Abercrombie Fitch Stock Market Value
| ANF Stock | USD 141.57 4.76 3.48% |
| Symbol | Abercrombie |
Abercrombie Fitch Price To Book Ratio
Is Specialty Retail 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 Abercrombie Fitch. If investors know Abercrombie 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 Abercrombie Fitch 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 1.273 | Earnings Share 9.43 | Revenue Per Share 91.796 | Quarterly Revenue Growth 0.212 | Return On Assets 0.1435 |
The market value of Abercrombie Fitch is measured differently than its book value, which is the value of Abercrombie that is recorded on the company's balance sheet. Investors also form their own opinion of Abercrombie Fitch's value that differs from its market value or its book value, called intrinsic value, which is Abercrombie Fitch'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 Abercrombie Fitch's market value can be influenced by many factors that don't directly affect Abercrombie Fitch'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 Abercrombie Fitch's value and its price as these two are different measures arrived at by different means. Investors typically determine if Abercrombie Fitch is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Abercrombie Fitch'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.
Abercrombie Fitch '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 Abercrombie Fitch'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 Abercrombie Fitch.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Abercrombie Fitch on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Abercrombie Fitch or generate 0.0% return on investment in Abercrombie Fitch over 30 days. Abercrombie Fitch is related to or competes with Urban Outfitters, Childrens Place, and American Eagle. Abercrombie Fitch Co., through its subsidiaries, operates as a specialty retailer More
Abercrombie Fitch 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 Abercrombie Fitch'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 Abercrombie Fitch upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 19.79 | |||
| Value At Risk | (4.98) | |||
| Potential Upside | 4.76 |
Abercrombie Fitch Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Abercrombie Fitch's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Abercrombie Fitch's standard deviation. In reality, there are many statistical measures that can use Abercrombie Fitch historical prices to predict the future Abercrombie Fitch's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.37) | |||
| Total Risk Alpha | (0.70) | |||
| Treynor Ratio | (0.16) |
Abercrombie Fitch Backtested Returns
Abercrombie Fitch secures Sharpe Ratio (or Efficiency) of -0.0475, which signifies that the company had a -0.0475% return per unit of standard deviation over the last 3 months. Abercrombie Fitch exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Abercrombie Fitch's mean deviation of 2.65, and Risk Adjusted Performance of (0.04) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.44, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Abercrombie Fitch will likely underperform. At this point, Abercrombie Fitch has a negative expected return of -0.17%. Please make sure to confirm Abercrombie Fitch's potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if Abercrombie Fitch performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.24 |
Weak reverse predictability
Abercrombie Fitch has weak reverse predictability. Overlapping area represents the amount of predictability between Abercrombie Fitch time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Abercrombie Fitch price movement. The serial correlation of -0.24 indicates that over 24.0% of current Abercrombie Fitch price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 4.56 |
Abercrombie Fitch lagged returns against current returns
Autocorrelation, which is Abercrombie Fitch 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 Abercrombie Fitch's stock expected returns. We can calculate the autocorrelation of Abercrombie Fitch returns to help us make a trade decision. For example, suppose you find that Abercrombie Fitch 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 |
Abercrombie Fitch 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 Abercrombie Fitch stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Abercrombie Fitch stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Abercrombie Fitch stock over time.
Current vs Lagged Prices |
| Timeline |
Abercrombie Fitch Lagged Returns
When evaluating Abercrombie Fitch's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Abercrombie Fitch stock have on its future price. Abercrombie Fitch 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, Abercrombie Fitch autocorrelation shows the relationship between Abercrombie Fitch stock current value and its past values and can show if there is a momentum factor associated with investing in Abercrombie Fitch.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Abercrombie Fitch is a strong investment it is important to analyze Abercrombie Fitch's 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 Abercrombie Fitch's future performance. For an informed investment choice regarding Abercrombie Stock, refer to the following important reports:Check out Abercrombie Fitch Correlation, Abercrombie Fitch Volatility and Abercrombie Fitch Alpha and Beta module to complement your research on Abercrombie Fitch. For more detail on how to invest in Abercrombie Stock please use our How to Invest in Abercrombie Fitch guide.You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Abercrombie Fitch 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.