Bfc Capital Trust Preferred Stock Market Value
| BANFP Preferred Stock | USD 25.70 0.03 0.12% |
| Symbol | BFC |
BFC Capital '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 BFC Capital's preferred 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 BFC Capital.
| 01/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in BFC Capital on January 9, 2023 and sell it all today you would earn a total of 0.00 from holding BFC Capital Trust or generate 0.0% return on investment in BFC Capital over 690 days. BFC Capital is related to or competes with Popular Capital, CHS, Wintrust Financial, and Auburn National. More
BFC Capital 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 BFC Capital's preferred 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 BFC Capital Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9199 | |||
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 4.54 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 0.9393 |
BFC Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BFC Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BFC Capital's standard deviation. In reality, there are many statistical measures that can use BFC Capital historical prices to predict the future BFC Capital's volatility.| Risk Adjusted Performance | 0.0334 | |||
| Jensen Alpha | 0.0259 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.10) | |||
| Treynor Ratio | (0.48) |
BFC Capital Trust Backtested Returns
Currently, BFC Capital Trust is very steady. BFC Capital Trust retains Efficiency (Sharpe Ratio) of 0.0305, which signifies that the company had a 0.0305% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for BFC Capital, which you can use to evaluate the volatility of the firm. Please confirm BFC Capital's market risk adjusted performance of (0.47), and Coefficient Of Variation of 2218.98 to double-check if the risk estimate we provide is consistent with the expected return of 0.021%. BFC Capital has a performance score of 2 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.0437, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BFC Capital are expected to decrease at a much lower rate. During the bear market, BFC Capital is likely to outperform the market. BFC Capital Trust at this moment owns a risk of 0.69%. Please confirm BFC Capital Trust treynor ratio, and the relationship between the coefficient of variation and semi variance , to decide if BFC Capital Trust will be following its current price history.
Auto-correlation | -0.29 |
Weak reverse predictability
BFC Capital Trust has weak reverse predictability. Overlapping area represents the amount of predictability between BFC Capital time series from 9th of January 2023 to 20th of December 2023 and 20th of December 2023 to 29th of November 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 BFC Capital Trust price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current BFC Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
BFC Capital Trust lagged returns against current returns
Autocorrelation, which is BFC Capital preferred 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 BFC Capital's preferred stock expected returns. We can calculate the autocorrelation of BFC Capital returns to help us make a trade decision. For example, suppose you find that BFC Capital has exhibited high autocorrelation historically, and you observe that the preferred 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 |
BFC Capital 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 BFC Capital preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BFC Capital preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BFC Capital preferred stock over time.
Current vs Lagged Prices |
| Timeline |
BFC Capital Lagged Returns
When evaluating BFC Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BFC Capital preferred stock have on its future price. BFC Capital 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, BFC Capital autocorrelation shows the relationship between BFC Capital preferred stock current value and its past values and can show if there is a momentum factor associated with investing in BFC Capital Trust.
Regressed Prices |
| Timeline |
Pair Trading with BFC Capital
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 BFC Capital 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 BFC Capital will appreciate offsetting losses from the drop in the long position's value.Moving against BFC Preferred Stock
| 0.57 | WBBW | Westbury Bancorp | PairCorr |
| 0.34 | TFC-PO | Truist Financial | PairCorr |
| 0.32 | WF | Woori Financial Group | PairCorr |
The ability to find closely correlated positions to BFC Capital could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace BFC Capital 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 BFC Capital - 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 BFC Capital Trust to buy it.
The correlation of BFC Capital 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 BFC Capital moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if BFC Capital Trust 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 BFC Capital 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.Additional Tools for BFC Preferred Stock Analysis
When running BFC Capital's price analysis, check to measure BFC Capital's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy BFC Capital is operating at the current time. Most of BFC Capital's value examination focuses on studying past and present price action to predict the probability of BFC Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BFC Capital's price. Additionally, you may evaluate how the addition of BFC Capital to your portfolios can decrease your overall portfolio volatility.