Baozun Inc Stock Market Value
| BZUN Stock | USD 2.55 0.11 4.51% |
| Symbol | Baozun |
Baozun Inc Price To Book Ratio
Is Baozun'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 Baozun. If investors know Baozun 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 Baozun 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 (0.48) | Earnings Share (0.66) | Revenue Per Share 148.06 | Quarterly Revenue Growth 0.089 | Return On Assets (0.02) |
The market value of Baozun Inc is measured differently than its book value, which is the value of Baozun that is recorded on the company's balance sheet. Investors also form their own opinion of Baozun's value that differs from its market value or its book value, called intrinsic value, which is Baozun'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 Baozun's market value can be influenced by many factors that don't directly affect Baozun'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 Baozun's value and its price as these two are different measures arrived at by different means. Investors typically determine if Baozun is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Baozun'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.
Baozun '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 Baozun'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 Baozun.
| 03/24/2024 |
| 04/23/2024 |
If you would invest 0.00 in Baozun on March 24, 2024 and sell it all today you would earn a total of 0.00 from holding Baozun Inc or generate 0.0% return on investment in Baozun over 30 days. Baozun is related to or competes with Appian Corp, Okta, MongoDB, Twilio, and Trade Desk. Baozun Inc., through its subsidiaries, provides e-commerce solutions to brand partners in the Peoples Republic of China More
Baozun 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 Baozun'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 Baozun Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.72 | |||
| Information Ratio | 0.0619 | |||
| Maximum Drawdown | 34.0 | |||
| Value At Risk | (6.69) | |||
| Potential Upside | 8.7 |
Baozun Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Baozun's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Baozun's standard deviation. In reality, there are many statistical measures that can use Baozun historical prices to predict the future Baozun's volatility.| Risk Adjusted Performance | 0.0576 | |||
| Jensen Alpha | 0.218 | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | 0.0674 | |||
| Treynor Ratio | 0.1757 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Baozun'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.
Baozun Inc Backtested Returns
Baozun Inc secures Sharpe Ratio (or Efficiency) of -0.0039, which signifies that the company had a -0.0039% return per unit of risk over the last 3 months. Baozun Inc exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Baozun's Mean Deviation of 3.43, risk adjusted performance of 0.0576, and Downside Deviation of 4.72 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 2.26, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Baozun will likely underperform. Baozun Inc has an expected return of -0.018%. Please make sure to confirm Baozun Inc semi variance, and the relationship between the treynor ratio and daily balance of power , to decide if Baozun Inc performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.01 |
Very weak reverse predictability
Baozun Inc has very weak reverse predictability. Overlapping area represents the amount of predictability between Baozun time series from 24th of March 2024 to 8th of April 2024 and 8th of April 2024 to 23rd of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Baozun Inc price movement. The serial correlation of -0.01 indicates that just 1.0% of current Baozun price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Baozun Inc lagged returns against current returns
Autocorrelation, which is Baozun 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 Baozun's stock expected returns. We can calculate the autocorrelation of Baozun returns to help us make a trade decision. For example, suppose you find that Baozun 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Baozun 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 Baozun stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Baozun stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Baozun stock over time.
Current vs Lagged Prices |
| Timeline |
Baozun Lagged Returns
When evaluating Baozun's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Baozun stock have on its future price. Baozun 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, Baozun autocorrelation shows the relationship between Baozun stock current value and its past values and can show if there is a momentum factor associated with investing in Baozun Inc.
Regressed Prices |
| Timeline |
Pair Trading with Baozun
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 Baozun 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 Baozun will appreciate offsetting losses from the drop in the long position's value.Moving against Baozun Stock
| 0.41 | BIG | Big Lots Downward Rally | PairCorr |
The ability to find closely correlated positions to Baozun could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Baozun 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 Baozun - 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 Baozun Inc to buy it.
The correlation of Baozun is a statistical measure of how it moves in relation to other instruments. 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 Baozun moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Baozun Inc 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 Baozun 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.Check out Baozun Correlation, Baozun Volatility and Baozun Alpha and Beta module to complement your research on Baozun. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
Complementary Tools for Baozun Stock analysis
When running Baozun's price analysis, check to measure Baozun'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 Baozun is operating at the current time. Most of Baozun's value examination focuses on studying past and present price action to predict the probability of Baozun's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Baozun's price. Additionally, you may evaluate how the addition of Baozun to your portfolios can decrease your overall portfolio volatility.
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Baozun 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.