BAYPORT MANAGEMENT (Mauritius) Market Value
| BAYP Stock | 4.47 0.00 0.00% |
| Symbol | BAYPORT |
BAYPORT MANAGEMENT '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 BAYPORT MANAGEMENT'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 BAYPORT MANAGEMENT.
| 05/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in BAYPORT MANAGEMENT on May 9, 2023 and sell it all today you would earn a total of 0.00 from holding BAYPORT MANAGEMENT LTD or generate 0.0% return on investment in BAYPORT MANAGEMENT over 570 days.
BAYPORT MANAGEMENT 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 BAYPORT MANAGEMENT'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 BAYPORT MANAGEMENT LTD upside and downside potential and time the market with a certain degree of confidence.
BAYPORT MANAGEMENT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BAYPORT MANAGEMENT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BAYPORT MANAGEMENT's standard deviation. In reality, there are many statistical measures that can use BAYPORT MANAGEMENT historical prices to predict the future BAYPORT MANAGEMENT's volatility.BAYPORT MANAGEMENT LTD Backtested Returns
We have found three technical indicators for BAYPORT MANAGEMENT LTD, which you can use to evaluate the volatility of the entity. The firm shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and BAYPORT MANAGEMENT are completely uncorrelated.
Auto-correlation | 0.00 |
No correlation between past and present
BAYPORT MANAGEMENT LTD has no correlation between past and present. Overlapping area represents the amount of predictability between BAYPORT MANAGEMENT time series from 9th of May 2023 to 18th of February 2024 and 18th of February 2024 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 BAYPORT MANAGEMENT LTD price movement. The serial correlation of 0.0 indicates that just 0.0% of current BAYPORT MANAGEMENT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BAYPORT MANAGEMENT LTD lagged returns against current returns
Autocorrelation, which is BAYPORT MANAGEMENT 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 BAYPORT MANAGEMENT's stock expected returns. We can calculate the autocorrelation of BAYPORT MANAGEMENT returns to help us make a trade decision. For example, suppose you find that BAYPORT MANAGEMENT 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 |
BAYPORT MANAGEMENT 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 BAYPORT MANAGEMENT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BAYPORT MANAGEMENT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BAYPORT MANAGEMENT stock over time.
Current vs Lagged Prices |
| Timeline |
BAYPORT MANAGEMENT Lagged Returns
When evaluating BAYPORT MANAGEMENT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BAYPORT MANAGEMENT stock have on its future price. BAYPORT MANAGEMENT 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, BAYPORT MANAGEMENT autocorrelation shows the relationship between BAYPORT MANAGEMENT stock current value and its past values and can show if there is a momentum factor associated with investing in BAYPORT MANAGEMENT LTD.
Regressed Prices |
| Timeline |
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