Five Below Stock Market Value
| FIVE Stock | USD 86.92 3.43 4.11% |
| Symbol | Five |
Five Below Price To Book Ratio
Is Other Specialty Retail 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 Five Below. If investors know Five 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 Five Below 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 (0.29) | Earnings Share 5.07 | Revenue Per Share 67.314 | Quarterly Revenue Growth 0.094 | Return On Assets 0.0599 |
The market value of Five Below is measured differently than its book value, which is the value of Five that is recorded on the company's balance sheet. Investors also form their own opinion of Five Below's value that differs from its market value or its book value, called intrinsic value, which is Five Below'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 Five Below's market value can be influenced by many factors that don't directly affect Five Below'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 Five Below's value and its price as these two are different measures arrived at by different means. Investors typically determine if Five Below is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Five Below'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.
Five Below '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 Five Below'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 Five Below.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in Five Below on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding Five Below or generate 0.0% return on investment in Five Below over 720 days. Five Below is related to or competes with OReilly Automotive, AutoZone, Genuine Parts, Williams Sonoma, Ulta Beauty, Best Buy, and RH. Five Below, Inc. operates as a specialty value retailer in the United States More
Five Below 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 Five Below'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 Five Below upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.04 | |||
| Information Ratio | 0.0115 | |||
| Maximum Drawdown | 16.58 | |||
| Value At Risk | (4.34) | |||
| Potential Upside | 5.04 |
Five Below Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Five Below's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Five Below's standard deviation. In reality, there are many statistical measures that can use Five Below historical prices to predict the future Five Below's volatility.| Risk Adjusted Performance | 0.0479 | |||
| Jensen Alpha | 0.2118 | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | 0.0121 | |||
| Treynor Ratio | (0.35) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Five Below's 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.
Five Below Backtested Returns
At this point, Five Below is very steady. Five Below secures Sharpe Ratio (or Efficiency) of 0.0411, which denotes the company had a 0.0411% return per unit of risk over the last 3 months. We have found thirty technical indicators for Five Below, which you can use to evaluate the volatility of the firm. Please confirm Five Below's Coefficient Of Variation of 1901.82, mean deviation of 2.49, and Downside Deviation of 3.04 to check if the risk estimate we provide is consistent with the expected return of 0.13%. Five Below has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.45, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Five Below are expected to decrease at a much lower rate. During the bear market, Five Below is likely to outperform the market. Five Below right now shows a risk of 3.21%. Please confirm Five Below expected short fall, and the relationship between the value at risk and daily balance of power , to decide if Five Below will be following its price patterns.
Auto-correlation | 0.34 |
Below average predictability
Five Below has below average predictability. Overlapping area represents the amount of predictability between Five Below time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 to 25th 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 Five Below price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Five Below price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 2317.75 |
Five Below lagged returns against current returns
Autocorrelation, which is Five Below 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 Five Below's stock expected returns. We can calculate the autocorrelation of Five Below returns to help us make a trade decision. For example, suppose you find that Five Below 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 |
Five Below 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 Five Below stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Five Below stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Five Below stock over time.
Current vs Lagged Prices |
| Timeline |
Five Below Lagged Returns
When evaluating Five Below's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Five Below stock have on its future price. Five Below 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, Five Below autocorrelation shows the relationship between Five Below stock current value and its past values and can show if there is a momentum factor associated with investing in Five Below.
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.When determining whether Five Below is a strong investment it is important to analyze Five Below'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 Five Below's future performance. For an informed investment choice regarding Five Stock, refer to the following important reports:Check out Five Below Correlation, Five Below Volatility and Five Below Alpha and Beta module to complement your research on Five Below. For information on how to trade Five Stock refer to our How to Trade Five Stock guide.You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Five Below 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.