Five Below Stock Market Value

FIVE
 Stock
  

USD 183.36  0.80  0.43%   

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


Is Five Below'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 Five Below. If investors know Five Below 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 Five Below 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
(0.36) 
Market Capitalization
10.2 B
Quarterly Revenue Growth YOY
0.035
Return On Assets
0.0719
Return On Equity
0.22
The market value of Five Below is measured differently than its book value, which is the value of Five Below that is recorded on the company's balance sheet. Investors also form their own opinion of Five Below's value that differs from its market value or its book value, called intrinsic value, which is Five Below'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 Five Below's market value can be influenced by many factors that don't directly affect Five Below'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 Five Below's value and its price as these two are different measures arrived at by different means. Investors typically determine Five Below value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Five Below'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.

Five Below '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 Five Below'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 Five Below.
0.00
12/11/2021
No Change 0.00  0.0 
In 11 months and 26 days
12/06/2022
0.00
If you would invest  0.00  in Five Below on December 11, 2021 and sell it all today you would earn a total of 0.00 from holding Five Below or generate 0.0% return on investment in Five Below over 360 days. Five Below is related to or competes with Motor Oil, Neste Oyj, World Fuel, Rubis SCA, IRPC PCL, and Sunoco LP. Five Below, Inc. operates as a specialty value retailer in the United States More

Five Below 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 Five Below'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 Five Below upside and downside potential and time the market with a certain degree of confidence.

Five Below Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Five Below's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Five Below's standard deviation. In reality, there are many statistical measures that can use Five Below historical prices to predict the future Five Below's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Five Below'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 Five Below in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
180.18183.65187.12
Details
Intrinsic
Valuation
LowReal ValueHigh
165.02219.56223.03
Details
Naive
Forecast
LowNext ValueHigh
188.42191.89195.36
Details
16 Analysts
Consensus
LowTarget PriceHigh
205.00237.00300.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Five Below. Your research has to be compared to or analyzed against Five Below's peers to derive any actionable benefits. When done correctly, Five Below'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 Five Below.

Five Below Backtested Returns

Five Below appears to be very steady, given 3 months investment horizon. Five Below secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the company had 0.14% of return per unit of risk over the last 3 months. Our standpoint towards predicting 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 Five Below, which you can use to evaluate the future volatility of the firm. Please utilize Five Below's Mean Deviation of 2.42, coefficient of variation of 691.06, and Downside Deviation of 2.6 to check if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Five Below holds a performance score of 10. The firm shows a Beta (market volatility) of 1.3473, which means a somewhat significant risk relative to the market. Let's try to break down what Five Below'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, Five Below will likely underperform. Although it is vital to follow Five Below historical returns, it is good to be conservative about what you can do with the information regarding equity current trending patterns. The philosophy towards predicting 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 reviewing Five Below technical indicators, you can presently evaluate if the expected return of 0.48% will be sustainable into the future. Please utilizes Five Below information ratio, value at risk, as well as the relationship between the Value At Risk and expected short fall to make a quick decision on whether Five Below price patterns will revert.

Auto-correlation

    
  -0.73  

Almost perfect reverse predictability

Five Below has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Five Below time series from 11th of December 2021 to 9th of June 2022 and 9th of June 2022 to 6th of December 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 Five Below price movement. The serial correlation of -0.73 indicates that around 73.0% of current Five Below price fluctuation can be explain by its past prices.
Correlation Coefficient-0.73
Spearman Rank Test-0.67
Residual Average0.0
Price Variance198.25

Five Below lagged returns against current returns

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

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

Five Below Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Five Below 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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Please check Five Below Correlation, Five Below Volatility and Five Below Alpha and Beta module to complement your research on Five Below. You can also try Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.

Complementary Tools for analysis

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