Lululemon Athletica Stock Market Value
LULU Stock | USD 364.59 0.09 0.02% |
Symbol | Lululemon |
Lululemon Athletica Price To Book Ratio
Is Lululemon Athletica'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 Lululemon Athletica. If investors know Lululemon 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 Lululemon Athletica 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 4.639 | Earnings Share 12.22 | Revenue Per Share 75.906 | Quarterly Revenue Growth 0.156 | Return On Assets 0.2173 |
The market value of Lululemon Athletica is measured differently than its book value, which is the value of Lululemon that is recorded on the company's balance sheet. Investors also form their own opinion of Lululemon Athletica's value that differs from its market value or its book value, called intrinsic value, which is Lululemon Athletica'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 Lululemon Athletica's market value can be influenced by many factors that don't directly affect Lululemon Athletica'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 Lululemon Athletica's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lululemon Athletica is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lululemon Athletica'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.
Lululemon Athletica '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 Lululemon Athletica'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 Lululemon Athletica.
03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Lululemon Athletica on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Lululemon Athletica or generate 0.0% return on investment in Lululemon Athletica over 30 days. Lululemon Athletica is related to or competes with American Eagle, Abercrombie Fitch, Urban Outfitters, Foot Locker, Childrens Place, and Gap. lululemon athletica inc., together with its subsidiaries, designs, distributes, and retails athletic apparel and accesso... More
Lululemon Athletica 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 Lululemon Athletica'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 Lululemon Athletica upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.19) | |||
Maximum Drawdown | 19.13 | |||
Value At Risk | (3.94) | |||
Potential Upside | 2.26 |
Lululemon Athletica Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lululemon Athletica's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lululemon Athletica's standard deviation. In reality, there are many statistical measures that can use Lululemon Athletica historical prices to predict the future Lululemon Athletica's volatility.Risk Adjusted Performance | (0.09) | |||
Jensen Alpha | (0.58) | |||
Total Risk Alpha | (0.75) | |||
Treynor Ratio | (0.20) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lululemon Athletica'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.
Lululemon Athletica Backtested Returns
Lululemon Athletica has Sharpe Ratio of -0.15, which conveys that the firm had a -0.15% return per unit of risk over the last 3 months. Lululemon Athletica exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lululemon Athletica's Standard Deviation of 2.54, risk adjusted performance of (0.09), and Mean Deviation of 1.48 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 2.01, which conveys 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, Lululemon Athletica will likely underperform. Lululemon Athletica has an expected return of -0.4%. Please make sure to verify Lululemon Athletica jensen alpha, skewness, as well as the relationship between the Skewness and day typical price , to decide if Lululemon Athletica performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
Lululemon Athletica has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Lululemon Athletica time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th of April 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 Lululemon Athletica price movement. The serial correlation of -0.73 indicates that around 73.0% of current Lululemon Athletica price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.73 | |
Spearman Rank Test | -0.55 | |
Residual Average | 0.0 | |
Price Variance | 104.61 |
Lululemon Athletica lagged returns against current returns
Autocorrelation, which is Lululemon Athletica 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 Lululemon Athletica's stock expected returns. We can calculate the autocorrelation of Lululemon Athletica returns to help us make a trade decision. For example, suppose you find that Lululemon Athletica 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 |
Lululemon Athletica 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 Lululemon Athletica stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lululemon Athletica stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lululemon Athletica stock over time.
Current vs Lagged Prices |
Timeline |
Lululemon Athletica Lagged Returns
When evaluating Lululemon Athletica's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lululemon Athletica stock have on its future price. Lululemon Athletica 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, Lululemon Athletica autocorrelation shows the relationship between Lululemon Athletica stock current value and its past values and can show if there is a momentum factor associated with investing in Lululemon Athletica.
Regressed Prices |
Timeline |
Lululemon Athletica Investors Sentiment
The influence of Lululemon Athletica'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 Lululemon. 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 Lululemon Athletica's public news can be used to forecast risks associated with an investment in Lululemon. The trend in average sentiment can be used to explain how an investor holding Lululemon can time the market purely based on public headlines and social activities around Lululemon Athletica. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Lululemon Athletica'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 Lululemon Athletica'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 Lululemon Athletica's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Lululemon Athletica.
Lululemon Athletica Implied Volatility | 42.19 |
Lululemon Athletica's implied volatility exposes the market's sentiment of Lululemon Athletica stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Lululemon Athletica's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Lululemon Athletica stock will not fluctuate a lot when Lululemon Athletica's options are near their expiration.
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 Lululemon Athletica 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, Lululemon Athletica's short interest history, or implied volatility extrapolated from Lululemon Athletica options trading.
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Try AI Portfolio ArchitectCheck out Lululemon Athletica Correlation, Lululemon Athletica Volatility and Lululemon Athletica Alpha and Beta module to complement your research on Lululemon Athletica. For more information on how to buy Lululemon Stock please use our How to Invest in Lululemon Athletica guide.You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
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When running Lululemon Athletica's price analysis, check to measure Lululemon Athletica'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 Lululemon Athletica is operating at the current time. Most of Lululemon Athletica's value examination focuses on studying past and present price action to predict the probability of Lululemon Athletica's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lululemon Athletica's price. Additionally, you may evaluate how the addition of Lululemon Athletica to your portfolios can decrease your overall portfolio volatility.
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Lululemon Athletica 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.