Baba Farid (Pakistan) Market Value
| BAFS Stock | 239.60 9.19 3.69% |
| Symbol | Baba |
Baba Farid '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 Baba Farid'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 Baba Farid.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Baba Farid on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Baba Farid Sugar or generate 0.0% return on investment in Baba Farid over 90 days.
Baba Farid 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 Baba Farid'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 Baba Farid Sugar upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 16.1 | |||
| Value At Risk | (5.98) | |||
| Potential Upside | 7.26 |
Baba Farid Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Baba Farid's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Baba Farid's standard deviation. In reality, there are many statistical measures that can use Baba Farid historical prices to predict the future Baba Farid's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | (0.11) |
Baba Farid February 15, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.02) | |||
| Market Risk Adjusted Performance | (0.1) | |||
| Mean Deviation | 3.19 | |||
| Coefficient Of Variation | (3,012) | |||
| Standard Deviation | 4.06 | |||
| Variance | 16.5 | |||
| Information Ratio | (0.05) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | (0.11) | |||
| Maximum Drawdown | 16.1 | |||
| Value At Risk | (5.98) | |||
| Potential Upside | 7.26 | |||
| Skewness | 0.5188 | |||
| Kurtosis | (0.24) |
Baba Farid Sugar Backtested Returns
At this point, Baba Farid is very steady. Baba Farid Sugar secures Sharpe Ratio (or Efficiency) of 0.0103, which signifies that the company had a 0.0103 % return per unit of standard deviation over the last 3 months. We have found twenty-three technical indicators for Baba Farid Sugar, which you can use to evaluate the volatility of the firm. Please confirm Baba Farid's mean deviation of 3.19, and Risk Adjusted Performance of (0.02) to double-check if the risk estimate we provide is consistent with the expected return of 0.0413%. The firm shows a Beta (market volatility) of 1.34, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Baba Farid will likely underperform. Baba Farid Sugar right now shows a risk of 4.0%. Please confirm Baba Farid Sugar coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Baba Farid Sugar will be following its price patterns.
Auto-correlation | -0.55 |
Good reverse predictability
Baba Farid Sugar has good reverse predictability. Overlapping area represents the amount of predictability between Baba Farid time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Baba Farid Sugar price movement. The serial correlation of -0.55 indicates that about 55.0% of current Baba Farid price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 292.04 |
Pair Trading with Baba Farid
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Baba Farid position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Baba Farid will appreciate offsetting losses from the drop in the long position's value.Moving against Baba Stock
The ability to find closely correlated positions to Baba Farid could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Baba Farid when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Baba Farid - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Baba Farid Sugar to buy it.
The correlation of Baba Farid is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Baba Farid moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Baba Farid Sugar moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Baba Farid can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.