Burford Stock Market Value

BUR
 Stock
  

USD 10.53  0.10  0.96%   

Burford Capital's market value is the price at which a share of Burford Capital stock trades on a public exchange. It measures the collective expectations of Burford Capital investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Burford Capital and determine expected loss or profit from investing in Burford Capital over a given investment horizon. Continue to Burford Capital Hype Analysis, Burford Capital Correlation, Burford Capital Valuation, Burford Capital Volatility, as well as analyze Burford Capital Alpha and Beta and Burford Capital Performance.
Symbol


Is Burford Capital'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 Burford Capital. If investors know Burford 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 Burford Capital 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
-0.31
Market Capitalization
2.3 B
Quarterly Revenue Growth YOY
0.19
Return On Assets
0.0104
Return On Equity
-0.0182
The market value of Burford Capital is measured differently than its book value, which is the value of Burford that is recorded on the company's balance sheet. Investors also form their own opinion of Burford Capital's value that differs from its market value or its book value, called intrinsic value, which is Burford Capital'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 Burford Capital's market value can be influenced by many factors that don't directly affect Burford Capital'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 Burford Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine Burford Capital value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Burford Capital'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.

Burford Capital '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 Burford Capital'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 Burford Capital.
0.00
06/15/2022
No Change 0.00  0.0 
In 2 months and 2 days
08/14/2022
0.00
If you would invest  0.00  in Burford Capital on June 15, 2022 and sell it all today you would earn a total of 0.00 from holding Burford Capital or generate 0.0% return on investment in Burford Capital over 60 days. Burford Capital is related to or competes with Altisource Asset, Ameriprise Financial, Boeing, Vroom, Agilent Technologies, Apple, and Alphabet. Burford Capital Limited, through its subsidiaries, provides legal finance products and servicesMore

Burford Capital 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 Burford Capital'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 Burford Capital upside and downside potential and time the market with a certain degree of confidence.

Burford Capital Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Burford Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Burford Capital's standard deviation. In reality, there are many statistical measures that can use Burford Capital historical prices to predict the future Burford Capital's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Burford Capital'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. Please use the tools below to analyze the current value of Burford Capital in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
8.1210.5512.98
Details
Intrinsic
Valuation
LowReal ValueHigh
9.7312.1614.59
Details
Naive
Forecast
LowNext ValueHigh
7.9910.4212.85
Details
2 Analysts
Consensus
LowTarget PriceHigh
15.0015.8516.70
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Burford Capital. Your research has to be compared to or analyzed against Burford Capital's peers to derive any actionable benefits. When done correctly, Burford Capital's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Burford Capital.

Burford Capital Backtested Returns

Burford Capital appears to be not too volatile, given 3 months investment horizon. Burford Capital secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the company had 0.22% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. By analyzing Burford Capital technical indicators you can presently evaluate if the expected return of 0.54% is justified by implied risk. Please makes use of Burford Capital's Downside Deviation of 2.45, mean deviation of 1.84, and Risk Adjusted Performance of 0.3033 to double-check if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Burford Capital holds a performance score of 17. The firm shows a Beta (market volatility) of 1.033, which signifies a somewhat significant risk relative to the market. Let's try to break down what Burford's beta means in this case. Burford Capital returns are very sensitive to returns on the market. As the market goes up or down, Burford Capital is expected to follow. Although it is vital to follow Burford Capital historical returns, it is good to be conservative about what you can do with the information regarding equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. We have found twenty-eight technical indicators for Burford Capital, which you can use to evaluate the performance of the firm. Please makes use of Burford Capital maximum drawdown, as well as the relationship between the expected short fall and rate of daily change to make a quick decision on whether Burford Capital price patterns will revert.

Auto-correlation

    
  -0.05  

Very weak reverse predictability

Burford Capital has very weak reverse predictability. Overlapping area represents the amount of predictability between Burford Capital time series from 15th of June 2022 to 15th of July 2022 and 15th of July 2022 to 14th of August 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Burford Capital price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Burford Capital price fluctuation can be explain by its past prices.
Correlation Coefficient-0.05
Spearman Rank Test-0.13
Residual Average0.0
Price Variance0.04

Burford Capital lagged returns against current returns

Autocorrelation, which is Burford Capital 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 Burford Capital's stock expected returns. We can calculate the autocorrelation of Burford Capital returns to help us make a trade decision. For example, suppose you find that Burford Capital stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

Burford Capital 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 Burford Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Burford Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Burford Capital stock over time.
   Current vs Lagged Prices   
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       Timeline  

Burford Capital Lagged Returns

When evaluating Burford Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Burford Capital stock have on its future price. Burford Capital 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, Burford Capital autocorrelation shows the relationship between Burford Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Burford Capital.
   Regressed Prices   
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       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in Burford Capital without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Pair Trading with Burford Capital

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 Burford Capital 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 Burford Capital will appreciate offsetting losses from the drop in the long position's value.

Moving against Burford Capital

0.77BMTXBm Technologies Earnings Call  TomorrowPairCorr
The ability to find closely correlated positions to Burford Capital could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Burford Capital 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 Burford Capital - 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 Burford Capital to buy it.
The correlation of Burford Capital 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 Burford Capital moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Burford Capital 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 Burford Capital 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 Burford Capital Hype Analysis, Burford Capital Correlation, Burford Capital Valuation, Burford Capital Volatility, as well as analyze Burford Capital Alpha and Beta and Burford Capital Performance. Note that the Burford Capital information on this page should be used as a complementary analysis to other Burford Capital's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.

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When running Burford Capital price analysis, check to measure Burford Capital'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 Burford Capital is operating at the current time. Most of Burford Capital's value examination focuses on studying past and present price action to predict the probability of Burford Capital's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Burford Capital's price. Additionally, you may evaluate how the addition of Burford Capital to your portfolios can decrease your overall portfolio volatility.
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Burford Capital 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.
A focus of Burford Capital technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Burford Capital trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...