Sprouts Farmers Market Stock Market Value
| SFM Stock | USD 136.75 3.17 2.37% |
| Symbol | Sprouts |
Sprouts Farmers Market Price To Book Ratio
Is Consumer Staples Distribution & Retail 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 Sprouts Farmers. If investors know Sprouts 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 Sprouts Farmers 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 0.597 | Earnings Share 3.75 | Revenue Per Share | Quarterly Revenue Growth 0.175 | Return On Assets |
The market value of Sprouts Farmers Market is measured differently than its book value, which is the value of Sprouts that is recorded on the company's balance sheet. Investors also form their own opinion of Sprouts Farmers' value that differs from its market value or its book value, called intrinsic value, which is Sprouts Farmers' 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 Sprouts Farmers' market value can be influenced by many factors that don't directly affect Sprouts Farmers' 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 Sprouts Farmers' value and its price as these two are different measures arrived at by different means. Investors typically determine if Sprouts Farmers is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sprouts Farmers' 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.
Sprouts Farmers '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 Sprouts Farmers' 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 Sprouts Farmers.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Sprouts Farmers on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Sprouts Farmers Market or generate 0.0% return on investment in Sprouts Farmers over 90 days. Sprouts Farmers is related to or competes with Natural Grocers, Albertsons Companies, Ingles Markets, Village Super, Weis Markets, Grocery Outlet, and Kroger. Sprouts Farmers Market, Inc. offers fresh, natural, and organic food products in the United States More
Sprouts Farmers 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 Sprouts Farmers' 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 Sprouts Farmers Market upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0) | |||
| Maximum Drawdown | 21.16 | |||
| Value At Risk | (4.52) | |||
| Potential Upside | 4.43 |
Sprouts Farmers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sprouts Farmers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sprouts Farmers' standard deviation. In reality, there are many statistical measures that can use Sprouts Farmers historical prices to predict the future Sprouts Farmers' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | 0.0783 | |||
| Total Risk Alpha | 0.3526 | |||
| Treynor Ratio | (0.09) |
Sprouts Farmers Market Backtested Returns
Sprouts Farmers Market owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. Sprouts Farmers Market exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sprouts Farmers' Coefficient Of Variation of (2,070), risk adjusted performance of (0.03), and Variance of 9.1 to confirm the risk estimate we provide. The entity has a beta of 1.65, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Sprouts Farmers will likely underperform. At this point, Sprouts Farmers Market has a negative expected return of -0.0246%. Please make sure to validate Sprouts Farmers' treynor ratio, accumulation distribution, as well as the relationship between the Accumulation Distribution and price action indicator , to decide if Sprouts Farmers Market performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.77 |
Almost perfect reverse predictability
Sprouts Farmers Market has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Sprouts Farmers time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Sprouts Farmers Market price movement. The serial correlation of -0.77 indicates that around 77.0% of current Sprouts Farmers price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.77 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 189.29 |
Sprouts Farmers Market lagged returns against current returns
Autocorrelation, which is Sprouts Farmers 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 Sprouts Farmers' stock expected returns. We can calculate the autocorrelation of Sprouts Farmers returns to help us make a trade decision. For example, suppose you find that Sprouts Farmers 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 |
Sprouts Farmers 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 Sprouts Farmers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sprouts Farmers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sprouts Farmers stock over time.
Current vs Lagged Prices |
| Timeline |
Sprouts Farmers Lagged Returns
When evaluating Sprouts Farmers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sprouts Farmers stock have on its future price. Sprouts Farmers 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, Sprouts Farmers autocorrelation shows the relationship between Sprouts Farmers stock current value and its past values and can show if there is a momentum factor associated with investing in Sprouts Farmers Market.
Regressed Prices |
| Timeline |
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Sprouts Farmers 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.