Blue Ant Media Stock Market Value
| BAMI Stock | 7.93 0.08 1.02% |
| Symbol | Blue |
Blue Ant '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 Ant'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 Ant.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Blue Ant on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Blue Ant Media or generate 0.0% return on investment in Blue Ant over 30 days. Blue Ant is related to or competes with Leons Furniture, Tree Island, Western Investment, Profound Medical, and Atrium Mortgage. Blue Ant is entity of Canada. It is traded as Stock on TO exchange. More
Blue Ant 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 Ant'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 Ant Media upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.07 | |||
| Information Ratio | 0.1065 | |||
| Maximum Drawdown | 24.39 | |||
| Value At Risk | (3.78) | |||
| Potential Upside | 6.67 |
Blue Ant Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blue Ant's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blue Ant's standard deviation. In reality, there are many statistical measures that can use Blue Ant historical prices to predict the future Blue Ant's volatility.| Risk Adjusted Performance | 0.0976 | |||
| Jensen Alpha | 0.5994 | |||
| Total Risk Alpha | 0.096 | |||
| Sortino Ratio | 0.1349 | |||
| Treynor Ratio | (0.30) |
Blue Ant Media Backtested Returns
Blue Ant appears to be slightly risky, given 3 months investment horizon. Blue Ant Media secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18 % return per unit of risk over the last 3 months. By analyzing Blue Ant's technical indicators, you can evaluate if the expected return of 0.68% is justified by implied risk. Please makes use of Blue Ant's Mean Deviation of 2.43, downside deviation of 3.07, and Risk Adjusted Performance of 0.0976 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Blue Ant holds a performance score of 13. The firm shows a Beta (market volatility) of -1.63, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Blue Ant are expected to decrease by larger amounts. On the other hand, during market turmoil, Blue Ant is expected to outperform it. Please check Blue Ant's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Blue Ant's price patterns will revert.
Auto-correlation | -0.25 |
Weak reverse predictability
Blue Ant Media has weak reverse predictability. Overlapping area represents the amount of predictability between Blue Ant time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Ant Media price movement. The serial correlation of -0.25 indicates that over 25.0% of current Blue Ant price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Blue Ant Media lagged returns against current returns
Autocorrelation, which is Blue Ant 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 Ant's stock expected returns. We can calculate the autocorrelation of Blue Ant returns to help us make a trade decision. For example, suppose you find that Blue Ant 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 Ant 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 Ant stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blue Ant stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blue Ant stock over time.
Current vs Lagged Prices |
| Timeline |
Blue Ant Lagged Returns
When evaluating Blue Ant's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blue Ant stock have on its future price. Blue Ant 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 Ant autocorrelation shows the relationship between Blue Ant stock current value and its past values and can show if there is a momentum factor associated with investing in Blue Ant Media.
Regressed Prices |
| Timeline |
Pair Trading with Blue Ant
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 Blue Ant 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 Blue Ant will appreciate offsetting losses from the drop in the long position's value.Moving against Blue Stock
| 0.77 | WILD | WildBrain | PairCorr |
| 0.43 | DIS | Walt Disney | PairCorr |
| 0.41 | CJR-B | Corus Entertainment | PairCorr |
| 0.36 | NFLX | Netflix Inc CDR | PairCorr |
The ability to find closely correlated positions to Blue Ant could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Blue Ant 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 Blue Ant - 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 Blue Ant Media to buy it.
The correlation of Blue Ant 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 Blue Ant moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Blue Ant Media 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 Blue Ant 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.Other Information on Investing in Blue Stock
Blue Ant financial ratios help investors to determine whether Blue 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 Blue with respect to the benefits of owning Blue Ant security.