Chicos Stock Market Value

CHS
 Stock
  

USD 4.56  0.38  7.69%   

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


Is Chicos Fas' 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 Chicos Fas. If investors know Chicos 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 Chicos Fas listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Chicos Fas is measured differently than its book value, which is the value of Chicos that is recorded on the company's balance sheet. Investors also form their own opinion of Chicos Fas' value that differs from its market value or its book value, called intrinsic value, which is Chicos Fas' 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 Chicos Fas' market value can be influenced by many factors that don't directly affect Chicos Fas' 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 Chicos Fas' value and its price as these two are different measures arrived at by different means. Investors typically determine Chicos Fas value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Chicos Fas' 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.

Chicos Fas '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 Chicos Fas' 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 Chicos Fas.
0.00
04/02/2022
No Change 0.00  0.0 
In 5 months and 29 days
09/29/2022
0.00
If you would invest  0.00  in Chicos Fas on April 2, 2022 and sell it all today you would earn a total of 0.00 from holding Chicos Fas or generate 0.0% return on investment in Chicos Fas over 180 days. Chicos Fas is related to or competes with Amazon. Chicos FAS, Inc. operates as an omnichannel specialty retailer of womens private branded casual-to-dressy clothing, inti... More

Chicos Fas 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 Chicos Fas' 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 Chicos Fas upside and downside potential and time the market with a certain degree of confidence.

Chicos Fas Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Chicos Fas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chicos Fas' standard deviation. In reality, there are many statistical measures that can use Chicos Fas historical prices to predict the future Chicos Fas' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Chicos Fas' 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 Chicos Fas in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
0.994.938.87
Details
Intrinsic
Valuation
LowReal ValueHigh
1.245.189.12
Details
Naive
Forecast
LowNext ValueHigh
1.515.459.39
Details
2 Analysts
Consensus
LowTarget PriceHigh
6.006.006.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Chicos Fas. Your research has to be compared to or analyzed against Chicos Fas' peers to derive any actionable benefits. When done correctly, Chicos Fas' 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 Chicos Fas.

Chicos Fas Backtested Returns

We consider Chicos Fas moderately volatile. Chicos Fas secures Sharpe Ratio (or Efficiency) of 0.0182, which signifies that the company had 0.0182% 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-one technical indicators for Chicos Fas, which you can use to evaluate the future volatility of the firm. Please confirm Chicos Fas risk adjusted performance of (0.02561), and Mean Deviation of 3.19 to double-check if the risk estimate we provide is consistent with the expected return of 0.0723%.
Chicos Fas has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.0511, which signifies a somewhat significant risk relative to the market. Let's try to break down what Chicos's beta means in this case. Chicos Fas returns are very sensitive to returns on the market. As the market goes up or down, Chicos Fas is expected to follow. Although it is important to respect Chicos Fas 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 Chicos Fas technical indicators, you can presently evaluate if the expected return of 0.0723% will be sustainable into the future. Chicos Fas right now shows a risk of 3.98%. Please confirm Chicos Fas information ratio, as well as the relationship between the potential upside and kurtosis to decide if Chicos Fas will be following its price patterns.

Auto-correlation

    
  -0.59  

Good reverse predictability

Chicos Fas has good reverse predictability. Overlapping area represents the amount of predictability between Chicos Fas time series from 2nd of April 2022 to 1st of July 2022 and 1st of July 2022 to 29th of September 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 Chicos Fas price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Chicos Fas price fluctuation can be explain by its past prices.
Correlation Coefficient-0.59
Spearman Rank Test-0.02
Residual Average0.0
Price Variance0.46

Chicos Fas lagged returns against current returns

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

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

Chicos Fas Lagged Returns

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

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 Chicos Fas 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, Chicos Fas' short interest history, or implied volatility extrapolated from Chicos Fas options trading.

Pair Trading with Chicos Fas

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 Chicos Fas 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 Chicos Fas will appreciate offsetting losses from the drop in the long position's value.

Moving together with Chicos Fas

+0.79DISWalt Disney Fiscal Year End 9th of November 2022 PairCorr
The ability to find closely correlated positions to Chicos Fas could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Chicos Fas 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 Chicos Fas - 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 Chicos Fas to buy it.
The correlation of Chicos Fas 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 Chicos Fas moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Chicos Fas 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 Chicos Fas 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 Chicos Fas Correlation, Chicos Fas Volatility and Chicos Fas Alpha and Beta module to complement your research on Chicos Fas. Note that the Chicos Fas information on this page should be used as a complementary analysis to other Chicos Fas' 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 Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.

Complementary Tools for Chicos Stock analysis

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