Baltic Sea (Norway) Market Value
| BALT Stock | NOK 50.00 6.60 15.21% |
| Symbol | Baltic |
Baltic Sea '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 Baltic Sea'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 Baltic Sea.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Baltic Sea on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Baltic Sea Properties or generate 0.0% return on investment in Baltic Sea over 720 days. Baltic Sea is related to or competes with Entra ASA, and Selvaag Bolig. Baltic Sea Properties AS, together with its subsidiaries, engages in the commercial real estate business in the Baltics More
Baltic Sea 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 Baltic Sea'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 Baltic Sea Properties upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 15.51 |
Baltic Sea Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Baltic Sea's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Baltic Sea's standard deviation. In reality, there are many statistical measures that can use Baltic Sea historical prices to predict the future Baltic Sea's volatility.| Risk Adjusted Performance | 0.0254 | |||
| Jensen Alpha | 0.0696 | |||
| Total Risk Alpha | (0.36) | |||
| Treynor Ratio | (0.32) |
Baltic Sea Properties Backtested Returns
As of now, Baltic Stock is very steady. Baltic Sea Properties secures Sharpe Ratio (or Efficiency) of 0.0244, which signifies that the company had a 0.0244% return per unit of risk over the last 3 months. We have found nineteen technical indicators for Baltic Sea Properties, which you can use to evaluate the volatility of the firm. Please confirm Baltic Sea's Mean Deviation of 0.5809, standard deviation of 2.46, and Risk Adjusted Performance of 0.0254 to double-check if the risk estimate we provide is consistent with the expected return of 0.0606%. Baltic Sea has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Baltic Sea are expected to decrease at a much lower rate. During the bear market, Baltic Sea is likely to outperform the market. Baltic Sea Properties right now shows a risk of 2.48%. Please confirm Baltic Sea Properties jensen alpha, skewness, and the relationship between the information ratio and total risk alpha , to decide if Baltic Sea Properties will be following its price patterns.
Auto-correlation | 0.14 |
Insignificant predictability
Baltic Sea Properties has insignificant predictability. Overlapping area represents the amount of predictability between Baltic Sea time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd 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 Baltic Sea Properties price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Baltic Sea price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 3.2 |
Baltic Sea Properties lagged returns against current returns
Autocorrelation, which is Baltic Sea 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 Baltic Sea's stock expected returns. We can calculate the autocorrelation of Baltic Sea returns to help us make a trade decision. For example, suppose you find that Baltic Sea 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 |
Baltic Sea 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 Baltic Sea stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Baltic Sea stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Baltic Sea stock over time.
Current vs Lagged Prices |
| Timeline |
Baltic Sea Lagged Returns
When evaluating Baltic Sea's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Baltic Sea stock have on its future price. Baltic Sea 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, Baltic Sea autocorrelation shows the relationship between Baltic Sea stock current value and its past values and can show if there is a momentum factor associated with investing in Baltic Sea Properties.
Regressed Prices |
| Timeline |
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Baltic Sea financial ratios help investors to determine whether Baltic 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 Baltic with respect to the benefits of owning Baltic Sea security.