Starbucks (Mexico) Market Value
| SBUX Stock | MXN 1,263 15.94 1.25% |
| Symbol | Starbucks |
Starbucks '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' 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.
| 04/16/2024 |
| 05/16/2024 |
If you would invest 0.00 in Starbucks on April 16, 2024 and sell it all today you would earn a total of 0.00 from holding Starbucks or generate 0.0% return on investment in Starbucks over 30 days. Starbucks is related to or competes with McDonalds, Alsea SAB, and CMR SAB. Starbucks Corporation, together with its subsidiaries, operates as a roaster, marketer, and retailer of specialty coffee... More
Starbucks 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' 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 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 18.56 | |||
| Value At Risk | (2.16) | |||
| Potential Upside | 1.99 |
Starbucks Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Starbucks' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Starbucks' standard deviation. In reality, there are many statistical measures that can use Starbucks historical prices to predict the future Starbucks' volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.31) | |||
| Total Risk Alpha | (0.64) | |||
| Treynor Ratio | 0.798 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Starbucks' 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.
Starbucks Backtested Returns
Starbucks owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.15, which indicates the firm had a -0.15% return per unit of risk over the last 3 months. Starbucks exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Starbucks' Coefficient Of Variation of (691.08), variance of 5.3, and Risk Adjusted Performance of (0.08) to confirm the risk estimate we provide. The entity has a beta of -0.43, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Starbucks are expected to decrease at a much lower rate. During the bear market, Starbucks is likely to outperform the market. Starbucks has an expected return of -0.36%. Please make sure to validate Starbucks jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Starbucks performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.06 |
Virtually no predictability
Starbucks has virtually no predictability. Overlapping area represents the amount of predictability between Starbucks time series from 16th of April 2024 to 1st of May 2024 and 1st of May 2024 to 16th of May 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 Starbucks price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Starbucks price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 412.51 |
Starbucks lagged returns against current returns
Autocorrelation, which is Starbucks 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' stock expected returns. We can calculate the autocorrelation of Starbucks returns to help us make a trade decision. For example, suppose you find that Starbucks 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Starbucks stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Starbucks stock over time.
Current vs Lagged Prices |
| Timeline |
Starbucks Lagged Returns
When evaluating Starbucks' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Starbucks stock have on its future price. Starbucks 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 autocorrelation shows the relationship between Starbucks stock current value and its past values and can show if there is a momentum factor associated with investing in Starbucks.
Regressed Prices |
| Timeline |
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 Starbucks 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, Starbucks' short interest history, or implied volatility extrapolated from Starbucks options trading.
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When determining whether Starbucks offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Starbucks' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Starbucks Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Starbucks Stock:Check out Starbucks Correlation, Starbucks Volatility and Starbucks Alpha and Beta module to complement your research on Starbucks. For more information on how to buy Starbucks Stock please use our How to Invest in Starbucks guide.You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Complementary Tools for Starbucks Stock analysis
When running Starbucks' price analysis, check to measure Starbucks' 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 Starbucks is operating at the current time. Most of Starbucks' value examination focuses on studying past and present price action to predict the probability of Starbucks' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Starbucks' price. Additionally, you may evaluate how the addition of Starbucks to your portfolios can decrease your overall portfolio volatility.
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Starbucks 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.