Chipotle Mexican (Germany) Market Value
| C9F Stock | EUR 59.61 3.01 5.32% |
| Symbol | Chipotle |
Chipotle Mexican '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 Chipotle Mexican'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 Chipotle Mexican.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Chipotle Mexican on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Chipotle Mexican Grill or generate 0.0% return on investment in Chipotle Mexican over 720 days. Chipotle Mexican is related to or competes with Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, Talanx AG, NorAm Drilling, and Identiv. Chipotle Mexican Grill, Inc., together with its subsidiaries, owns and operates Chipotle Mexican Grill restaurants More
Chipotle Mexican 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 Chipotle Mexican'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 Chipotle Mexican Grill upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.45 | |||
| Information Ratio | 0.085 | |||
| Maximum Drawdown | 8.26 | |||
| Value At Risk | (1.97) | |||
| Potential Upside | 3.28 |
Chipotle Mexican Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chipotle Mexican's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chipotle Mexican's standard deviation. In reality, there are many statistical measures that can use Chipotle Mexican historical prices to predict the future Chipotle Mexican's volatility.| Risk Adjusted Performance | 0.1218 | |||
| Jensen Alpha | 0.1941 | |||
| Total Risk Alpha | 0.0261 | |||
| Sortino Ratio | 0.0948 | |||
| Treynor Ratio | 0.5524 |
Chipotle Mexican Grill Backtested Returns
Chipotle Mexican appears to be very steady, given 3 months investment horizon. Chipotle Mexican Grill secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Chipotle Mexican Grill, which you can use to evaluate the volatility of the firm. Please makes use of Chipotle Mexican's Mean Deviation of 1.22, risk adjusted performance of 0.1218, and Downside Deviation of 1.45 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Chipotle Mexican holds a performance score of 14. The firm shows a Beta (market volatility) of 0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Chipotle Mexican's returns are expected to increase less than the market. However, during the bear market, the loss of holding Chipotle Mexican is expected to be smaller as well. Please check Chipotle Mexican's downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Chipotle Mexican's price patterns will revert.
Auto-correlation | 0.78 |
Good predictability
Chipotle Mexican Grill has good predictability. Overlapping area represents the amount of predictability between Chipotle Mexican time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 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 Chipotle Mexican Grill price movement. The serial correlation of 0.78 indicates that around 78.0% of current Chipotle Mexican price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 34.83 |
Chipotle Mexican Grill lagged returns against current returns
Autocorrelation, which is Chipotle Mexican 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 Chipotle Mexican's stock expected returns. We can calculate the autocorrelation of Chipotle Mexican returns to help us make a trade decision. For example, suppose you find that Chipotle Mexican 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 |
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Chipotle Mexican 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 Chipotle Mexican stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Chipotle Mexican stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Chipotle Mexican stock over time.
Current vs Lagged Prices |
| Timeline |
Chipotle Mexican Lagged Returns
When evaluating Chipotle Mexican's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Chipotle Mexican stock have on its future price. Chipotle Mexican 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, Chipotle Mexican autocorrelation shows the relationship between Chipotle Mexican stock current value and its past values and can show if there is a momentum factor associated with investing in Chipotle Mexican Grill.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Chipotle Stock
When determining whether Chipotle Mexican Grill is a strong investment it is important to analyze Chipotle Mexican'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 Chipotle Mexican's future performance. For an informed investment choice regarding Chipotle Stock, refer to the following important reports:Check out Chipotle Mexican Correlation, Chipotle Mexican Volatility and Chipotle Mexican Alpha and Beta module to complement your research on Chipotle Mexican. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Chipotle Mexican 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.