Brinker International Stock Market Value
EAT Stock | USD 49.68 0.65 1.33% |
Symbol | Brinker |
Brinker International Price To Book Ratio
Is Brinker International's industry 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 Brinker International. If investors know Brinker 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 Brinker International 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 0.516 | Earnings Share 3.42 | Revenue Per Share 95.831 | Quarterly Revenue Growth 0.054 | Return On Assets 0.0591 |
The market value of Brinker International is measured differently than its book value, which is the value of Brinker that is recorded on the company's balance sheet. Investors also form their own opinion of Brinker International's value that differs from its market value or its book value, called intrinsic value, which is Brinker International's 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 Brinker International's market value can be influenced by many factors that don't directly affect Brinker International's 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 Brinker International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Brinker International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brinker International's 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.
Brinker International '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 Brinker International'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 Brinker International.
04/09/2022 |
| 03/29/2024 |
If you would invest 0.00 in Brinker International on April 9, 2022 and sell it all today you would earn a total of 0.00 from holding Brinker International or generate 0.0% return on investment in Brinker International over 720 days. Brinker International is related to or competes with General Electric, Boeing, Intel, Coca Cola, Walmart, Cisco Systems, and Exxon. Brinker International, Inc., together with its subsidiaries, engages in the ownership, development, operation, and franc... More
Brinker International 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 Brinker International'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 Brinker International upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 1.94 | |||
Information Ratio | 0.0519 | |||
Maximum Drawdown | 10.82 | |||
Value At Risk | (3.02) | |||
Potential Upside | 3.45 |
Brinker International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brinker International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brinker International's standard deviation. In reality, there are many statistical measures that can use Brinker International historical prices to predict the future Brinker International's volatility.Risk Adjusted Performance | 0.0708 | |||
Jensen Alpha | 0.0595 | |||
Total Risk Alpha | (0.25) | |||
Sortino Ratio | 0.058 | |||
Treynor Ratio | 0.1666 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Brinker International's 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.
Brinker International Backtested Returns
Brinker International appears to be very steady, given 3 months investment horizon. Brinker International 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-eight technical indicators for Brinker International, which you can use to evaluate the volatility of the firm. Please makes use of Brinker International's Downside Deviation of 1.94, mean deviation of 1.68, and Risk Adjusted Performance of 0.0708 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Brinker International holds a performance score of 10. The firm shows a Beta (market volatility) of 1.43, which signifies 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, Brinker International will likely underperform. Please check Brinker International's potential upside, and the relationship between the total risk alpha and kurtosis , to make a quick decision on whether Brinker International's price patterns will revert.
Auto-correlation | 0.62 |
Good predictability
Brinker International has good predictability. Overlapping area represents the amount of predictability between Brinker International time series from 9th of April 2022 to 4th of April 2023 and 4th of April 2023 to 29th of March 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 Brinker International price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Brinker International price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.62 | |
Spearman Rank Test | 0.28 | |
Residual Average | 0.0 | |
Price Variance | 23.12 |
Brinker International lagged returns against current returns
Autocorrelation, which is Brinker International 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 Brinker International's stock expected returns. We can calculate the autocorrelation of Brinker International returns to help us make a trade decision. For example, suppose you find that Brinker International 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 |
Brinker International 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 Brinker International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brinker International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brinker International stock over time.
Current vs Lagged Prices |
Timeline |
Brinker International Lagged Returns
When evaluating Brinker International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brinker International stock have on its future price. Brinker International 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, Brinker International autocorrelation shows the relationship between Brinker International stock current value and its past values and can show if there is a momentum factor associated with investing in Brinker International.
Regressed Prices |
Timeline |
Brinker International Investors Sentiment
The influence of Brinker International's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Brinker. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Brinker International's public news can be used to forecast risks associated with an investment in Brinker. The trend in average sentiment can be used to explain how an investor holding Brinker can time the market purely based on public headlines and social activities around Brinker International. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Brinker International's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Brinker International's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Brinker International's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Brinker International.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Brinker International in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Brinker International's short interest history, or implied volatility extrapolated from Brinker International options trading.
Pair Trading with Brinker International
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 Brinker International 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 Brinker International will appreciate offsetting losses from the drop in the long position's value.Moving together with Brinker Stock
0.72 | NGMS | NeogamesSA Financial Report 8th of May 2024 | PairCorr |
0.77 | FUN | Cedar Fair LP Financial Report 2nd of May 2024 | PairCorr |
Moving against Brinker Stock
0.74 | BTBD | Bt Brands Report 16th of April 2024 | PairCorr |
0.56 | DOOO | BRP Inc Financial Report 6th of June 2024 | PairCorr |
0.49 | WEN | The Wendys Financial Report 8th of May 2024 | PairCorr |
0.43 | LIND | Lindblad Expeditions Financial Report 1st of May 2024 | PairCorr |
The ability to find closely correlated positions to Brinker International could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Brinker International 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 Brinker International - 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 Brinker International to buy it.
The correlation of Brinker International 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 Brinker International moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Brinker International 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 Brinker International 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.Check out Brinker International Correlation, Brinker International Volatility and Brinker International Alpha and Beta module to complement your research on Brinker International. For more information on how to buy Brinker Stock please use our How to Invest in Brinker International guide.Note that the Brinker International information on this page should be used as a complementary analysis to other Brinker International's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Complementary Tools for Brinker Stock analysis
When running Brinker International's price analysis, check to measure Brinker International's 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 Brinker International is operating at the current time. Most of Brinker International's value examination focuses on studying past and present price action to predict the probability of Brinker International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Brinker International's price. Additionally, you may evaluate how the addition of Brinker International to your portfolios can decrease your overall portfolio volatility.
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