Chipotle Stock Market Value

CMG
 Stock
  

USD 1,507  12.79  0.84%   

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.
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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.
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
08/07/2022
No Change 0.00  0.0 
In 2 months and 2 days
10/06/2022
0.00
If you would invest  0.00  in Chipotle Mexican on August 7, 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 Amazon. 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
1,3681,5221,525
Details
Intrinsic
Valuation
LowReal ValueHigh
1,3681,8691,871
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 appears to be very steady, given 3 months investment horizon. Chipotle Mexican Grill secures Sharpe Ratio (or Efficiency) of 0.0864, which signifies that the company had 0.0864% 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 Chipotle Mexican Grill, which you can use to evaluate the future volatility of the firm. Please makes use of Chipotle Mexican's Risk Adjusted Performance of 0.1024, downside deviation of 1.82, and Mean Deviation of 1.58 to double-check if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Chipotle Mexican holds a performance score of 6. The firm shows a Beta (market volatility) of 1.1081, which signifies a somewhat significant risk relative to the market. 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. Although it is important to respect Chipotle Mexican Grill 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 Chipotle Mexican Grill technical indicators, you can presently evaluate if the expected return of 0.21% will be sustainable into the future. Please makes use of Chipotle Mexican Grill information ratio, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance to make a quick decision on whether Chipotle Mexican price patterns will revert.

Auto-correlation

    
  0.65  

Good predictability

Chipotle Mexican Grill has good predictability. Overlapping area represents the amount of predictability between Chipotle Mexican time series from 7th of August 2022 to 6th of September 2022 and 6th of September 2022 to 6th of October 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 0.65 indicates that roughly 65.0% of current Chipotle Mexican price fluctuation can be explain by its past prices.
Correlation Coefficient0.65
Spearman Rank Test0.25
Residual Average0.0
Price Variance6852.37

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   
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       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   
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       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   
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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 Chipotle Mexican without increasing your portfolio risk or giving up the 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 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

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Moving against Chipotle Mexican

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 CEO Directory module to screen CEOs from public companies around the world.

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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...