Bass Oil (Australia) Market Value
| BAS Stock | 0.05 0 3.64% |
| Symbol | Bass |
Bass Oil '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 Bass Oil'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 Bass Oil.
| 10/17/2025 |
| 01/15/2026 |
If you would invest 0.00 in Bass Oil on October 17, 2025 and sell it all today you would earn a total of 0.00 from holding Bass Oil or generate 0.0% return on investment in Bass Oil over 90 days. Bass Oil is related to or competes with Westpac Banking, and Abacus Storage. Bass Oil is entity of Australia. It is traded as Stock on AU exchange. More
Bass Oil 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 Bass Oil'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 Bass Oil upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.62 | |||
| Information Ratio | 0.0905 | |||
| Maximum Drawdown | 110.9 | |||
| Value At Risk | (8.57) | |||
| Potential Upside | 9.09 |
Bass Oil Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bass Oil's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bass Oil's standard deviation. In reality, there are many statistical measures that can use Bass Oil historical prices to predict the future Bass Oil's volatility.| Risk Adjusted Performance | 0.0798 | |||
| Jensen Alpha | 1.56 | |||
| Total Risk Alpha | (0.76) | |||
| Sortino Ratio | 0.1807 | |||
| Treynor Ratio | (0.57) |
Bass Oil Backtested Returns
Bass Oil is out of control given 3 months investment horizon. Bass Oil secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1 % return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.42% are justified by taking the suggested risk. Use Bass Oil Risk Adjusted Performance of 0.0798, downside deviation of 6.62, and Mean Deviation of 5.95 to evaluate company specific risk that cannot be diversified away. Bass Oil holds a performance score of 8 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -2.29, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Bass Oil are expected to decrease by larger amounts. On the other hand, during market turmoil, Bass Oil is expected to outperform it. Use Bass Oil jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to analyze future returns on Bass Oil.
Auto-correlation | 0.06 |
Virtually no predictability
Bass Oil has virtually no predictability. Overlapping area represents the amount of predictability between Bass Oil time series from 17th of October 2025 to 1st of December 2025 and 1st of December 2025 to 15th of January 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 Bass Oil price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Bass Oil price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bass Oil lagged returns against current returns
Autocorrelation, which is Bass Oil 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 Bass Oil's stock expected returns. We can calculate the autocorrelation of Bass Oil returns to help us make a trade decision. For example, suppose you find that Bass Oil 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 |
Bass Oil 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 Bass Oil stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bass Oil stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bass Oil stock over time.
Current vs Lagged Prices |
| Timeline |
Bass Oil Lagged Returns
When evaluating Bass Oil's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bass Oil stock have on its future price. Bass Oil 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, Bass Oil autocorrelation shows the relationship between Bass Oil stock current value and its past values and can show if there is a momentum factor associated with investing in Bass Oil.
Regressed Prices |
| Timeline |
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Additional Tools for Bass Stock Analysis
When running Bass Oil's price analysis, check to measure Bass Oil'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 Bass Oil is operating at the current time. Most of Bass Oil's value examination focuses on studying past and present price action to predict the probability of Bass Oil's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bass Oil's price. Additionally, you may evaluate how the addition of Bass Oil to your portfolios can decrease your overall portfolio volatility.