Chipotle Mexican Grill Stock Market Value
| CMG Stock | USD 62.01 2.03 3.38% |
| Symbol | Chipotle |
Chipotle Mexican Grill Price To Book Ratio
Is Hotels, Restaurants & Leisure space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Chipotle Mexican. If investors know Chipotle will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Chipotle Mexican listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.231 | Earnings Share 1.08 | Revenue Per Share 8.012 | Quarterly Revenue Growth 0.13 | Return On Assets 0.1401 |
The market value of Chipotle Mexican Grill is measured differently than its book value, which is the value of Chipotle that is recorded on the company's balance sheet. Investors also form their own opinion of Chipotle Mexican's value that differs from its market value or its book value, called intrinsic value, which is Chipotle Mexican's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Chipotle Mexican's market value can be influenced by many factors that don't directly affect Chipotle Mexican's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Chipotle Mexican's value and its price as these two are different measures arrived at by different means. Investors typically determine if Chipotle Mexican is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Chipotle Mexican'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.
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.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Chipotle Mexican on October 24, 2024 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 30 days. Chipotle Mexican is related to or competes with Starbucks, Dominos Pizza, Yum Brands, Wendys, McDonalds, Dutch Bros, and Papa Johns. 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 | 2.2 | |||
| Information Ratio | 0.0403 | |||
| Maximum Drawdown | 10.78 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 2.69 |
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 | 0.0817 | |||
| Jensen Alpha | 0.0813 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0339 | |||
| Treynor Ratio | 0.1867 |
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 0.11, which signifies that the company had a 0.11% return per unit of risk over the last 3 months. We have found twenty-eight 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 1.27, risk adjusted performance of 0.0817, and Downside Deviation of 2.2 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 8. The firm shows a Beta (market volatility) of 0.93, which signifies possible diversification benefits within a given portfolio. Chipotle Mexican returns are very sensitive to returns on the market. As the market goes up or down, Chipotle Mexican is expected to follow. Please check Chipotle Mexican's information ratio, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to make a quick decision on whether Chipotle Mexican's price patterns will revert.
Auto-correlation | 0.21 |
Weak predictability
Chipotle Mexican Grill has weak predictability. Overlapping area represents the amount of predictability between Chipotle Mexican 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 Chipotle Mexican Grill price movement. The serial correlation of 0.21 indicates that over 21.0% of current Chipotle Mexican price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.95 |
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 |
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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 |
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Currently Active Assets on Macroaxis
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 Money Managers module to screen money managers from public funds and ETFs managed around the world.
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.