Beazley PLC (Germany) Market Value
| 2D7 Stock | EUR 9.70 0.10 1.04% |
| Symbol | Beazley |
Beazley PLC '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 Beazley PLC'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 Beazley PLC.
| 01/26/2025 |
| 02/25/2025 |
If you would invest 0.00 in Beazley PLC on January 26, 2025 and sell it all today you would earn a total of 0.00 from holding Beazley PLC or generate 0.0% return on investment in Beazley PLC over 30 days. Beazley PLC is related to or competes with X-FAB Silicon, Taiwan Semiconductor, Tower Semiconductor, Sanyo Chemical, INDO-RAMA SYNTHETIC, Mitsui Chemicals, and Nordic Semiconductor. Beazley plc provides risk insurance and reinsurance solutions in the United States, Europe, and internationally More
Beazley PLC 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 Beazley PLC'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 Beazley PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.47 | |||
| Information Ratio | 0.0893 | |||
| Maximum Drawdown | 10.6 | |||
| Value At Risk | (3.96) | |||
| Potential Upside | 3.85 |
Beazley PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Beazley PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Beazley PLC's standard deviation. In reality, there are many statistical measures that can use Beazley PLC historical prices to predict the future Beazley PLC's volatility.| Risk Adjusted Performance | 0.0739 | |||
| Jensen Alpha | 0.1884 | |||
| Total Risk Alpha | 0.2004 | |||
| Sortino Ratio | 0.0774 | |||
| Treynor Ratio | 0.4233 |
Beazley PLC Backtested Returns
At this point, Beazley PLC is not too volatile. Beazley PLC secures Sharpe Ratio (or Efficiency) of 0.0776, which signifies that the company had a 0.0776 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Beazley PLC, which you can use to evaluate the volatility of the firm. Please confirm Beazley PLC's risk adjusted performance of 0.0739, and Mean Deviation of 1.6 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. Beazley PLC has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Beazley PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Beazley PLC is expected to be smaller as well. Beazley PLC right now shows a risk of 2.14%. Please confirm Beazley PLC semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if Beazley PLC will be following its price patterns.
Auto-correlation | -0.82 |
Excellent reverse predictability
Beazley PLC has excellent reverse predictability. Overlapping area represents the amount of predictability between Beazley PLC time series from 26th of January 2025 to 10th of February 2025 and 10th of February 2025 to 25th of February 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 Beazley PLC price movement. The serial correlation of -0.82 indicates that around 82.0% of current Beazley PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Beazley PLC lagged returns against current returns
Autocorrelation, which is Beazley PLC 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 Beazley PLC's stock expected returns. We can calculate the autocorrelation of Beazley PLC returns to help us make a trade decision. For example, suppose you find that Beazley PLC 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 |
Beazley PLC 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 Beazley PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Beazley PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Beazley PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Beazley PLC Lagged Returns
When evaluating Beazley PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Beazley PLC stock have on its future price. Beazley PLC 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, Beazley PLC autocorrelation shows the relationship between Beazley PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Beazley PLC.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Beazley Stock
Beazley PLC financial ratios help investors to determine whether Beazley Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Beazley with respect to the benefits of owning Beazley PLC security.