Burlington Stores,'s market value is the price at which a share of Burlington Stores, trades on a public exchange. It measures the collective expectations of Burlington Stores, investors about its performance. Burlington Stores, is trading at 59.16 as of the 4th of January 2025, a 1.4% down since the beginning of the trading day. The stock's open price was 60.0. With this module, you can estimate the performance of a buy and hold strategy of Burlington Stores, and determine expected loss or profit from investing in Burlington Stores, over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.
Symbol
Burlington
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,'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 Burlington Stores,.
0.00
11/05/2024
No Change 0.00
0.0
In 2 months and 2 days
01/04/2025
0.00
If you would invest 0.00 in Burlington Stores, on November 5, 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 60 days.
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,'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 Burlington Stores, 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 Burlington Stores,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Burlington Stores,'s standard deviation. In reality, there are many statistical measures that can use Burlington Stores, historical prices to predict the future Burlington Stores,'s volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Burlington Stores,. Your research has to be compared to or analyzed against Burlington Stores,'s peers to derive any actionable benefits. When done correctly, Burlington Stores,'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 Burlington Stores,.
Burlington Stores, Backtested Returns
Burlington Stores, appears to be very steady, given 3 months investment horizon. Burlington Stores, secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Burlington Stores,, which you can use to evaluate the volatility of the firm. Please makes use of Burlington Stores,'s Mean Deviation of 0.9921, standard deviation of 2.36, and Risk Adjusted Performance of 0.1174 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Burlington Stores, holds a performance score of 10. The firm shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Burlington Stores,'s 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. Please check Burlington Stores,'s treynor ratio, skewness, and the relationship between the total risk alpha and potential upside , to make a quick decision on whether Burlington Stores,'s price patterns will revert.
Auto-correlation
0.37
Below average predictability
Burlington Stores, has below average predictability. Overlapping area represents the amount of predictability between Burlington Stores, time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th 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 Burlington Stores, price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Burlington Stores, price fluctuation can be explain by its past prices.
Correlation Coefficient
0.37
Spearman Rank Test
0.56
Residual Average
0.0
Price Variance
0.46
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,'s 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,'s 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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