Lululemon

Stock Earnings Yield and Price Change using P/S Ratios (Model YLD‑STK‑PS)

@SimSim 3 months ago 2 Views

This model simulates the Earnings Yield and Price Change of a stock. Future share-prices are simulated using P/S (Price-To-Sales) ratios so the earnings can be zero or negative. The excess cash are assumed to be paid out immediately as dividends.

This model only simulates a single period of earnings and share-prices. If you need to simulate multiple periods then use another model instead.

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Keywords: DEMO LULU

  • Sales (2023)
  • Net Profit Margin (2008-2023)
  • P/S (2009-2023)

2024-08-10T15:33:51.722917 image/svg+xml Matplotlib v3.9.1, https://matplotlib.org/ 8.2b 8.4b 8.6b 8.8b Sales 10% 15% 20% Profit Margin 0 5 10 P/S Ratio 0.950 0.975 1.000 1.025 1.050 Year -5% -2.5% 0% 2.5% 5% Tax-Rate Dividends -5% -2.5% 0% 2.5% 5% Tax-Rate Cap-Gains
This plot shows the probability distributions for the simulations.
2024-08-10T15:33:45.116825 image/svg+xml Matplotlib v3.9.1, https://matplotlib.org/ 2% 3% 4% 5% 6% Earnings Yield (Annualized) SimSim.Run - Aug 10-2024 (UTC) Lululemon Stock Earnings Yield and Price Change using P/S Ratios (Model YLD-STK-PS) Normal Mean 3.91% / Std 0.75% Kernel Density Estimate (KDE)
  • This histogram shows the simulated Earnings Yield, when the current share-price is USD 240.
  • Out of 100k simulation trials 100% had valid results. Outliers >10.0 IQR are removed.
2024-08-10T15:33:46.303447 image/svg+xml Matplotlib v3.9.1, https://matplotlib.org/ -100% -50% 0% 50% 100% 150% 200% 250% 300% Price Change (Annualized) SimSim.Run - Aug 10-2024 (UTC) Lululemon Stock Earnings Yield and Price Change using P/S Ratios (Model YLD-STK-PS) Prob Loss: 14% Normal Mean 64.3% / Std 63% Kernel Density Estimate (KDE)
  • This histogram shows the simulated price change, when the current share-price is USD 240.
  • Out of 100k simulation trials 100% had valid results. Outliers >10.0 IQR are removed.
2024-08-10T15:33:47.601266 image/svg+xml Matplotlib v3.9.1, https://matplotlib.org/ 150 200 250 300 350 Current Share-Price 2% 4% 6% 8% 10% Earnings Yield (Annualized) SimSim.Run - Aug 10-2024 (UTC) Lululemon Stock Earnings Yield and Price Change using P/S Ratios (Model YLD-STK-PS) Prob Loss: 0.0%
  • This 2D histogram shows how different share-prices would impact the Earnings Yield.
  • Out of 100k simulation trials 100% had valid results. Outliers >10.0 IQR are removed.
  • The x-axis shows a range of share-prices around the current share-price of USD 240, which is marked as a dashed blue line.
  • The red box at the bottom shows the probability of loss if the current share-price is USD 240.
2024-08-10T15:33:49.100400 image/svg+xml Matplotlib v3.9.1, https://matplotlib.org/ 150 200 250 300 350 Current Share-Price 0% 100% 200% 300% 400% 500% Price Change (Annualized) SimSim.Run - Aug 10-2024 (UTC) Lululemon Stock Earnings Yield and Price Change using P/S Ratios (Model YLD-STK-PS) Prob Loss: 14%
  • This 2D histogram shows how different current share-prices would impact the price change.
  • Out of 100k simulation trials 100% had valid results. Outliers >10.0 IQR are removed.
  • The x-axis shows a range of share-prices around the current share-price of USD 240, which is marked as a dashed blue line.
  • The red box at the bottom shows the probability of loss if the current share-price is USD 240.