Five Below Stock Market Value
| FIVE Stock | USD 152.00 0.10 0.07% |
| Symbol | Five |
Five Below Price To Book Ratio
Is Five Below'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 Five Below. If investors know Five 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 Five Below 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 0.188 | Earnings Share 5.28 | Revenue Per Share 64.148 | Quarterly Revenue Growth 0.191 | Return On Assets 0.067 |
The market value of Five Below is measured differently than its book value, which is the value of Five that is recorded on the company's balance sheet. Investors also form their own opinion of Five Below's value that differs from its market value or its book value, called intrinsic value, which is Five Below'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 Five Below's market value can be influenced by many factors that don't directly affect Five Below'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 Five Below's value and its price as these two are different measures arrived at by different means. Investors typically determine if Five Below is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Five Below'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.
Five Below '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 Five Below'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 Five Below.
| 02/18/2024 |
| 04/18/2024 |
If you would invest 0.00 in Five Below on February 18, 2024 and sell it all today you would earn a total of 0.00 from holding Five Below or generate 0.0% return on investment in Five Below over 60 days. Five Below is related to or competes with National Vision, and Caseys General. Five Below, Inc. operates as a specialty value retailer in the United States More
Five Below 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 Five Below'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 Five Below upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 18.33 | |||
| Value At Risk | (3.39) | |||
| Potential Upside | 2.44 |
Five Below Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Five Below's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Five Below's standard deviation. In reality, there are many statistical measures that can use Five Below historical prices to predict the future Five Below's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.37) | |||
| Total Risk Alpha | (0.50) | |||
| Treynor Ratio | (0.27) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Five Below'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.
Five Below Backtested Returns
Five Below secures Sharpe Ratio (or Efficiency) of -0.11, which denotes the company had a -0.11% return per unit of risk over the last 3 months. Five Below exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Five Below's Mean Deviation of 1.63, variance of 6.53, and Standard Deviation of 2.56 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.15, which means 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, Five Below will likely underperform. Five Below has an expected return of -0.29%. Please make sure to confirm Five Below kurtosis, as well as the relationship between the day median price and relative strength index , to decide if Five Below performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.77 |
Almost perfect reverse predictability
Five Below has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Five Below time series from 18th of February 2024 to 19th of March 2024 and 19th of March 2024 to 18th 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 Five Below price movement. The serial correlation of -0.77 indicates that around 77.0% of current Five Below price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.77 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 240.61 |
Five Below lagged returns against current returns
Autocorrelation, which is Five Below 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 Five Below's stock expected returns. We can calculate the autocorrelation of Five Below returns to help us make a trade decision. For example, suppose you find that Five Below 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 |
Five Below 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 Five Below stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Five Below stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Five Below stock over time.
Current vs Lagged Prices |
| Timeline |
Five Below Lagged Returns
When evaluating Five Below's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Five Below stock have on its future price. Five Below 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, Five Below autocorrelation shows the relationship between Five Below stock current value and its past values and can show if there is a momentum factor associated with investing in Five Below.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Five Below Correlation, Five Below Volatility and Five Below Alpha and Beta module to complement your research on Five Below. For information on how to trade Five Stock refer to our How to Trade Five Stock guide.You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Complementary Tools for Five Stock analysis
When running Five Below's price analysis, check to measure Five Below'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 Five Below is operating at the current time. Most of Five Below's value examination focuses on studying past and present price action to predict the probability of Five Below's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Five Below's price. Additionally, you may evaluate how the addition of Five Below to your portfolios can decrease your overall portfolio volatility.
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Five Below 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.