Burlington Stores (Germany) Market Value
| BUI Stock | 260.00 2.00 0.78% |
| Symbol | Burlington |
Burlington Stores '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 Burlington Stores' 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 Burlington Stores.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Burlington Stores on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Burlington Stores or generate 0.0% return on investment in Burlington Stores over 30 days. Burlington Stores is related to or competes with Apple, Apple, Apple, Apple, Apple, Microsoft, and Microsoft. More
Burlington Stores 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 Burlington Stores' 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 Burlington Stores upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.27 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 8.52 | |||
| Value At Risk | (3.31) | |||
| Potential Upside | 2.68 |
Burlington Stores Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Burlington Stores' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Burlington Stores' standard deviation. In reality, there are many statistical measures that can use Burlington Stores historical prices to predict the future Burlington Stores' volatility.| Risk Adjusted Performance | 0.048 | |||
| Jensen Alpha | 0.0207 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1567 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Burlington Stores' 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.
Burlington Stores Backtested Returns
Currently, Burlington Stores is very steady. Burlington Stores secures Sharpe Ratio (or Efficiency) of 0.055, which signifies that the company had a 0.055% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Burlington Stores, which you can use to evaluate the volatility of the firm. Please confirm Burlington Stores' Downside Deviation of 2.27, risk adjusted performance of 0.048, and Mean Deviation of 1.29 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. Burlington Stores has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.58, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Burlington Stores' returns are expected to increase less than the market. However, during the bear market, the loss of holding Burlington Stores is expected to be smaller as well. Burlington Stores right now shows a risk of 1.83%. Please confirm Burlington Stores semi variance, day median price, and the relationship between the value at risk and kurtosis , to decide if Burlington Stores will be following its price patterns.
Auto-correlation | 0.23 |
Weak predictability
Burlington Stores has weak predictability. Overlapping area represents the amount of predictability between Burlington Stores time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd 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 Burlington Stores price movement. The serial correlation of 0.23 indicates that over 23.0% of current Burlington Stores price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 37.56 |
Burlington Stores lagged returns against current returns
Autocorrelation, which is Burlington Stores 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 Burlington Stores' stock expected returns. We can calculate the autocorrelation of Burlington Stores returns to help us make a trade decision. For example, suppose you find that Burlington Stores 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 |
Burlington Stores 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 Burlington Stores stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Burlington Stores stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Burlington Stores stock over time.
Current vs Lagged Prices |
| Timeline |
Burlington Stores Lagged Returns
When evaluating Burlington Stores' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Burlington Stores stock have on its future price. Burlington Stores 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, Burlington Stores autocorrelation shows the relationship between Burlington Stores stock current value and its past values and can show if there is a momentum factor associated with investing in Burlington Stores.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Burlington Stock Analysis
When running Burlington Stores' price analysis, check to measure Burlington Stores' 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 Burlington Stores is operating at the current time. Most of Burlington Stores' value examination focuses on studying past and present price action to predict the probability of Burlington Stores' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Burlington Stores' price. Additionally, you may evaluate how the addition of Burlington Stores to your portfolios can decrease your overall portfolio volatility.