillenbrand Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hillenbrand's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hillenbrand's standard deviation. In reality, there are many statistical measures that can use Hillenbrand historical prices to predict the future Hillenbrand's volatility.| Risk Adjusted Performance | 0.1111 | |||
| Jensen Alpha | 0.5827 | |||
| Total Risk Alpha | (0.44) | |||
| Sortino Ratio | 0.0237 | |||
| Treynor Ratio | (0.31) |
Hillenbrand Backtested Returns
Hillenbrand appears to be not too volatile, given 3 months investment horizon. Hillenbrand holds Efficiency (Sharpe) Ratio of 0.0699, which attests that the entity had a 0.0699 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Hillenbrand, which you can use to evaluate the volatility of the firm. Please utilize Hillenbrand's Market Risk Adjusted Performance of (0.30), risk adjusted performance of 0.1111, and Downside Deviation of 4.02 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Hillenbrand holds a performance score of 5. The company retains a Market Volatility (i.e., Beta) of -1.07, which attests to a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Hillenbrand are expected to decrease slowly. On the other hand, during market turmoil, Hillenbrand is expected to outperform it slightly. Please check Hillenbrand's sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to make a quick decision on whether Hillenbrand's current trending patterns will revert.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Hillenbrand has insignificant reverse predictability. Overlapping area represents the amount of predictability between Hillenbrand time series from 14th of April 2025 to 29th of May 2025 and 29th of May 2025 to 13th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Hillenbrand price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Hillenbrand price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 1.93 |
Hillenbrand lagged returns against current returns
Autocorrelation, which is Hillenbrand 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 Hillenbrand's stock expected returns. We can calculate the autocorrelation of Hillenbrand returns to help us make a trade decision. For example, suppose you find that Hillenbrand 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 |
Hillenbrand 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 Hillenbrand stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hillenbrand stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hillenbrand stock over time.
Current vs Lagged Prices |
| Timeline |
Hillenbrand Lagged Returns
When evaluating Hillenbrand's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hillenbrand stock have on its future price. Hillenbrand 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, Hillenbrand autocorrelation shows the relationship between Hillenbrand stock current value and its past values and can show if there is a momentum factor associated with investing in Hillenbrand.
Regressed Prices |
| Timeline |
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Check out Hillenbrand Correlation, Hillenbrand Volatility and Hillenbrand Alpha and Beta module to complement your research on Hillenbrand. For more detail on how to invest in Hillenbrand Stock please use our How to Invest in Hillenbrand guide.You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Hillenbrand 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.