Bigbearai Holdings, Wt Stock Market Value
| BBAI-WT Stock | 1.11 0.18 19.35% |
| Symbol | BigBearai |
BigBearai Holdings, Price To Book Ratio
BigBearai Holdings, '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 BigBearai Holdings,'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 BigBearai Holdings,.
| 09/03/2024 |
| 01/31/2025 |
If you would invest 0.00 in BigBearai Holdings, on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding BigBearai Holdings, WT or generate 0.0% return on investment in BigBearai Holdings, over 150 days. BigBearai Holdings, is related to or competes with SoundHound, and BuzzFeed. BigBearai Holdings, is entity of United States More
BigBearai Holdings, 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 BigBearai Holdings,'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 BigBearai Holdings, WT upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 12.53 | |||
| Information Ratio | 0.2418 | |||
| Maximum Drawdown | 70.0 | |||
| Value At Risk | (18.92) | |||
| Potential Upside | 40.0 |
BigBearai Holdings, Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BigBearai Holdings,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BigBearai Holdings,'s standard deviation. In reality, there are many statistical measures that can use BigBearai Holdings, historical prices to predict the future BigBearai Holdings,'s volatility.| Risk Adjusted Performance | 0.2164 | |||
| Jensen Alpha | 3.98 | |||
| Total Risk Alpha | 2.34 | |||
| Sortino Ratio | 0.3239 | |||
| Treynor Ratio | 2.23 |
BigBearai Holdings, Backtested Returns
BigBearai Holdings, is out of control given 3 months investment horizon. BigBearai Holdings, secures Sharpe Ratio (or Efficiency) of 0.27, which signifies that the company had a 0.27 % return per unit of standard deviation over the last 3 months. We were able to interpolate and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 4.63% are justified by taking the suggested risk. Use BigBearai Holdings, risk adjusted performance of 0.2164, and Mean Deviation of 13.06 to evaluate company specific risk that cannot be diversified away. BigBearai Holdings, holds a performance score of 21 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 1.86, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, BigBearai Holdings, will likely underperform. Use BigBearai Holdings, coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to analyze future returns on BigBearai Holdings,.
Auto-correlation | 0.23 |
Weak predictability
BigBearai Holdings, WT has weak predictability. Overlapping area represents the amount of predictability between BigBearai Holdings, time series from 3rd of September 2024 to 17th of November 2024 and 17th of November 2024 to 31st of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of BigBearai Holdings, price movement. The serial correlation of 0.23 indicates that over 23.0% of current BigBearai Holdings, price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
BigBearai Holdings, lagged returns against current returns
Autocorrelation, which is BigBearai Holdings, 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 BigBearai Holdings,'s stock expected returns. We can calculate the autocorrelation of BigBearai Holdings, returns to help us make a trade decision. For example, suppose you find that BigBearai Holdings, 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 |
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BigBearai Holdings, 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 BigBearai Holdings, stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BigBearai Holdings, stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BigBearai Holdings, stock over time.
Current vs Lagged Prices |
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BigBearai Holdings, Lagged Returns
When evaluating BigBearai Holdings,'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BigBearai Holdings, stock have on its future price. BigBearai Holdings, 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, BigBearai Holdings, autocorrelation shows the relationship between BigBearai Holdings, stock current value and its past values and can show if there is a momentum factor associated with investing in BigBearai Holdings, WT.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for BigBearai Stock Analysis
When running BigBearai Holdings,'s price analysis, check to measure BigBearai Holdings,'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 BigBearai Holdings, is operating at the current time. Most of BigBearai Holdings,'s value examination focuses on studying past and present price action to predict the probability of BigBearai Holdings,'s future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BigBearai Holdings,'s price. Additionally, you may evaluate how the addition of BigBearai Holdings, to your portfolios can decrease your overall portfolio volatility.