Burlington Stores Stock Market Value
| BURL Stock | USD 281.13 10.09 3.46% |
| Symbol | Burlington |
Burlington Stores Price To Book Ratio
Is 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 Burlington Stores. If investors know Burlington 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 Burlington Stores 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 1.447 | Earnings Share 7.28 | Revenue Per Share 159.623 | Quarterly Revenue Growth 0.134 | Return On Assets 0.0553 |
The market value of Burlington Stores is measured differently than its book value, which is the value of Burlington that is recorded on the company's balance sheet. Investors also form their own opinion of Burlington Stores' value that differs from its market value or its book value, called intrinsic value, which is Burlington Stores' 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 Burlington Stores' market value can be influenced by many factors that don't directly affect Burlington Stores' 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 Burlington Stores' value and its price as these two are different measures arrived at by different means. Investors typically determine if Burlington Stores is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Burlington Stores' 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.
Burlington Stores '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 Burlington Stores' 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 Burlington Stores.
| 11/19/2024 |
| 12/19/2024 |
If you would invest 0.00 in Burlington Stores on November 19, 2024 and sell it all today you would earn a total of 0.00 from holding Burlington Stores or generate 0.0% return on investment in Burlington Stores over 30 days. Burlington Stores is related to or competes with Capri Holdings, Movado, Tapestry, Brilliant Earth, Signet Jewelers, Lanvin Group, and MYT Netherlands. Burlington Stores, Inc. operates as a retailer of branded apparel products in the United States More
Burlington Stores 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 Burlington Stores' 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 Burlington Stores upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.01 | |||
| Information Ratio | 0.0504 | |||
| Maximum Drawdown | 7.9 | |||
| Value At Risk | (2.25) | |||
| Potential Upside | 2.37 |
Burlington Stores Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Burlington Stores' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Burlington Stores' standard deviation. In reality, there are many statistical measures that can use Burlington Stores historical prices to predict the future Burlington Stores' volatility.| Risk Adjusted Performance | 0.0586 | |||
| Jensen Alpha | 0.1039 | |||
| Total Risk Alpha | 0.0659 | |||
| Sortino Ratio | 0.0446 | |||
| Treynor Ratio | 0.4334 |
Burlington Stores Backtested Returns
As of now, Burlington Stock is very steady. Burlington Stores secures Sharpe Ratio (or Efficiency) of 0.071, which signifies that the company had a 0.071% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Burlington Stores, which you can use to evaluate the volatility of the firm. Please confirm Burlington Stores' Downside Deviation of 2.01, mean deviation of 1.34, and Risk Adjusted Performance of 0.0586 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. Burlington Stores has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Burlington Stores' returns are expected to increase less than the market. However, during the bear market, the loss of holding Burlington Stores is expected to be smaller as well. Burlington Stores right now shows a risk of 1.8%. Please confirm Burlington Stores expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if Burlington Stores will be following its price patterns.
Auto-correlation | -0.32 |
Poor reverse predictability
Burlington Stores has poor reverse predictability. Overlapping area represents the amount of predictability between Burlington Stores time series from 19th of November 2024 to 4th of December 2024 and 4th of December 2024 to 19th of December 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 Burlington Stores price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Burlington Stores price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 11.55 |
Burlington Stores lagged returns against current returns
Autocorrelation, which is Burlington Stores 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 Burlington Stores' stock expected returns. We can calculate the autocorrelation of Burlington Stores returns to help us make a trade decision. For example, suppose you find that Burlington Stores 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 |
Burlington Stores 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 Burlington Stores stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Burlington Stores stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Burlington Stores stock over time.
Current vs Lagged Prices |
| Timeline |
Burlington Stores Lagged Returns
When evaluating Burlington Stores' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Burlington Stores stock have on its future price. Burlington Stores 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, Burlington Stores autocorrelation shows the relationship between Burlington Stores stock current value and its past values and can show if there is a momentum factor associated with investing in Burlington Stores.
Regressed Prices |
| Timeline |
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Burlington Stores 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.