Baozun Stock Market Value

BZUN
 Stock
  

USD 8.84  0.12  1.34%   

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


Is Baozun Inc'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 Baozun Inc. If investors know Baozun 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 Baozun Inc 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
-0.48
Market Capitalization
597.6 M
Quarterly Revenue Growth YOY
-0.018
Return On Assets
-0.008
Return On Equity
-0.0537
The market value of Baozun Inc ADR is measured differently than its book value, which is the value of Baozun that is recorded on the company's balance sheet. Investors also form their own opinion of Baozun Inc's value that differs from its market value or its book value, called intrinsic value, which is Baozun Inc'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 Baozun Inc's market value can be influenced by many factors that don't directly affect Baozun Inc'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 Baozun Inc's value and its price as these two are different measures arrived at by different means. Investors typically determine Baozun Inc value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Baozun Inc'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.

Baozun Inc '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 Baozun Inc'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 Baozun Inc.
0.00
07/18/2022
No Change 0.00  0.0 
In 30 days
08/17/2022
0.00
If you would invest  0.00  in Baozun Inc on July 18, 2022 and sell it all today you would earn a total of 0.00 from holding Baozun Inc ADR or generate 0.0% return on investment in Baozun Inc over 30 days. Baozun Inc is related to or competes with Costco Wholesale. Baozun Inc., through its subsidiaries, provides e-commerce solutions to brand partners in the Peoples Republic of ChinaMore

Baozun Inc 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 Baozun Inc'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 Baozun Inc ADR upside and downside potential and time the market with a certain degree of confidence.

Baozun Inc Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Baozun Inc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Baozun Inc's standard deviation. In reality, there are many statistical measures that can use Baozun Inc historical prices to predict the future Baozun Inc's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Baozun Inc'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 Baozun Inc in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
3.378.8714.37
Details
Intrinsic
Valuation
LowReal ValueHigh
7.1412.6418.14
Details
Naive
Forecast
LowNext ValueHigh
3.448.9414.45
Details
3 Analysts
Consensus
LowTarget PriceHigh
18.3024.8241.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Baozun Inc. Your research has to be compared to or analyzed against Baozun Inc's peers to derive any actionable benefits. When done correctly, Baozun Inc'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 Baozun Inc ADR.

Baozun Inc ADR Backtested Returns

We consider Baozun Inc slightly risky. Baozun Inc ADR secures Sharpe Ratio (or Efficiency) of 0.0327, which signifies that the company had 0.0327% 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. We have found twenty-eight technical indicators for Baozun Inc ADR, which you can use to evaluate the future volatility of the firm. Please confirm Baozun Inc ADR Mean Deviation of 3.95, risk adjusted performance of 0.1296, and Downside Deviation of 4.53 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%.
Baozun Inc has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.198, which signifies a somewhat significant risk relative to the market. Let's try to break down what Baozun's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Baozun Inc will likely underperform. Although it is important to respect Baozun Inc ADR historical returns, it is better to be realistic regarding the information on the equity's 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. By analyzing Baozun Inc ADR technical indicators, you can presently evaluate if the expected return of 0.18% will be sustainable into the future. Baozun Inc ADR right now shows a risk of 5.49%. Please confirm Baozun Inc ADR semi variance, and the relationship between the treynor ratio and daily balance of power to decide if Baozun Inc ADR will be following its price patterns.

Auto-correlation

    
  0.22  

Weak predictability

Baozun Inc ADR has weak predictability. Overlapping area represents the amount of predictability between Baozun Inc time series from 18th of July 2022 to 2nd of August 2022 and 2nd of August 2022 to 17th 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 Baozun Inc ADR price movement. The serial correlation of 0.22 indicates that over 22.0% of current Baozun Inc price fluctuation can be explain by its past prices.
Correlation Coefficient0.22
Spearman Rank Test-0.43
Residual Average0.0
Price Variance0.03

Baozun Inc ADR lagged returns against current returns

Autocorrelation, which is Baozun Inc 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 Baozun Inc's stock expected returns. We can calculate the autocorrelation of Baozun Inc returns to help us make a trade decision. For example, suppose you find that Baozun Inc 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  

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

Baozun Inc Lagged Returns

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

Baozun Inc Investors Sentiment

The influence of Baozun Inc'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 Baozun. 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 Baozun Inc's public news can be used to forecast risks associated with investment in Baozun. The trend in average sentiment can be used to explain how an investor holding Baozun can time the market purely based on public headlines and social activities around Baozun Inc ADR. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Baozun Inc'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 Baozun Inc'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 Baozun Inc's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Baozun Inc.

Baozun Inc Implied Volatility

    
  201.79  
Baozun Inc's implied volatility exposes the market's sentiment of Baozun Inc ADR stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Baozun Inc'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 Baozun Inc stock will not fluctuate a lot when Baozun Inc'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 Baozun Inc 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, Baozun Inc's short interest history, or implied volatility extrapolated from Baozun Inc options trading.

Pair Trading with Baozun Inc

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 Baozun Inc 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 Baozun Inc will appreciate offsetting losses from the drop in the long position's value.

Moving against Baozun Inc

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0.61AAPAdvance Auto Parts Earnings Call  This WeekPairCorr
0.61ANFAbercrombie Fitch Earnings Call  Next WeekPairCorr
0.57AEOAmerican Eagle Outfitters Upward RallyPairCorr
The ability to find closely correlated positions to Baozun Inc could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Baozun Inc 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 Baozun Inc - 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 Baozun Inc ADR to buy it.
The correlation of Baozun Inc 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 Baozun Inc moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Baozun Inc ADR 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 Baozun Inc 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 Baozun Inc Hype Analysis, Baozun Inc Correlation, Baozun Inc Valuation, Baozun Inc Volatility, as well as analyze Baozun Inc Alpha and Beta and Baozun Inc Performance. Note that the Baozun Inc ADR information on this page should be used as a complementary analysis to other Baozun Inc'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 Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.

Complementary Tools for Baozun Stock analysis

When running Baozun Inc ADR price analysis, check to measure Baozun Inc'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 Baozun Inc is operating at the current time. Most of Baozun Inc's value examination focuses on studying past and present price action to predict the probability of Baozun Inc's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Baozun Inc's price. Additionally, you may evaluate how the addition of Baozun Inc to your portfolios can decrease your overall portfolio volatility.
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Baozun Inc 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 Baozun Inc technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Baozun Inc 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...