Société BIC (UK) Market Value
| 0MGP Stock | 59.75 0.25 0.42% |
| Symbol | Société |
Société BIC '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 Société BIC'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 Société BIC.
| 02/07/2025 |
| 03/09/2025 |
If you would invest 0.00 in Société BIC on February 7, 2025 and sell it all today you would earn a total of 0.00 from holding Socit BIC SA or generate 0.0% return on investment in Société BIC over 30 days. Société BIC is related to or competes with Fidelity National, Primary Health, CVS Health, Air Products, Datagroup, Eco Animal, and Optima Health. Socit BIC is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Société BIC 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 Société BIC'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 Socit BIC SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0084 | |||
| Maximum Drawdown | 5.97 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.72 |
Société BIC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Société BIC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Société BIC's standard deviation. In reality, there are many statistical measures that can use Société BIC historical prices to predict the future Société BIC's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | 0.0314 | |||
| Treynor Ratio | (0.20) |
Socit BIC SA Backtested Returns
Socit BIC SA owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0429, which indicates the firm had a -0.0429 % return per unit of risk over the last 3 months. Socit BIC SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Société BIC's Variance of 1.06, risk adjusted performance of (0.04), and Coefficient Of Variation of (1,815) to confirm the risk estimate we provide. The entity has a beta of 0.33, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Société BIC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Société BIC is expected to be smaller as well. At this point, Socit BIC SA has a negative expected return of -0.0446%. Please make sure to validate Société BIC's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Socit BIC SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.5 |
Modest reverse predictability
Socit BIC SA has modest reverse predictability. Overlapping area represents the amount of predictability between Société BIC time series from 7th of February 2025 to 22nd of February 2025 and 22nd of February 2025 to 9th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Socit BIC SA price movement. The serial correlation of -0.5 indicates that about 50.0% of current Société BIC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
Socit BIC SA lagged returns against current returns
Autocorrelation, which is Société BIC 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 Société BIC's stock expected returns. We can calculate the autocorrelation of Société BIC returns to help us make a trade decision. For example, suppose you find that Société BIC 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 |
Société BIC 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 Société BIC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Société BIC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Société BIC stock over time.
Current vs Lagged Prices |
| Timeline |
Société BIC Lagged Returns
When evaluating Société BIC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Société BIC stock have on its future price. Société BIC 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, Société BIC autocorrelation shows the relationship between Société BIC stock current value and its past values and can show if there is a momentum factor associated with investing in Socit BIC SA.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Société Stock Analysis
When running Société BIC's price analysis, check to measure Société BIC'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 Société BIC is operating at the current time. Most of Société BIC's value examination focuses on studying past and present price action to predict the probability of Société BIC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Société BIC's price. Additionally, you may evaluate how the addition of Société BIC to your portfolios can decrease your overall portfolio volatility.