Berjaya Food (Malaysia) Market Value
| 5196 Stock | 0.37 0.01 2.63% |
| Symbol | Berjaya |
Berjaya Food '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 Berjaya Food'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 Berjaya Food.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Berjaya Food on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Berjaya Food Bhd or generate 0.0% return on investment in Berjaya Food over 30 days. Berjaya Food is related to or competes with ONETECH SOLUTIONS, Awanbiru Technology, Rubberex M, Apollo Food, Kawan Food, and Kobay Tech. More
Berjaya Food 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 Berjaya Food'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 Berjaya Food Bhd upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 23.7 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 5.56 |
Berjaya Food Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Berjaya Food's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Berjaya Food's standard deviation. In reality, there are many statistical measures that can use Berjaya Food historical prices to predict the future Berjaya Food's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.65) | |||
| Treynor Ratio | (0.31) |
Berjaya Food Bhd Backtested Returns
Berjaya Food Bhd secures Sharpe Ratio (or Efficiency) of -0.11, which signifies that the company had a -0.11 % return per unit of risk over the last 3 months. Berjaya Food Bhd exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Berjaya Food's Risk Adjusted Performance of (0.02), mean deviation of 2.89, and Standard Deviation of 4.37 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.58, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Berjaya Food's returns are expected to increase less than the market. However, during the bear market, the loss of holding Berjaya Food is expected to be smaller as well. At this point, Berjaya Food Bhd has a negative expected return of -0.44%. Please make sure to confirm Berjaya Food's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if Berjaya Food Bhd performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
Berjaya Food Bhd has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Berjaya Food time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 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 Berjaya Food Bhd price movement. The serial correlation of -0.71 indicates that around 71.0% of current Berjaya Food price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Berjaya Food Bhd lagged returns against current returns
Autocorrelation, which is Berjaya Food 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 Berjaya Food's stock expected returns. We can calculate the autocorrelation of Berjaya Food returns to help us make a trade decision. For example, suppose you find that Berjaya Food 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 |
Berjaya Food 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 Berjaya Food stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Berjaya Food stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Berjaya Food stock over time.
Current vs Lagged Prices |
| Timeline |
Berjaya Food Lagged Returns
When evaluating Berjaya Food's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Berjaya Food stock have on its future price. Berjaya Food 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, Berjaya Food autocorrelation shows the relationship between Berjaya Food stock current value and its past values and can show if there is a momentum factor associated with investing in Berjaya Food Bhd.
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.Other Information on Investing in Berjaya Stock
Berjaya Food financial ratios help investors to determine whether Berjaya 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 Berjaya with respect to the benefits of owning Berjaya Food security.