Starbucks (Brazil) Market Value
| SBUB34 Stock | BRL 611.14 9.96 1.66% |
| Symbol | Starbucks |
Starbucks '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 Starbucks' 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 Starbucks.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Starbucks on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Starbucks or generate 0.0% return on investment in Starbucks over 30 days. Starbucks is related to or competes with International Meal, CA Modas, Bombril SA, Banco Do, Direcional Engenharia, and NVIDIA. Starbucks Corporation, together with its subsidiaries, operates as a roaster, marketer, and retailer of specialty coffee... More
Starbucks 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 Starbucks' 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 Starbucks upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.71 | |||
| Information Ratio | 0.0618 | |||
| Maximum Drawdown | 9.56 | |||
| Value At Risk | (2.85) | |||
| Potential Upside | 3.57 |
Starbucks Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Starbucks' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Starbucks' standard deviation. In reality, there are many statistical measures that can use Starbucks historical prices to predict the future Starbucks' volatility.| Risk Adjusted Performance | 0.1055 | |||
| Jensen Alpha | 0.2591 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0663 | |||
| Treynor Ratio | (0.88) |
Starbucks Backtested Returns
Starbucks appears to be very steady, given 3 months investment horizon. Starbucks owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Starbucks, which you can use to evaluate the volatility of the company. Please review Starbucks' Risk Adjusted Performance of 0.1055, coefficient of variation of 768.93, and Semi Deviation of 1.51 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Starbucks holds a performance score of 11. The entity has a beta of -0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Starbucks are expected to decrease at a much lower rate. During the bear market, Starbucks is likely to outperform the market. Please check Starbucks' coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to make a quick decision on whether Starbucks' existing price patterns will revert.
Auto-correlation | 0.02 |
Virtually no predictability
Starbucks has virtually no predictability. Overlapping area represents the amount of predictability between Starbucks time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Starbucks price movement. The serial correlation of 0.02 indicates that only 2.0% of current Starbucks price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 185.78 |
Starbucks lagged returns against current returns
Autocorrelation, which is Starbucks 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 Starbucks' stock expected returns. We can calculate the autocorrelation of Starbucks returns to help us make a trade decision. For example, suppose you find that Starbucks 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 |
Starbucks 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 Starbucks stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Starbucks stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Starbucks stock over time.
Current vs Lagged Prices |
| Timeline |
Starbucks Lagged Returns
When evaluating Starbucks' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Starbucks stock have on its future price. Starbucks 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, Starbucks autocorrelation shows the relationship between Starbucks stock current value and its past values and can show if there is a momentum factor associated with investing in Starbucks.
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.Additional Information and Resources on Investing in Starbucks Stock
When determining whether Starbucks offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Starbucks' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Starbucks Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Starbucks Stock:Check out Starbucks Correlation, Starbucks Volatility and Starbucks Alpha and Beta module to complement your research on Starbucks. For information on how to trade Starbucks Stock refer to our How to Trade Starbucks Stock guide.You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Starbucks 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.