Burberry Group Plc Stock Market Value
| BURBY Stock | USD 14.60 0.03 0.21% |
| 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.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in Burberry Group on January 2, 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 Compagnie Financiere, Hermes International, Prada Spa, Swatch Group, Kering SA, Compagnie Financière, and Salvatore Ferragamo. 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 | 2.93 | |||
| Information Ratio | 0.159 | |||
| Maximum Drawdown | 22.82 | |||
| Value At Risk | (4.89) | |||
| Potential Upside | 5.78 |
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 | 0.1623 | |||
| Jensen Alpha | 0.7356 | |||
| Total Risk Alpha | 0.2867 | |||
| Sortino Ratio | 0.2083 | |||
| Treynor Ratio | (1.75) |
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 0.14, which signifies that the company had a 0.14 % return per unit of risk over the last 3 months. By analyzing Burberry Group's technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please makes use of Burberry Group's Risk Adjusted Performance of 0.1623, mean deviation of 2.56, and Downside Deviation of 2.93 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 11. The firm shows a Beta (market volatility) of -0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Burberry Group are expected to decrease at a much lower rate. During the bear market, Burberry Group is likely to outperform the market. Please check Burberry Group's value at risk, as well as the relationship between the kurtosis and price action indicator , to make a quick decision on whether Burberry Group's price patterns will revert.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Burberry Group Plc has insignificant reverse predictability. Overlapping area represents the amount of predictability between Burberry Group time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st 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 -0.19 indicates that over 19.0% of current Burberry Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.79 |
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 |
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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 Pink Sheet 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.