Starbucks Cdr Stock Market Value
| SBUX Stock | 26.34 0.25 0.96% |
| Symbol | Starbucks |
Starbucks CDR '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 Starbucks CDR'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 Starbucks CDR.
| 03/15/2023 |
| 01/03/2025 |
If you would invest 0.00 in Starbucks CDR on March 15, 2023 and sell it all today you would earn a total of 0.00 from holding Starbucks CDR or generate 0.0% return on investment in Starbucks CDR over 660 days. Starbucks CDR is related to or competes with Guru Organic, Canlan Ice, Economic Investment, Western Investment, Westshore Terminals, and Partners Value. Starbucks CDR is entity of Canada. It is traded as Stock on NEO exchange. More
Starbucks CDR 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 Starbucks CDR'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 Starbucks CDR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 7.3 | |||
| Value At Risk | (2.05) | |||
| Potential Upside | 2.28 |
Starbucks CDR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Starbucks CDR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Starbucks CDR's standard deviation. In reality, there are many statistical measures that can use Starbucks CDR historical prices to predict the future Starbucks CDR's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (1.32) |
Starbucks CDR Backtested Returns
Starbucks CDR owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0413, which indicates the firm had a -0.0413% return per unit of risk over the last 3 months. Starbucks CDR exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Starbucks CDR's Variance of 1.74, risk adjusted performance of (0.04), and Coefficient Of Variation of (1,829) to confirm the risk estimate we provide. The entity has a beta of 0.0621, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Starbucks CDR's returns are expected to increase less than the market. However, during the bear market, the loss of holding Starbucks CDR is expected to be smaller as well. At this point, Starbucks CDR has a negative expected return of -0.0565%. Please make sure to validate Starbucks CDR's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Starbucks CDR performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Starbucks CDR has insignificant reverse predictability. Overlapping area represents the amount of predictability between Starbucks CDR time series from 15th of March 2023 to 8th of February 2024 and 8th of February 2024 to 3rd 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 Starbucks CDR price movement. The serial correlation of -0.17 indicates that over 17.0% of current Starbucks CDR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 6.41 |
Starbucks CDR lagged returns against current returns
Autocorrelation, which is Starbucks CDR 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 Starbucks CDR's stock expected returns. We can calculate the autocorrelation of Starbucks CDR returns to help us make a trade decision. For example, suppose you find that Starbucks CDR 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 |
Starbucks CDR 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 Starbucks CDR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Starbucks CDR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Starbucks CDR stock over time.
Current vs Lagged Prices |
| Timeline |
Starbucks CDR Lagged Returns
When evaluating Starbucks CDR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Starbucks CDR stock have on its future price. Starbucks CDR 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, Starbucks CDR autocorrelation shows the relationship between Starbucks CDR stock current value and its past values and can show if there is a momentum factor associated with investing in Starbucks CDR.
Regressed Prices |
| Timeline |
Pair Trading with Starbucks CDR
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Starbucks CDR position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Starbucks CDR will appreciate offsetting losses from the drop in the long position's value.Moving against Starbucks Stock
The ability to find closely correlated positions to Starbucks CDR could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Starbucks CDR when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Starbucks CDR - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Starbucks CDR to buy it.
The correlation of Starbucks CDR is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Starbucks CDR moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Starbucks CDR moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Starbucks CDR can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Starbucks Stock
Starbucks CDR financial ratios help investors to determine whether Starbucks Stock 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 Starbucks with respect to the benefits of owning Starbucks CDR security.