Barry Callebaut (Switzerland) Market Value
| BARN Stock | CHF 1,334 12.00 0.89% |
| Symbol | Barry |
Barry Callebaut '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 Barry Callebaut'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 Barry Callebaut.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Barry Callebaut on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Barry Callebaut AG or generate 0.0% return on investment in Barry Callebaut over 510 days. Barry Callebaut is related to or competes with Santhera Pharmaceuticals, Newron Pharmaceuticals, Basilea Pharmaceutica, Evolva Holding, and COSMO Pharmaceuticals. Barry Callebaut AG, together with its subsidiaries, manufactures and sells cocoa and chocolate products More
Barry Callebaut 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 Barry Callebaut'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 Barry Callebaut AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 14.26 | |||
| Value At Risk | (1.99) | |||
| Potential Upside | 2.33 |
Barry Callebaut Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Barry Callebaut's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Barry Callebaut's standard deviation. In reality, there are many statistical measures that can use Barry Callebaut historical prices to predict the future Barry Callebaut's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | (0.13) |
Barry Callebaut AG Backtested Returns
Barry Callebaut AG secures Sharpe Ratio (or Efficiency) of -0.0109, which signifies that the company had a -0.0109% return per unit of risk over the last 3 months. Barry Callebaut AG exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Barry Callebaut's Mean Deviation of 1.09, standard deviation of 1.75, and Risk Adjusted Performance of (0.01) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.3, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Barry Callebaut's returns are expected to increase less than the market. However, during the bear market, the loss of holding Barry Callebaut is expected to be smaller as well. At this point, Barry Callebaut AG has a negative expected return of -0.0193%. Please make sure to confirm Barry Callebaut's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Barry Callebaut AG performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.39 |
Poor reverse predictability
Barry Callebaut AG has poor reverse predictability. Overlapping area represents the amount of predictability between Barry Callebaut time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th 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 Barry Callebaut AG price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Barry Callebaut price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 9709.59 |
Barry Callebaut AG lagged returns against current returns
Autocorrelation, which is Barry Callebaut 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 Barry Callebaut's stock expected returns. We can calculate the autocorrelation of Barry Callebaut returns to help us make a trade decision. For example, suppose you find that Barry Callebaut 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 |
Barry Callebaut 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 Barry Callebaut stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Barry Callebaut stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Barry Callebaut stock over time.
Current vs Lagged Prices |
| Timeline |
Barry Callebaut Lagged Returns
When evaluating Barry Callebaut's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Barry Callebaut stock have on its future price. Barry Callebaut 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, Barry Callebaut autocorrelation shows the relationship between Barry Callebaut stock current value and its past values and can show if there is a momentum factor associated with investing in Barry Callebaut AG.
Regressed Prices |
| Timeline |
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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.Additional Tools for Barry Stock Analysis
When running Barry Callebaut's price analysis, check to measure Barry Callebaut'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 Barry Callebaut is operating at the current time. Most of Barry Callebaut's value examination focuses on studying past and present price action to predict the probability of Barry Callebaut's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Barry Callebaut's price. Additionally, you may evaluate how the addition of Barry Callebaut to your portfolios can decrease your overall portfolio volatility.