Aritzia's market value is the price at which a share of Aritzia trades on a public exchange. It measures the collective expectations of Aritzia investors about its performance. Aritzia is trading at 39.93 as of the 10th of January 2025. This is a 0.76 percent increase since the beginning of the trading day. The stock's lowest day price was 39.0. With this module, you can estimate the performance of a buy and hold strategy of Aritzia and determine expected loss or profit from investing in Aritzia over a given investment horizon. Check out Aritzia Correlation, Aritzia Volatility and Aritzia Alpha and Beta module to complement your research on Aritzia.
Please note, there is a significant difference between Aritzia's value and its price as these two are different measures arrived at by different means. Investors typically determine if Aritzia is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Aritzia'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.
Aritzia '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 Aritzia's pink sheet 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 Aritzia.
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10/12/2024
No Change 0.00
0.0
In 3 months and 1 day
01/10/2025
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If you would invest 0.00 in Aritzia on October 12, 2024 and sell it all today you would earn a total of 0.00 from holding Aritzia or generate 0.0% return on investment in Aritzia over 90 days. Aritzia is related to or competes with Fast Retailing, Industria, Shoe Carnival, Genesco, Burlington Stores, Buckle, and Carters. Aritzia Inc., together with its subsidiaries, designs and sells apparels and accessories for women in North America More
Aritzia 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 Aritzia's pink sheet 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 Aritzia upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aritzia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aritzia's standard deviation. In reality, there are many statistical measures that can use Aritzia historical prices to predict the future Aritzia's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Aritzia. Your research has to be compared to or analyzed against Aritzia's peers to derive any actionable benefits. When done correctly, Aritzia's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Aritzia.
Aritzia Backtested Returns
Aritzia appears to be not too volatile, given 3 months investment horizon. Aritzia secures Sharpe Ratio (or Efficiency) of 0.0557, which signifies that the company had a 0.0557% return per unit of risk over the last 3 months. We have found thirty technical indicators for Aritzia, which you can use to evaluate the volatility of the firm. Please makes use of Aritzia's Risk Adjusted Performance of 0.039, downside deviation of 4.07, and Mean Deviation of 2.53 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Aritzia holds a performance score of 4. The firm shows a Beta (market volatility) of -0.0411, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Aritzia are expected to decrease at a much lower rate. During the bear market, Aritzia is likely to outperform the market. Please check Aritzia's value at risk, kurtosis, and the relationship between the sortino ratio and semi variance , to make a quick decision on whether Aritzia's price patterns will revert.
Auto-correlation
-0.33
Poor reverse predictability
Aritzia has poor reverse predictability. Overlapping area represents the amount of predictability between Aritzia time series from 12th of October 2024 to 26th of November 2024 and 26th of November 2024 to 10th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Aritzia price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Aritzia price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.33
Spearman Rank Test
-0.12
Residual Average
0.0
Price Variance
4.34
Aritzia lagged returns against current returns
Autocorrelation, which is Aritzia pink sheet'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 Aritzia's pink sheet expected returns. We can calculate the autocorrelation of Aritzia returns to help us make a trade decision. For example, suppose you find that Aritzia has exhibited high autocorrelation historically, and you observe that the pink sheet 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
Aritzia 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 Aritzia pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aritzia pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aritzia pink sheet over time.
Current vs Lagged Prices
Timeline
Aritzia Lagged Returns
When evaluating Aritzia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aritzia pink sheet have on its future price. Aritzia 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, Aritzia autocorrelation shows the relationship between Aritzia pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Aritzia.
Other Information on Investing in Aritzia Pink Sheet
Aritzia financial ratios help investors to determine whether Aritzia Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Aritzia with respect to the benefits of owning Aritzia security.