Big 5 Sporting Stock Market Value
| BGFV Stock | USD 1.42 0.01 0.71% |
| Symbol | Big |
Is Other Specialty Retail space 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 Big 5. If investors know Big 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 Big 5 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 (0.72) | Earnings Share (3.55) | Revenue Per Share 35.358 | Quarterly Revenue Growth (0.09) | Return On Assets (0.06) |
The market value of Big 5 Sporting is measured differently than its book value, which is the value of Big that is recorded on the company's balance sheet. Investors also form their own opinion of Big 5's value that differs from its market value or its book value, called intrinsic value, which is Big 5'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 Big 5's market value can be influenced by many factors that don't directly affect Big 5'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 Big 5's value and its price as these two are different measures arrived at by different means. Investors typically determine if Big 5 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Big 5'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.
Big 5 '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 Big 5'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 Big 5.
| 04/09/2025 |
| 07/08/2025 |
If you would invest 0.00 in Big 5 on April 9, 2025 and sell it all today you would earn a total of 0.00 from holding Big 5 Sporting or generate 0.0% return on investment in Big 5 over 90 days. Big 5 is related to or competes with Gevo, Bill, Western Copper, GMS, Morgan Advanced, Flexible Solutions, and Rumble. Big 5 Sporting Goods Corporation operates as a sporting goods retailer in the western United States More
Big 5 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 Big 5'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 Big 5 Sporting upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.38 | |||
| Information Ratio | 0.0931 | |||
| Maximum Drawdown | 71.09 | |||
| Value At Risk | (6.30) | |||
| Potential Upside | 6.5 |
Big 5 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Big 5's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Big 5's standard deviation. In reality, there are many statistical measures that can use Big 5 historical prices to predict the future Big 5's volatility.| Risk Adjusted Performance | 0.1796 | |||
| Jensen Alpha | 0.7686 | |||
| Total Risk Alpha | 0.413 | |||
| Sortino Ratio | 0.143 | |||
| Treynor Ratio | 0.8509 |
Big 5 Sporting Backtested Returns
Big 5 is abnormally volatile given 3 months investment horizon. Big 5 Sporting secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of standard deviation over the last 3 months. We were able to analyze and collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.08% are justified by taking the suggested risk. Use Big 5 risk adjusted performance of 0.1796, and Mean Deviation of 4.47 to evaluate company specific risk that cannot be diversified away. Big 5 holds a performance score of 10 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 1.01, which signifies a somewhat significant risk relative to the market. Big 5 returns are very sensitive to returns on the market. As the market goes up or down, Big 5 is expected to follow. Use Big 5 value at risk, and the relationship between the jensen alpha and skewness , to analyze future returns on Big 5.
Auto-correlation | 0.88 |
Very good predictability
Big 5 Sporting has very good predictability. Overlapping area represents the amount of predictability between Big 5 time series from 9th of April 2025 to 24th of May 2025 and 24th of May 2025 to 8th 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 Big 5 Sporting price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Big 5 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Big 5 Sporting lagged returns against current returns
Autocorrelation, which is Big 5 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 Big 5's stock expected returns. We can calculate the autocorrelation of Big 5 returns to help us make a trade decision. For example, suppose you find that Big 5 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 |
Big 5 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 Big 5 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Big 5 stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Big 5 stock over time.
Current vs Lagged Prices |
| Timeline |
Big 5 Lagged Returns
When evaluating Big 5's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Big 5 stock have on its future price. Big 5 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, Big 5 autocorrelation shows the relationship between Big 5 stock current value and its past values and can show if there is a momentum factor associated with investing in Big 5 Sporting.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Big Stock Analysis
When running Big 5's price analysis, check to measure Big 5'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 Big 5 is operating at the current time. Most of Big 5's value examination focuses on studying past and present price action to predict the probability of Big 5's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Big 5's price. Additionally, you may evaluate how the addition of Big 5 to your portfolios can decrease your overall portfolio volatility.