Burlington Stores (Germany) Market Value
| BUI Stock | 224.00 2.00 0.90% |
| 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' 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.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Burlington Stores on January 28, 2025 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 Kingdee International, Firan Technology, ASM Pacific, Computer, Cognizant Technology, X-FAB Silicon, and Discover Financial. 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.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 10.29 | |||
| Value At Risk | (2.46) | |||
| Potential Upside | 2.96 |
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 | (0.07) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (0.44) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Burlington Stores' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Burlington Stores Backtested Returns
Burlington Stores secures Sharpe Ratio (or Efficiency) of -0.18, which signifies that the company had a -0.18 % return per unit of risk over the last 3 months. Burlington Stores exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Burlington Stores' Risk Adjusted Performance of (0.07), mean deviation of 1.38, and Standard Deviation of 1.79 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.42, which signifies possible diversification benefits within a given portfolio. 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. At this point, Burlington Stores has a negative expected return of -0.31%. Please make sure to confirm Burlington Stores' kurtosis, and the relationship between the maximum drawdown and day median price , to decide if Burlington Stores performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.88 |
Very good predictability
Burlington Stores has very good predictability. Overlapping area represents the amount of predictability between Burlington Stores time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 0.88 indicates that approximately 88.0% of current Burlington Stores price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 32.33 |
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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Additional Tools for Burlington Stock Analysis
When running Burlington Stores' price analysis, check to measure Burlington Stores' 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 Burlington Stores is operating at the current time. Most of Burlington Stores' value examination focuses on studying past and present price action to predict the probability of Burlington Stores' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Burlington Stores' price. Additionally, you may evaluate how the addition of Burlington Stores to your portfolios can decrease your overall portfolio volatility.