Lululemon Athletica Stock Market Value
| LULU Stock | USD 308.31 6.46 2.14% |
| Symbol | Lululemon |
Lululemon Athletica Price To Book Ratio
Is Apparel, Accessories & Luxury Goods 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 Lululemon Athletica. If investors know Lululemon 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 Lululemon Athletica 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 0.175 | Earnings Share 12.92 | Revenue Per Share 79.374 | Quarterly Revenue Growth 0.073 | Return On Assets 0.2257 |
The market value of Lululemon Athletica is measured differently than its book value, which is the value of Lululemon that is recorded on the company's balance sheet. Investors also form their own opinion of Lululemon Athletica's value that differs from its market value or its book value, called intrinsic value, which is Lululemon Athletica'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 Lululemon Athletica's market value can be influenced by many factors that don't directly affect Lululemon Athletica'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 Lululemon Athletica's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lululemon Athletica is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lululemon Athletica'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.
Lululemon Athletica '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 Lululemon Athletica'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 Lululemon Athletica.
| 10/22/2024 |
| 11/21/2024 |
If you would invest 0.00 in Lululemon Athletica on October 22, 2024 and sell it all today you would earn a total of 0.00 from holding Lululemon Athletica or generate 0.0% return on investment in Lululemon Athletica over 30 days. Lululemon Athletica is related to or competes with Brunswick, BRP, Vision Marine, and VOXX International. lululemon athletica inc., together with its subsidiaries, designs, distributes, and retails athletic apparel and accesso... More
Lululemon Athletica 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 Lululemon Athletica'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 Lululemon Athletica upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.07 | |||
| Information Ratio | 0.084 | |||
| Maximum Drawdown | 11.09 | |||
| Value At Risk | (3.10) | |||
| Potential Upside | 3.24 |
Lululemon Athletica Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lululemon Athletica's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lululemon Athletica's standard deviation. In reality, there are many statistical measures that can use Lululemon Athletica historical prices to predict the future Lululemon Athletica's volatility.| Risk Adjusted Performance | 0.1029 | |||
| Jensen Alpha | 0.222 | |||
| Total Risk Alpha | 0.0216 | |||
| Sortino Ratio | 0.0882 | |||
| Treynor Ratio | 0.4964 |
Lululemon Athletica Backtested Returns
Lululemon Athletica appears to be very steady, given 3 months investment horizon. Lululemon Athletica has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11% return per unit of risk over the last 3 months. We have found thirty technical indicators for Lululemon Athletica, which you can use to evaluate the volatility of the firm. Please exercise Lululemon Athletica's Mean Deviation of 1.69, risk adjusted performance of 0.1029, and Downside Deviation of 2.07 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lululemon Athletica holds a performance score of 8. The company secures a Beta (Market Risk) of 0.54, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lululemon Athletica's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lululemon Athletica is expected to be smaller as well. Please check Lululemon Athletica's maximum drawdown, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Lululemon Athletica's current price movements will revert.
Auto-correlation | -0.47 |
Modest reverse predictability
Lululemon Athletica has modest reverse predictability. Overlapping area represents the amount of predictability between Lululemon Athletica time series from 22nd of October 2024 to 6th of November 2024 and 6th of November 2024 to 21st 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 Lululemon Athletica price movement. The serial correlation of -0.47 indicates that about 47.0% of current Lululemon Athletica price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 68.23 |
Lululemon Athletica lagged returns against current returns
Autocorrelation, which is Lululemon Athletica 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 Lululemon Athletica's stock expected returns. We can calculate the autocorrelation of Lululemon Athletica returns to help us make a trade decision. For example, suppose you find that Lululemon Athletica 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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Lululemon Athletica 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 Lululemon Athletica stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lululemon Athletica stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lululemon Athletica stock over time.
Current vs Lagged Prices |
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Lululemon Athletica Lagged Returns
When evaluating Lululemon Athletica's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lululemon Athletica stock have on its future price. Lululemon Athletica 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, Lululemon Athletica autocorrelation shows the relationship between Lululemon Athletica stock current value and its past values and can show if there is a momentum factor associated with investing in Lululemon Athletica.
Regressed Prices |
| Timeline |
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Additional Tools for Lululemon Stock Analysis
When running Lululemon Athletica's price analysis, check to measure Lululemon Athletica'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 Lululemon Athletica is operating at the current time. Most of Lululemon Athletica's value examination focuses on studying past and present price action to predict the probability of Lululemon Athletica's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lululemon Athletica's price. Additionally, you may evaluate how the addition of Lululemon Athletica to your portfolios can decrease your overall portfolio volatility.