Sprouts Farmers Market Stock Market Value
| SFM Stock | USD 63.10 0.68 1.09% |
| Symbol | Sprouts |
Sprouts Farmers Market Price To Book Ratio
Is Sprouts Farmers' 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 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 0.176 | Earnings Share 2.5 | Revenue Per Share 66.72 | Quarterly Revenue Growth 0.077 | Return On Assets 0.0756 |
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.
| 10/21/2023 |
| 04/18/2024 |
If you would invest 0.00 in Sprouts Farmers on October 21, 2023 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 180 days. Sprouts Farmers is related to or competes with Krispy Kreme, and Ocado Group. 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.
| Downside Deviation | 1.61 | |||
| Information Ratio | 0.1574 | |||
| Maximum Drawdown | 14.36 | |||
| Value At Risk | (1.86) | |||
| Potential Upside | 2.15 |
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 | 0.1246 | |||
| Jensen Alpha | 0.3033 | |||
| Total Risk Alpha | 0.2047 | |||
| Sortino Ratio | 0.1824 | |||
| Treynor Ratio | 0.4275 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sprouts Farmers' 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.
Sprouts Farmers Market Backtested Returns
Sprouts Farmers appears to be very steady, given 3 months investment horizon. Sprouts Farmers Market owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the firm had a 0.18% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sprouts Farmers Market, which you can use to evaluate the volatility of the company. Please review Sprouts Farmers' Semi Deviation of 1.15, coefficient of variation of 534.35, and Risk Adjusted Performance of 0.1246 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sprouts Farmers holds a performance score of 14. The entity has a beta of 0.79, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sprouts Farmers' returns are expected to increase less than the market. However, during the bear market, the loss of holding Sprouts Farmers is expected to be smaller as well. Please check Sprouts Farmers' potential upside, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether Sprouts Farmers' existing price patterns will revert.
Auto-correlation | 0.82 |
Very good predictability
Sprouts Farmers Market has very good predictability. Overlapping area represents the amount of predictability between Sprouts Farmers time series from 21st of October 2023 to 19th of January 2024 and 19th of January 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 Sprouts Farmers Market price movement. The serial correlation of 0.82 indicates that around 82.0% of current Sprouts Farmers price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 33.27 |
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 |
Currently Active Assets on Macroaxis
When determining whether Sprouts Farmers Market is a strong investment it is important to analyze Sprouts Farmers' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Sprouts Farmers' future performance. For an informed investment choice regarding Sprouts Stock, refer to the following important reports:Check out Sprouts Farmers Correlation, Sprouts Farmers Volatility and Sprouts Farmers Alpha and Beta module to complement your research on Sprouts Farmers. Note that the Sprouts Farmers Market information on this page should be used as a complementary analysis to other Sprouts Farmers' 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 Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Complementary Tools for Sprouts Stock analysis
When running Sprouts Farmers' price analysis, check to measure Sprouts Farmers' 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 Sprouts Farmers is operating at the current time. Most of Sprouts Farmers' value examination focuses on studying past and present price action to predict the probability of Sprouts Farmers' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sprouts Farmers' price. Additionally, you may evaluate how the addition of Sprouts Farmers to your portfolios can decrease your overall portfolio volatility.
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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.