Bath Body Works Stock Market Value
| BBWI Stock | USD 38.53 0.66 1.68% |
| Symbol | Bath |
Bath Body Works Price To Book Ratio
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 Bath Body. If investors know Bath 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 Bath Body 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 0.581 | Earnings Share 4.08 | Revenue Per Share 32.745 | Quarterly Revenue Growth (0.02) | Return On Assets 0.1585 |
The market value of Bath Body Works is measured differently than its book value, which is the value of Bath that is recorded on the company's balance sheet. Investors also form their own opinion of Bath Body's value that differs from its market value or its book value, called intrinsic value, which is Bath Body'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 Bath Body's market value can be influenced by many factors that don't directly affect Bath Body'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 Bath Body's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bath Body is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bath Body'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.
Bath Body '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 Bath Body'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 Bath Body.
| 09/12/2024 |
| 12/11/2024 |
If you would invest 0.00 in Bath Body on September 12, 2024 and sell it all today you would earn a total of 0.00 from holding Bath Body Works or generate 0.0% return on investment in Bath Body over 90 days. Bath Body is related to or competes with Sportsmans, Big 5, Williams Sonoma, Dicks Sporting, RH, AutoZone, and Best Buy. Bath Body Works, Inc. operates a specialty retailer of home fragrance, body care, and soaps and sanitizer products More
Bath Body 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 Bath Body'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 Bath Body Works upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.26 | |||
| Information Ratio | 0.1354 | |||
| Maximum Drawdown | 19.97 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 6.25 |
Bath Body Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bath Body's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bath Body's standard deviation. In reality, there are many statistical measures that can use Bath Body historical prices to predict the future Bath Body's volatility.| Risk Adjusted Performance | 0.1329 | |||
| Jensen Alpha | 0.4649 | |||
| Total Risk Alpha | 0.0386 | |||
| Sortino Ratio | 0.1973 | |||
| Treynor Ratio | 0.6661 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bath Body'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.
Bath Body Works Backtested Returns
Bath Body appears to be very steady, given 3 months investment horizon. Bath Body Works secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18% return per unit of risk over the last 3 months. By analyzing Bath Body's technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please makes use of Bath Body's Risk Adjusted Performance of 0.1329, mean deviation of 2.2, and Downside Deviation of 2.26 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bath Body holds a performance score of 14. The firm shows a Beta (market volatility) of 0.84, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bath Body's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bath Body is expected to be smaller as well. Please check Bath Body's semi variance, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Bath Body's price patterns will revert.
Auto-correlation | 0.49 |
Average predictability
Bath Body Works has average predictability. Overlapping area represents the amount of predictability between Bath Body time series from 12th of September 2024 to 27th of October 2024 and 27th of October 2024 to 11th of December 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 Bath Body Works price movement. The serial correlation of 0.49 indicates that about 49.0% of current Bath Body price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 11.12 |
Bath Body Works lagged returns against current returns
Autocorrelation, which is Bath Body 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 Bath Body's stock expected returns. We can calculate the autocorrelation of Bath Body returns to help us make a trade decision. For example, suppose you find that Bath Body 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 |
Bath Body 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 Bath Body stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bath Body stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bath Body stock over time.
Current vs Lagged Prices |
| Timeline |
Bath Body Lagged Returns
When evaluating Bath Body's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bath Body stock have on its future price. Bath Body 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, Bath Body autocorrelation shows the relationship between Bath Body stock current value and its past values and can show if there is a momentum factor associated with investing in Bath Body Works.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Bath Body Works offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Bath Body's 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 Bath Body Works Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Bath Body Works Stock:Check out Bath Body Correlation, Bath Body Volatility and Bath Body Alpha and Beta module to complement your research on Bath Body. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Bath Body 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.