Bawat Water (Sweden) Market Value
| BAWAT Stock | 1.07 0.17 18.89% |
| Symbol | Bawat |
Bawat Water '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 Bawat Water'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 Bawat Water.
| 12/03/2023 |
| 11/27/2024 |
If you would invest 0.00 in Bawat Water on December 3, 2023 and sell it all today you would earn a total of 0.00 from holding Bawat Water Technologies or generate 0.0% return on investment in Bawat Water over 360 days. Bawat Water is related to or competes with Investment, Viaplay Group, Zenicor Medical, OptiCept Technologies, and Lohilo Foods. More
Bawat Water 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 Bawat Water'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 Bawat Water Technologies upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 50.16 | |||
| Value At Risk | (15.17) | |||
| Potential Upside | 17.26 |
Bawat Water Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bawat Water's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bawat Water's standard deviation. In reality, there are many statistical measures that can use Bawat Water historical prices to predict the future Bawat Water's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.39) | |||
| Total Risk Alpha | (1.76) | |||
| Treynor Ratio | (0.39) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bawat Water's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Bawat Water Technologies Backtested Returns
Currently, Bawat Water Technologies is out of control. Bawat Water Technologies secures Sharpe Ratio (or Efficiency) of 0.0098, which signifies that the company had a 0.0098% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Bawat Water Technologies, which you can use to evaluate the volatility of the firm. Please confirm Bawat Water's Standard Deviation of 9.45, mean deviation of 5.86, and Risk Adjusted Performance of (0.01) to double-check if the risk estimate we provide is consistent with the expected return of 0.097%. The firm shows a Beta (market volatility) of 0.77, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bawat Water's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bawat Water is expected to be smaller as well. Bawat Water Technologies right now shows a risk of 9.88%. Please confirm Bawat Water Technologies total risk alpha, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if Bawat Water Technologies will be following its price patterns.
Auto-correlation | 0.34 |
Below average predictability
Bawat Water Technologies has below average predictability. Overlapping area represents the amount of predictability between Bawat Water time series from 3rd of December 2023 to 31st of May 2024 and 31st of May 2024 to 27th 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 Bawat Water Technologies price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Bawat Water price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Bawat Water Technologies lagged returns against current returns
Autocorrelation, which is Bawat Water 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 Bawat Water's stock expected returns. We can calculate the autocorrelation of Bawat Water returns to help us make a trade decision. For example, suppose you find that Bawat Water 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 |
Bawat Water 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 Bawat Water stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bawat Water stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bawat Water stock over time.
Current vs Lagged Prices |
| Timeline |
Bawat Water Lagged Returns
When evaluating Bawat Water's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bawat Water stock have on its future price. Bawat Water 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, Bawat Water autocorrelation shows the relationship between Bawat Water stock current value and its past values and can show if there is a momentum factor associated with investing in Bawat Water Technologies.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Bawat Stock Analysis
When running Bawat Water's price analysis, check to measure Bawat Water'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 Bawat Water is operating at the current time. Most of Bawat Water's value examination focuses on studying past and present price action to predict the probability of Bawat Water's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bawat Water's price. Additionally, you may evaluate how the addition of Bawat Water to your portfolios can decrease your overall portfolio volatility.