Lululemon Stock Market Value

LULU
 Stock
  

USD 385.99  4.17  1.09%   

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


Is Lululemon Athletica'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 Lululemon Athletica. If investors know Lululemon 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 Lululemon Athletica 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 Lululemon Athletica is measured differently than its book value, which is the value of Lululemon that is recorded on the company's balance sheet. Investors also form their own opinion of Lululemon Athletica's value that differs from its market value or its book value, called intrinsic value, which is Lululemon Athletica'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 Lululemon Athletica's market value can be influenced by many factors that don't directly affect Lululemon Athletica'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 Lululemon Athletica's value and its price as these two are different measures arrived at by different means. Investors typically determine Lululemon Athletica value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lululemon Athletica'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.

Lululemon Athletica '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 Lululemon Athletica'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 Lululemon Athletica.
0.00
11/02/2022
No Change 0.00  0.0 
In 31 days
12/02/2022
0.00
If you would invest  0.00  in Lululemon Athletica on November 2, 2022 and sell it all today you would earn a total of 0.00 from holding Lululemon Athletica or generate 0.0% return on investment in Lululemon Athletica over 30 days. Lululemon Athletica is related to or competes with Anheuser Busch, Etsy, Anheuser-Busch InBev, Linde PLC, Disney, Coca Cola, and Cisco Systems. lululemon athletica inc., together with its subsidiaries, designs, distributes, and retails athletic apparel and accesso... More

Lululemon Athletica 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 Lululemon Athletica'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 Lululemon Athletica upside and downside potential and time the market with a certain degree of confidence.

Lululemon Athletica Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Lululemon Athletica's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lululemon Athletica's standard deviation. In reality, there are many statistical measures that can use Lululemon Athletica historical prices to predict the future Lululemon Athletica's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Lululemon Athletica'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 Lululemon Athletica in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
379.39382.23385.07
Details
Intrinsic
Valuation
LowReal ValueHigh
366.42369.26422.09
Details
22 Analysts
Consensus
LowTarget PriceHigh
300.00443.05520.00
Details
Earnings
Estimates (12)
LowProjected EPSHigh
7.687.717.76
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Lululemon Athletica. Your research has to be compared to or analyzed against Lululemon Athletica's peers to derive any actionable benefits. When done correctly, Lululemon Athletica'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 Lululemon Athletica.

Lululemon Athletica Backtested Returns

Lululemon Athletica appears to be very steady, given 3 months investment horizon. Lululemon Athletica has Sharpe Ratio of 0.11, which conveys that the firm had 0.11% of return per unit of risk over the last 3 months. Our standpoint towards estimating 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 Lululemon Athletica, which you can use to evaluate the future volatility of the firm. Please exercise Lululemon Athletica's Downside Deviation of 2.78, mean deviation of 2.13, and Risk Adjusted Performance of 0.1953 to check out if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Lululemon Athletica holds a performance score of 8. The company secures a Beta (Market Risk) of 1.5088, which conveys a somewhat significant risk relative to the market. Let's try to break down what Lululemon'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, Lululemon Athletica will likely underperform. Although it is vital to follow Lululemon Athletica price patterns, it is good to be conservative about what you can do with the information regarding equity historical price patterns. The philosophy towards estimating 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 Lululemon Athletica technical indicators, you can presently evaluate if the expected return of 0.3% will be sustainable into the future. Please exercises Lululemon Athletica maximum drawdown, as well as the relationship between the skewness and day typical price to make a quick decision on whether Lululemon Athletica current price movements will revert.

Auto-correlation

    
  0.79  

Good predictability

Lululemon Athletica has good predictability. Overlapping area represents the amount of predictability between Lululemon Athletica time series from 2nd of November 2022 to 17th of November 2022 and 17th of November 2022 to 2nd 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 Lululemon Athletica price movement. The serial correlation of 0.79 indicates that around 79.0% of current Lululemon Athletica price fluctuation can be explain by its past prices.
Correlation Coefficient0.79
Spearman Rank Test0.77
Residual Average0.0
Price Variance157.03

Lululemon Athletica lagged returns against current returns

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

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

Lululemon Athletica Lagged Returns

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

Lululemon Athletica Implied Volatility

    
  52.31  
Lululemon Athletica's implied volatility exposes the market's sentiment of Lululemon Athletica stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Lululemon Athletica'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 Lululemon Athletica stock will not fluctuate a lot when Lululemon Athletica'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 Lululemon Athletica 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, Lululemon Athletica's short interest history, or implied volatility extrapolated from Lululemon Athletica options trading.

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Additionally, see Lululemon Athletica Correlation, Lululemon Athletica Volatility and Lululemon Athletica Alpha and Beta module to complement your research on Lululemon Athletica. You can also try Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.

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