Burberry Group Plc Stock Market Value
| BBRYF Stock | USD 11.00 0.20 1.85% |
| Symbol | Burberry |
Burberry Group '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 Burberry Group's pink sheet 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 Burberry Group.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Burberry Group on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Burberry Group plc or generate 0.0% return on investment in Burberry Group over 30 days. Burberry Group is related to or competes with Kering SA, Compagnie Financiere, Swatch Group, Prada Spa, Salvatore Ferragamo, Christian Dior, and Prada SpA. Burberry Group plc, together with its subsidiaries, manufactures, retails, and wholesales luxury goods under the Burberr... More
Burberry Group 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 Burberry Group's pink sheet 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 Burberry Group plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.86 | |||
| Information Ratio | 0.0872 | |||
| Maximum Drawdown | 25.7 | |||
| Value At Risk | (4.88) | |||
| Potential Upside | 8.95 |
Burberry Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Burberry Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Burberry Group's standard deviation. In reality, there are many statistical measures that can use Burberry Group historical prices to predict the future Burberry Group's volatility.| Risk Adjusted Performance | 0.091 | |||
| Jensen Alpha | 0.4412 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0754 | |||
| Treynor Ratio | 3.71 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Burberry Group's 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.
Burberry Group plc Backtested Returns
Burberry Group appears to be somewhat reliable, given 3 months investment horizon. Burberry Group plc secures Sharpe Ratio (or Efficiency) of 0.0718, which signifies that the company had a 0.0718% return per unit of risk over the last 3 months. We have found thirty technical indicators for Burberry Group plc, which you can use to evaluate the volatility of the firm. Please makes use of Burberry Group's Downside Deviation of 4.86, risk adjusted performance of 0.091, and Mean Deviation of 2.78 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Burberry Group holds a performance score of 5. The firm shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Burberry Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Burberry Group is expected to be smaller as well. Please check Burberry Group's expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Burberry Group's price patterns will revert.
Auto-correlation | 0.54 |
Modest predictability
Burberry Group plc has modest predictability. Overlapping area represents the amount of predictability between Burberry Group 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 Burberry Group plc price movement. The serial correlation of 0.54 indicates that about 54.0% of current Burberry Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.59 |
Burberry Group plc lagged returns against current returns
Autocorrelation, which is Burberry Group pink sheet'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 Burberry Group's pink sheet expected returns. We can calculate the autocorrelation of Burberry Group returns to help us make a trade decision. For example, suppose you find that Burberry Group has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Burberry Group 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 Burberry Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Burberry Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Burberry Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Burberry Group Lagged Returns
When evaluating Burberry Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Burberry Group pink sheet have on its future price. Burberry Group 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, Burberry Group autocorrelation shows the relationship between Burberry Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Burberry Group plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Burberry Pink Sheet
Burberry Group financial ratios help investors to determine whether Burberry Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Burberry with respect to the benefits of owning Burberry Group security.