Chipotle Stock Market Value

CMG
 Stock
  

USD 1,528  12.36  0.82%   

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


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
42.3 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.

Chipotle Mexican '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 Chipotle Mexican'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 Chipotle Mexican.
0.00
09/30/2022
No Change 0.00  0.0 
In 2 months and 1 day
11/29/2022
0.00
If you would invest  0.00  in Chipotle Mexican on September 30, 2022 and sell it all today you would earn a total of 0.00 from holding Chipotle Mexican Grill or generate 0.0% return on investment in Chipotle Mexican over 60 days. Chipotle Mexican is related to or competes with World Wrestling. Chipotle Mexican Grill, Inc., together with its subsidiaries, owns and operates Chipotle Mexican Grill restaurants More

Chipotle Mexican 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 Chipotle Mexican'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 Chipotle Mexican Grill upside and downside potential and time the market with a certain degree of confidence.

Chipotle Mexican Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Chipotle Mexican's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chipotle Mexican's standard deviation. In reality, there are many statistical measures that can use Chipotle Mexican historical prices to predict the future Chipotle Mexican's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Chipotle Mexican'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 Chipotle Mexican in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
1,3751,5321,534
Details
Intrinsic
Valuation
LowReal ValueHigh
1,5241,5261,528
Details
Naive
Forecast
LowNext ValueHigh
1,6131,6151,617
Details
23 Analysts
Consensus
LowTarget PriceHigh
1,7251,9512,600
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Chipotle Mexican. Your research has to be compared to or analyzed against Chipotle Mexican's peers to derive any actionable benefits. When done correctly, Chipotle Mexican'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 Chipotle Mexican Grill.

Chipotle Mexican Grill Backtested Returns

Chipotle Mexican Grill secures Sharpe Ratio (or Efficiency) of -0.0247, which signifies that the company had -0.0247% of return per unit of risk over the last 3 months. Macroaxis standpoint towards foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Chipotle Mexican Grill exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Chipotle Mexican Grill mean deviation of 1.46, and Risk Adjusted Performance of (0.07) to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 0.924, which signifies possible diversification benefits within a given portfolio. Let's try to break down what Chipotle's beta means in this case. Chipotle Mexican returns are very sensitive to returns on the market. As the market goes up or down, Chipotle Mexican is expected to follow. Even though it is essential to pay attention to Chipotle Mexican Grill historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Chipotle Mexican Grill exposes twenty-eight different technical indicators, which can help you to evaluate its performance. Chipotle Mexican Grill has an expected return of -0.0507%. Please be advised to confirm Chipotle Mexican Grill information ratio, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance to decide if Chipotle Mexican Grill performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.33  

Below average predictability

Chipotle Mexican Grill has below average predictability. Overlapping area represents the amount of predictability between Chipotle Mexican time series from 30th of September 2022 to 30th of October 2022 and 30th of October 2022 to 29th of November 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 Chipotle Mexican Grill price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Chipotle Mexican price fluctuation can be explain by its past prices.
Correlation Coefficient0.33
Spearman Rank Test0.23
Residual Average0.0
Price Variance2829.24

Chipotle Mexican Grill lagged returns against current returns

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

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

Chipotle Mexican Lagged Returns

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

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

    
  38.35  
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.

Moving together with Chipotle Mexican

+0.76BABAAlibaba Group Holding TrendingPairCorr
+0.76BBBYBed Bath Beyond Normal TradingPairCorr
+0.66BIGBig Lots Earnings Call  This WeekPairCorr

Moving against Chipotle Mexican

-0.64TTCToro Company Fiscal Year End 21st of December 2022 PairCorr
-0.53APAApa Corp Potential GrowthPairCorr
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 Correlation, Chipotle Mexican Volatility and Chipotle Mexican Alpha and Beta module to complement your research on Chipotle Mexican. You can also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.

Complementary Tools for analysis

When running Chipotle Mexican Grill price analysis, check to measure Chipotle Mexican'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 Chipotle Mexican is operating at the current time. Most of Chipotle Mexican's value examination focuses on studying past and present price action to predict the probability of Chipotle Mexican's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Chipotle Mexican's price. Additionally, you may evaluate how the addition of Chipotle Mexican to your portfolios can decrease your overall portfolio volatility.
Premium Stories
Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope
Go
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Go
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Go
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Go
Equity Valuation
Check real value of public entities based on technical and fundamental data
Go
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Go
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Go
Fundamentals Comparison
Compare fundamentals across multiple equities to find investing opportunities
Go
Price Transformation
Use Price Transformation models to analyze depth of different equity instruments across global markets
Go
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Go
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Go
Chipotle Mexican 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 Chipotle Mexican technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Chipotle Mexican 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...