Brinker International Stock Market Value
| EAT Stock | USD 132.27 1.58 1.21% |
| Symbol | Brinker |
Brinker International Price To Book Ratio
Is Hotels, Restaurants & Leisure 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 Brinker International. If investors know Brinker 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 Brinker International 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 4.25 | Earnings Share 4.08 | Revenue Per Share 102.116 | Quarterly Revenue Growth 0.125 | Return On Assets 0.0764 |
The market value of Brinker International is measured differently than its book value, which is the value of Brinker that is recorded on the company's balance sheet. Investors also form their own opinion of Brinker International's value that differs from its market value or its book value, called intrinsic value, which is Brinker International'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 Brinker International's market value can be influenced by many factors that don't directly affect Brinker International'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 Brinker International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Brinker International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brinker International'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.
Brinker International '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 Brinker International'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 Brinker International.
| 09/01/2024 |
| 11/30/2024 |
If you would invest 0.00 in Brinker International on September 1, 2024 and sell it all today you would earn a total of 0.00 from holding Brinker International or generate 0.0% return on investment in Brinker International over 90 days. Brinker International is related to or competes with Dennys Corp, Bloomin Brands, Jack In, Dine Brands, BJs Restaurants, Texas Roadhouse, and Papa Johns. Brinker International, Inc., together with its subsidiaries, engages in the ownership, development, operation, and franc... More
Brinker International 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 Brinker International'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 Brinker International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.73 | |||
| Information Ratio | 0.3722 | |||
| Maximum Drawdown | 11.91 | |||
| Value At Risk | (1.82) | |||
| Potential Upside | 5.04 |
Brinker International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brinker International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brinker International's standard deviation. In reality, there are many statistical measures that can use Brinker International historical prices to predict the future Brinker International's volatility.| Risk Adjusted Performance | 0.3366 | |||
| Jensen Alpha | 0.8349 | |||
| Total Risk Alpha | 0.6036 | |||
| Sortino Ratio | 0.4989 | |||
| Treynor Ratio | 0.8116 |
Brinker International Backtested Returns
Brinker International is very steady given 3 months investment horizon. Brinker International secures Sharpe Ratio (or Efficiency) of 0.43, which signifies that the company had a 0.43% return per unit of risk over the last 3 months. We were able to analyze twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.01% are justified by taking the suggested risk. Use Brinker International Risk Adjusted Performance of 0.3366, mean deviation of 1.83, and Downside Deviation of 1.73 to evaluate company specific risk that cannot be diversified away. Brinker International holds a performance score of 33 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 1.22, which signifies 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, Brinker International will likely underperform. Use Brinker International potential upside, and the relationship between the total risk alpha and kurtosis , to analyze future returns on Brinker International.
Auto-correlation | 0.93 |
Excellent predictability
Brinker International has excellent predictability. Overlapping area represents the amount of predictability between Brinker International time series from 1st of September 2024 to 16th of October 2024 and 16th of October 2024 to 30th of November 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 Brinker International price movement. The serial correlation of 0.93 indicates that approximately 93.0% of current Brinker International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.93 | |
| Spearman Rank Test | 0.91 | |
| Residual Average | 0.0 | |
| Price Variance | 185.7 |
Brinker International lagged returns against current returns
Autocorrelation, which is Brinker International 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 Brinker International's stock expected returns. We can calculate the autocorrelation of Brinker International returns to help us make a trade decision. For example, suppose you find that Brinker International 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 |
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Brinker International 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 Brinker International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brinker International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brinker International stock over time.
Current vs Lagged Prices |
| Timeline |
Brinker International Lagged Returns
When evaluating Brinker International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brinker International stock have on its future price. Brinker International 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, Brinker International autocorrelation shows the relationship between Brinker International stock current value and its past values and can show if there is a momentum factor associated with investing in Brinker International.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Brinker Stock Analysis
When running Brinker International's price analysis, check to measure Brinker International'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 Brinker International is operating at the current time. Most of Brinker International's value examination focuses on studying past and present price action to predict the probability of Brinker International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Brinker International's price. Additionally, you may evaluate how the addition of Brinker International to your portfolios can decrease your overall portfolio volatility.