Chipotle Z Score

CMG
 Stock
  

USD 1,508  62.21  3.96%   

Altman Z Score is one of the simplest fundamental models to determine how likely your company is to fail. The module uses available fundamental data of a given equity to approximate the Altman Z score. Altman Z Score is determined by evaluating five fundamental price points available from the company's current public disclosure documents. Continue to Chipotle Mexican Piotroski F Score and Chipotle Mexican Valuation analysis.
  
Chipotle Mexican Invested Capital is projected to increase significantly based on the last few years of reporting. The past year's Invested Capital was at 8.43 Billion. The current year Invested Capital Average is expected to grow to about 8.9 B, whereas Capital Expenditure is forecasted to decline to (450 M). Chipotle Mexican Net Income is projected to increase significantly based on the last few years of reporting. The past year's Net Income was at 652.98 Million. The current year Operating Income is expected to grow to about 868.5 M, whereas Cost of Revenue is forecasted to decline to about 5.1 B.

Chipotle Z Score Analysis

Chipotle Mexican's Z-Score is a simple linear, multi-factor model that measures the financial health and economic stability of a company. The score is used to predict the probability of a firm going into bankruptcy within next 24 months or two fiscal years from the day stated on the accounting statements used to calculate it. The model uses five fundamental business ratios that are weighted according to algorithm of Professor Edward Altman who developed it in the late 1960s at New York University..
 2019 2020 2021 2022 (projected)
Consolidated Income350.16 M355.77 M652.98 M526.62 M
Direct Expenses4.44 B4.94 B5.84 B6.3 B
Z Score 
 = 
Sum Of  
 
5 Factors 
More About Z Score | All Equity Analysis

Current Chipotle Mexican Z Score

    
  9.6  
Most of Chipotle Mexican's fundamental indicators, such as Z Score, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, Chipotle Mexican Grill is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.
First Factor
 = 
1.2 * (
Working Capital
/
Total Assets )
Second Factor
 = 
1.4 * (
Retained Earnings
/
Total Assets )
Thrid Factor
 = 
3.3 * (
EBITAD
/
Total Assets )
Fouth Factor
 = 
0.6 * (
Market Value of Equity
/
Total Liabilities )
Fifth Factor
 = 
0.99 * (
Revenue
/
Total Assets )

Chipotle Z Score Driver Correlations

Understanding the fundamental principles of building solid financial models for Chipotle Mexican is extremely important. It helps to project a fair market value of Ford stock properly, considering its historical fundamentals such as Z Score. Since Chipotle Mexican's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Chipotle Mexican's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Chipotle Mexican's interrelated accounts and indicators.
To calculate Z-Score one would need to know current working capital of the company, its total assets, and liabilities, amount of latest retained earnings as well as earnings before interest and tax. Z-Score can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with Z-Scores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a so-called 'grey area' with scores of less than 1, indicating the high probability of distress. Z Score is used widely by financial auditors, accountants, money managers, loan processers, wealth advisers, as well as day traders. In the last 25 years, many financial models that utilize z score has been proved to be successful as a predictor of corporate bankruptcy.
Compare to competition

In accordance with the company's disclosures, Chipotle Mexican Grill has a Z Score of 9.6. This is 197.21% higher than that of the Hotels, Restaurants & Leisure sector and 108.24% higher than that of the Consumer Discretionary industry. The z score for all United States stocks is 10.09% lower than that of the firm.

Chipotle Z Score Peer Comparison

Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Chipotle Mexican's direct or indirect competition against its Z Score to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Chipotle Mexican could also be used in its relative valuation, which is a method of valuing Chipotle Mexican by comparing valuation metrics of similar companies.
Chipotle Mexican is currently under evaluation in z score category among related companies.

Chipotle Mexican Current Valuation Drivers

We derive many important indicators used in calculating different scores of Chipotle Mexican from analyzing Chipotle Mexican's financial statements. These drivers represent accounts that assess Chipotle Mexican's ability to generate profits relative to its revenue, operating costs, and shareholders' equity. Below are some of Chipotle Mexican's important valuation drivers and their relationship over time.
201720182019202020212022 (projected)
Net Income Per Employee2.56 K2.42 K4.22 K4.03 K6.69 K6.66 K
Revenue Per Employee64.98 K66.64 K67.31 K67.82 K77.28 K81.4 K
Average Assets2.06 B2.18 B4.83 B5.55 B6.44 B5.13 B
Earnings Before Interest Taxes and Depreciation Amortization EBITDA439.09 M470.42 M835.01 M716.85 M1.07 B1.15 B
Earnings Before Interest Taxes and Depreciation Amortization USD439.09 M470.42 M671.06 M532.32 M1.07 B913.77 M
Earnings before Tax275.74 M268.44 M458.29 M293.78 M812.76 M689.55 M
Average Equity1.4 B1.41 B1.58 B1.8 B2.22 B2.09 B
Enterprise Value8.05 B11.63 B25.66 B41.2 B51.93 B56.03 B
Free Cash Flow251.44 M334.16 M401.69 M290.5 M843.64 M910.24 M
Invested Capital1.49 B1.51 B6.76 B7.66 B8.43 B9.1 B
Invested Capital Average1.58 B1.49 B6.57 B7.2 B8.22 B8.86 B
Market Capitalization8.16 B12 B23.27 B38.8 B49.19 B53.07 B
Tangible Asset Value2.02 B2.24 B5.08 B5.96 B6.63 B5.29 B
Working Capital305.64 M364.8 M405.61 M598.04 M507.88 M516.87 M

Chipotle Mexican ESG Sustainability

Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, Chipotle Mexican's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Chipotle Mexican's managers, analysts, and investors.
Environment Score
Governance Score
Social Score

Chipotle Mexican Institutional Holders

Institutional Holdings refers to the ownership stake in Chipotle Mexican that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Chipotle Mexican's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Chipotle Mexican's value.
Security TypeSharesValue
Zweigdimenna Associates LlcCommon Shares12.6 K15.6 M
Zurich Insurance Group LtdCommon Shares10.4 K16.4 M
Zurich Insurance Group LtdCommon Shares42.2 K73.8 M
Zurich Insurance Group LtdCommon Shares32.2 K58.5 M
Zurich Insurance Group LtdCommon Shares39.7 K61.5 M
Zurich Insurance Group LtdCommon Shares70.3 K99.9 M
Zurich Insurance Group LtdCommon Shares4.4 K3.7 M

Chipotle Fundamentals

About Chipotle Mexican Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze Chipotle Mexican Grill's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Chipotle Mexican using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Chipotle Mexican Grill based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Chipotle Mexican Grill, Inc., together with its subsidiaries, owns and operates Chipotle Mexican Grill restaurants. The company was founded in 1993 and is headquartered in Newport Beach, California. Chipotle Mexican operates under Restaurants classification in the United States and is traded on New York Stock Exchange. It employs 100000 people.

Chipotle Mexican Investors Sentiment

The influence of Chipotle Mexican's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Chipotle. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to Chipotle Mexican's public news can be used to forecast risks associated with investment in Chipotle. The trend in average sentiment can be used to explain how an investor holding Chipotle can time the market purely based on public headlines and social activities around Chipotle Mexican Grill. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Chipotle Mexican's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Chipotle Mexican's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Chipotle Mexican's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Chipotle Mexican.

Chipotle Mexican Implied Volatility

    
  33.43  
Chipotle Mexican's implied volatility exposes the market's sentiment of Chipotle Mexican Grill stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Chipotle Mexican's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Chipotle Mexican stock will not fluctuate a lot when Chipotle Mexican's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Chipotle Mexican in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Chipotle Mexican's short interest history, or implied volatility extrapolated from Chipotle Mexican options trading.

Pair Trading with Chipotle Mexican

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Chipotle Mexican position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Chipotle Mexican will appreciate offsetting losses from the drop in the long position's value.
The ability to find closely correlated positions to Chipotle Mexican could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Chipotle Mexican when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Chipotle Mexican - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Chipotle Mexican Grill to buy it.
The correlation of Chipotle Mexican is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Chipotle Mexican moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Chipotle Mexican Grill moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Chipotle Mexican can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Continue to Chipotle Mexican Piotroski F Score and Chipotle Mexican Valuation analysis. You can also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.

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Is Chipotle Mexican's 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 Chipotle Mexican. If investors know Chipotle 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 Chipotle Mexican 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 YOY
0.28
Market Capitalization
43.5 B
Quarterly Revenue Growth YOY
0.14
Return On Assets
0.0974
Return On Equity
0.35
The market value of Chipotle Mexican Grill is measured differently than its book value, which is the value of Chipotle that is recorded on the company's balance sheet. Investors also form their own opinion of Chipotle Mexican's value that differs from its market value or its book value, called intrinsic value, which is Chipotle Mexican'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 Chipotle Mexican's market value can be influenced by many factors that don't directly affect Chipotle Mexican'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 Chipotle Mexican's value and its price as these two are different measures arrived at by different means. Investors typically determine Chipotle Mexican value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Chipotle Mexican'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.