Biglari Holdings Stock Market Value
| BH Stock | USD 215.00 8.14 3.94% |
| Symbol | Biglari |
Biglari Holdings Price To Book Ratio
Is Hotels, Restaurants & Leisure 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 Biglari Holdings. If investors know Biglari 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 Biglari Holdings 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 (0.64) | Earnings Share 35.44 | Revenue Per Share 1.3 K | Quarterly Revenue Growth (0.01) | Return On Assets 0.0179 |
The market value of Biglari Holdings is measured differently than its book value, which is the value of Biglari that is recorded on the company's balance sheet. Investors also form their own opinion of Biglari Holdings' value that differs from its market value or its book value, called intrinsic value, which is Biglari Holdings' 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 Biglari Holdings' market value can be influenced by many factors that don't directly affect Biglari Holdings' 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 Biglari Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Biglari Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Biglari Holdings' 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.
Biglari Holdings '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 Biglari Holdings' 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 Biglari Holdings.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Biglari Holdings on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Biglari Holdings or generate 0.0% return on investment in Biglari Holdings over 30 days. Biglari Holdings is related to or competes with Cannae Holdings, BJs Restaurants, Ark Restaurants, Noble Romans, Nathans Famous, Brinker International, and Bloomin Brands. Biglari Holdings Inc., through its subsidiaries, primarily operates and franchises restaurants in the United States More
Biglari Holdings 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 Biglari Holdings' 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 Biglari Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.47 | |||
| Information Ratio | 0.0703 | |||
| Maximum Drawdown | 11.0 | |||
| Value At Risk | (2.23) | |||
| Potential Upside | 4.0 |
Biglari Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Biglari Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Biglari Holdings' standard deviation. In reality, there are many statistical measures that can use Biglari Holdings historical prices to predict the future Biglari Holdings' volatility.| Risk Adjusted Performance | 0.1073 | |||
| Jensen Alpha | 0.2088 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.1011 | |||
| Treynor Ratio | 0.5374 |
Biglari Holdings Backtested Returns
Biglari Holdings appears to be very steady, given 3 months investment horizon. Biglari Holdings secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Biglari Holdings, which you can use to evaluate the volatility of the firm. Please makes use of Biglari Holdings' mean deviation of 1.41, and Risk Adjusted Performance of 0.1073 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Biglari Holdings holds a performance score of 11. The firm shows a Beta (market volatility) of 0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Biglari Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Biglari Holdings is expected to be smaller as well. Please check Biglari Holdings' maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to make a quick decision on whether Biglari Holdings' price patterns will revert.
Auto-correlation | 0.22 |
Weak predictability
Biglari Holdings has weak predictability. Overlapping area represents the amount of predictability between Biglari Holdings time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Biglari Holdings price movement. The serial correlation of 0.22 indicates that over 22.0% of current Biglari Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 8.29 |
Biglari Holdings lagged returns against current returns
Autocorrelation, which is Biglari Holdings 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 Biglari Holdings' stock expected returns. We can calculate the autocorrelation of Biglari Holdings returns to help us make a trade decision. For example, suppose you find that Biglari Holdings 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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Biglari Holdings 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 Biglari Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Biglari Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Biglari Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Biglari Holdings Lagged Returns
When evaluating Biglari Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Biglari Holdings stock have on its future price. Biglari Holdings 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, Biglari Holdings autocorrelation shows the relationship between Biglari Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Biglari Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out Biglari Holdings Correlation, Biglari Holdings Volatility and Biglari Holdings Alpha and Beta module to complement your research on Biglari Holdings. For more detail on how to invest in Biglari Stock please use our How to Invest in Biglari Holdings guide.You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Biglari Holdings 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.