Bertrandt (UK) Market Value

0NYZ Stock   18.75  0.05  0.27%   
Bertrandt's market value is the price at which a share of Bertrandt trades on a public exchange. It measures the collective expectations of Bertrandt AG investors about its performance. Bertrandt is selling for under 18.75 as of the 11th of December 2024; that is 0.27 percent decrease since the beginning of the trading day. The stock's lowest day price was 18.75.
With this module, you can estimate the performance of a buy and hold strategy of Bertrandt AG and determine expected loss or profit from investing in Bertrandt over a given investment horizon. Check out Bertrandt Correlation, Bertrandt Volatility and Bertrandt Alpha and Beta module to complement your research on Bertrandt.
Symbol

Please note, there is a significant difference between Bertrandt's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bertrandt is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bertrandt'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.

Bertrandt '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 Bertrandt'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 Bertrandt.
0.00
11/11/2024
No Change 0.00  0.0 
In 31 days
12/11/2024
0.00
If you would invest  0.00  in Bertrandt on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Bertrandt AG or generate 0.0% return on investment in Bertrandt over 30 days. Bertrandt is related to or competes with Finnair Oyj, Broadcom, Norwegian Air, Sealed Air, Lindsell Train, Delta Air, and Pentair PLC. Bertrandt is entity of United Kingdom. It is traded as Stock on LSE exchange. More

Bertrandt 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 Bertrandt'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 Bertrandt AG upside and downside potential and time the market with a certain degree of confidence.

Bertrandt Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Bertrandt's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bertrandt's standard deviation. In reality, there are many statistical measures that can use Bertrandt historical prices to predict the future Bertrandt's volatility.
Hype
Prediction
LowEstimatedHigh
15.4518.0520.65
Details
Intrinsic
Valuation
LowRealHigh
12.8815.4818.08
Details
Naive
Forecast
LowNextHigh
15.5318.1320.73
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
16.9017.9519.01
Details

Bertrandt AG Backtested Returns

Bertrandt AG secures Sharpe Ratio (or Efficiency) of -0.0343, which signifies that the company had a -0.0343% return per unit of risk over the last 3 months. Bertrandt AG exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bertrandt's Risk Adjusted Performance of (0.06), standard deviation of 2.67, and Mean Deviation of 1.95 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bertrandt's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bertrandt is expected to be smaller as well. At this point, Bertrandt AG has a negative expected return of -0.0891%. Please make sure to confirm Bertrandt's jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if Bertrandt AG performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.42  

Average predictability

Bertrandt AG has average predictability. Overlapping area represents the amount of predictability between Bertrandt time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th of December 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 Bertrandt AG price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Bertrandt price fluctuation can be explain by its past prices.
Correlation Coefficient0.42
Spearman Rank Test0.57
Residual Average0.0
Price Variance0.35

Bertrandt AG lagged returns against current returns

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

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

Bertrandt Lagged Returns

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

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Additional Tools for Bertrandt Stock Analysis

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