Blue Acquisition Corp Stock Market Value
| BACC Stock | 10.25 0.04 0.39% |
| Symbol | Blue |
Is Diversified Capital Markets space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Blue Acquisition. If investors know Blue will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Blue Acquisition listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Blue Acquisition Corp is measured differently than its book value, which is the value of Blue that is recorded on the company's balance sheet. Investors also form their own opinion of Blue Acquisition's value that differs from its market value or its book value, called intrinsic value, which is Blue Acquisition's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Blue Acquisition's market value can be influenced by many factors that don't directly affect Blue Acquisition's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Blue Acquisition's value and its price as these two are different measures arrived at by different means. Investors typically determine if Blue Acquisition is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Blue Acquisition'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.
Blue Acquisition '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 Blue Acquisition'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 Blue Acquisition.
| 01/10/2024 |
| 12/30/2025 |
If you would invest 0.00 in Blue Acquisition on January 10, 2024 and sell it all today you would earn a total of 0.00 from holding Blue Acquisition Corp or generate 0.0% return on investment in Blue Acquisition over 720 days. Blue Acquisition is related to or competes with NewHold Investment, Waton Financial, Destiny Tech100, Great Elm, Newtek Business, and Oaktree Acquisition. Blue Acquisition is entity of United States More
Blue Acquisition 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 Blue Acquisition'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 Blue Acquisition Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2133 | |||
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 2.07 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.3918 |
Blue Acquisition Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blue Acquisition's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blue Acquisition's standard deviation. In reality, there are many statistical measures that can use Blue Acquisition historical prices to predict the future Blue Acquisition's volatility.| Risk Adjusted Performance | 0.0857 | |||
| Jensen Alpha | 0.0258 | |||
| Total Risk Alpha | 2.0E-4 | |||
| Sortino Ratio | (0.22) | |||
| Treynor Ratio | 0.6383 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Blue Acquisition's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Blue Acquisition Corp Backtested Returns
At this point, Blue Acquisition is very steady. Blue Acquisition Corp secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Blue Acquisition Corp, which you can use to evaluate the volatility of the firm. Please confirm Blue Acquisition's Mean Deviation of 0.1475, risk adjusted performance of 0.0857, and Coefficient Of Variation of 690.86 to double-check if the risk estimate we provide is consistent with the expected return of 0.0402%. Blue Acquisition has a performance score of 11 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0459, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blue Acquisition's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blue Acquisition is expected to be smaller as well. Blue Acquisition Corp right now shows a risk of 0.28%. Please confirm Blue Acquisition Corp treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall , to decide if Blue Acquisition Corp will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Blue Acquisition Corp has no correlation between past and present. Overlapping area represents the amount of predictability between Blue Acquisition time series from 10th of January 2024 to 4th of January 2025 and 4th of January 2025 to 30th of December 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 Blue Acquisition Corp price movement. The serial correlation of 0.0 indicates that just 0.0% of current Blue Acquisition price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Blue Acquisition Corp lagged returns against current returns
Autocorrelation, which is Blue Acquisition 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 Blue Acquisition's stock expected returns. We can calculate the autocorrelation of Blue Acquisition returns to help us make a trade decision. For example, suppose you find that Blue Acquisition 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 |
Blue Acquisition 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 Blue Acquisition stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blue Acquisition stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blue Acquisition stock over time.
Current vs Lagged Prices |
| Timeline |
Blue Acquisition Lagged Returns
When evaluating Blue Acquisition's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blue Acquisition stock have on its future price. Blue Acquisition 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, Blue Acquisition autocorrelation shows the relationship between Blue Acquisition stock current value and its past values and can show if there is a momentum factor associated with investing in Blue Acquisition Corp.
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.When determining whether Blue Acquisition Corp is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Blue Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Blue Acquisition Corp Stock. Highlighted below are key reports to facilitate an investment decision about Blue Acquisition Corp Stock:Check out Blue Acquisition Correlation, Blue Acquisition Volatility and Blue Acquisition Alpha and Beta module to complement your research on Blue Acquisition. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Blue Acquisition technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.