Burberry Group (UK) Market Value

BRBY Stock   1,190  1.50  0.13%   
Burberry Group's market value is the price at which a share of Burberry Group trades on a public exchange. It measures the collective expectations of Burberry Group PLC investors about its performance. Burberry Group is selling for under 1189.50 as of the 16th of February 2025; that is 0.13 percent decrease since the beginning of the trading day. The stock's lowest day price was 1184.5.
With this module, you can estimate the performance of a buy and hold strategy of Burberry Group PLC and determine expected loss or profit from investing in Burberry Group over a given investment horizon. Check out Burberry Group Correlation, Burberry Group Volatility and Burberry Group Alpha and Beta module to complement your research on Burberry Group.
Symbol

Please note, there is a significant difference between Burberry Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Burberry Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Burberry Group'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.

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 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 Burberry Group.
0.00
01/17/2025
No Change 0.00  0.0 
In 31 days
02/16/2025
0.00
If you would invest  0.00  in Burberry Group on January 17, 2025 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 Liontrust Asset, Chrysalis Investments, Monks Investment, Extra Space, Fidelity National, Datagroup, and Rosslyn Data. Burberry Group is entity of United Kingdom 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 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 Burberry Group PLC upside and downside potential and time the market with a certain degree of confidence.

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.
Hype
Prediction
LowEstimatedHigh
1,1871,1901,192
Details
Intrinsic
Valuation
LowRealHigh
1,0711,3181,320
Details
Earnings
Estimates (0)
LowProjected EPSHigh
-0.04-0.03-0.0035
Details

Burberry Group PLC Backtested Returns

Burberry Group appears to be very steady, given 3 months investment horizon. Burberry Group PLC secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the company had a 0.2 % 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 Mean Deviation of 2.05, risk adjusted performance of 0.1801, and Downside Deviation of 1.59 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 15. The firm shows a Beta (market volatility) of 0.52, which signifies possible diversification benefits within a given portfolio. 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 jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Burberry Group's price patterns will revert.

Auto-correlation

    
  -0.54  

Good reverse predictability

Burberry Group PLC has good reverse predictability. Overlapping area represents the amount of predictability between Burberry Group time series from 17th of January 2025 to 1st of February 2025 and 1st of February 2025 to 16th of February 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 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-0.56
Residual Average0.0
Price Variance443.25

Burberry Group PLC lagged returns against current returns

Autocorrelation, which is Burberry Group 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 Burberry Group's stock 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 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  

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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Burberry Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Burberry Group stock 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 stock 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 stock 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  

Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.

Additional Tools for Burberry Stock Analysis

When running Burberry Group's price analysis, check to measure Burberry Group's 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 Burberry Group is operating at the current time. Most of Burberry Group's value examination focuses on studying past and present price action to predict the probability of Burberry Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Burberry Group's price. Additionally, you may evaluate how the addition of Burberry Group to your portfolios can decrease your overall portfolio volatility.