BURBERRY GROUP (Germany) Market Value
| BB2A Stock | EUR 14.50 0.50 3.57% |
| Symbol | BURBERRY |
BURBERRY GROUP '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 BURBERRY GROUP'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 BURBERRY GROUP.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in BURBERRY GROUP on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding BURBERRY GROUP ADR or generate 0.0% return on investment in BURBERRY GROUP over 90 days. BURBERRY GROUP is related to or competes with Compagnie Plastic, Vulcan Materials, SANOK RUBBER, Plastic Omnium, Yokohama Rubber, and EAGLE MATERIALS. Burberry Group plc, together with its subsidiaries, manufactures, retails, and wholesales luxury goods for men, women, a... More
BURBERRY GROUP 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 BURBERRY GROUP'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 BURBERRY GROUP ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.26 | |||
| Information Ratio | 0.2213 | |||
| Maximum Drawdown | 27.98 | |||
| Value At Risk | (4.13) | |||
| Potential Upside | 6.45 |
BURBERRY GROUP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BURBERRY GROUP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BURBERRY GROUP's standard deviation. In reality, there are many statistical measures that can use BURBERRY GROUP historical prices to predict the future BURBERRY GROUP's volatility.| Risk Adjusted Performance | 0.2456 | |||
| Jensen Alpha | 1.1 | |||
| Total Risk Alpha | 0.4745 | |||
| Sortino Ratio | 0.2869 | |||
| Treynor Ratio | (3.99) |
BURBERRY GROUP ADR Backtested Returns
BURBERRY GROUP is somewhat reliable given 3 months investment horizon. BURBERRY GROUP ADR secures Sharpe Ratio (or Efficiency) of 0.28, which signifies that the company had a 0.28 % return per unit of risk over the last 3 months. We were able to analyze twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.17% are justified by taking the suggested risk. Use BURBERRY GROUP mean deviation of 2.64, and Risk Adjusted Performance of 0.2456 to evaluate company specific risk that cannot be diversified away. BURBERRY GROUP holds a performance score of 21 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BURBERRY GROUP are expected to decrease at a much lower rate. During the bear market, BURBERRY GROUP is likely to outperform the market. Use BURBERRY GROUP sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to analyze future returns on BURBERRY GROUP.
Auto-correlation | 0.88 |
Very good predictability
BURBERRY GROUP ADR has very good predictability. Overlapping area represents the amount of predictability between BURBERRY GROUP time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of BURBERRY GROUP ADR price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current BURBERRY GROUP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.95 |
BURBERRY GROUP ADR lagged returns against current returns
Autocorrelation, which is BURBERRY GROUP 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 BURBERRY GROUP's stock expected returns. We can calculate the autocorrelation of BURBERRY GROUP returns to help us make a trade decision. For example, suppose you find that BURBERRY GROUP 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 |
BURBERRY GROUP 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 BURBERRY GROUP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BURBERRY GROUP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BURBERRY GROUP stock over time.
Current vs Lagged Prices |
| Timeline |
BURBERRY GROUP Lagged Returns
When evaluating BURBERRY GROUP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BURBERRY GROUP stock have on its future price. BURBERRY GROUP 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, BURBERRY GROUP autocorrelation shows the relationship between BURBERRY GROUP stock current value and its past values and can show if there is a momentum factor associated with investing in BURBERRY GROUP ADR.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in BURBERRY Stock
BURBERRY GROUP financial ratios help investors to determine whether BURBERRY Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in BURBERRY with respect to the benefits of owning BURBERRY GROUP security.