Savers Value Village, Stock Market Value
| SVV Stock | 8.66 0.07 0.81% |
| Symbol | Savers |
Savers Value Village, Price To Book Ratio
Is Broadline 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 Savers Value. If investors know Savers 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 Savers Value 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 (0.75) | Earnings Share 0.46 | Revenue Per Share 9.426 | Quarterly Revenue Growth 0.005 | Return On Assets 0.0455 |
The market value of Savers Value Village, is measured differently than its book value, which is the value of Savers that is recorded on the company's balance sheet. Investors also form their own opinion of Savers Value's value that differs from its market value or its book value, called intrinsic value, which is Savers Value'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 Savers Value's market value can be influenced by many factors that don't directly affect Savers Value'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 Savers Value's value and its price as these two are different measures arrived at by different means. Investors typically determine if Savers Value is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Savers Value'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.
Savers Value '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 Savers Value'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 Savers Value.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Savers Value on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Savers Value Village, or generate 0.0% return on investment in Savers Value over 30 days. Savers Value is related to or competes with Antero Midstream, Fortress Transp, Mitsubishi UFJ, U Haul, Alliant Energy, Vistra Energy, and PGE Corp. Savers Value is entity of United States. It is traded as Stock on NYSE exchange. More
Savers Value 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 Savers Value'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 Savers Value Village, upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 21.02 | |||
| Value At Risk | (4.77) | |||
| Potential Upside | 4.07 |
Savers Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Savers Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Savers Value's standard deviation. In reality, there are many statistical measures that can use Savers Value historical prices to predict the future Savers Value's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.56) | |||
| Treynor Ratio | (0.18) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Savers Value'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.
Savers Value Village, Backtested Returns
Savers Value Village, owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0554, which indicates the firm had a -0.0554% return per unit of risk over the last 3 months. Savers Value Village, exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Savers Value's Variance of 9.87, risk adjusted performance of (0.03), and Coefficient Of Variation of (2,187) to confirm the risk estimate we provide. The entity has a beta of 0.85, which indicates possible diversification benefits within a given portfolio. Savers Value returns are very sensitive to returns on the market. As the market goes up or down, Savers Value is expected to follow. At this point, Savers Value Village, has a negative expected return of -0.17%. Please make sure to validate Savers Value's accumulation distribution, as well as the relationship between the day median price and price action indicator , to decide if Savers Value Village, performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.89 |
Excellent reverse predictability
Savers Value Village, has excellent reverse predictability. Overlapping area represents the amount of predictability between Savers Value time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 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 Savers Value Village, price movement. The serial correlation of -0.89 indicates that approximately 89.0% of current Savers Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.89 | |
| Spearman Rank Test | -0.95 | |
| Residual Average | 0.0 | |
| Price Variance | 0.6 |
Savers Value Village, lagged returns against current returns
Autocorrelation, which is Savers Value 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 Savers Value's stock expected returns. We can calculate the autocorrelation of Savers Value returns to help us make a trade decision. For example, suppose you find that Savers Value 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 |
Savers Value 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 Savers Value stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Savers Value stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Savers Value stock over time.
Current vs Lagged Prices |
| Timeline |
Savers Value Lagged Returns
When evaluating Savers Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Savers Value stock have on its future price. Savers Value 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, Savers Value autocorrelation shows the relationship between Savers Value stock current value and its past values and can show if there is a momentum factor associated with investing in Savers Value Village,.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Savers Stock Analysis
When running Savers Value's price analysis, check to measure Savers Value'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 Savers Value is operating at the current time. Most of Savers Value's value examination focuses on studying past and present price action to predict the probability of Savers Value's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Savers Value's price. Additionally, you may evaluate how the addition of Savers Value to your portfolios can decrease your overall portfolio volatility.