Bbai Wt Stock Market Value
| BBAI-WT Stock | 0.73 0.18 19.78% |
| Symbol | BBAI |
BBAI WT Price To Book Ratio
BBAI WT '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 BBAI WT'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 BBAI WT.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in BBAI WT on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding BBAI WT or generate 0.0% return on investment in BBAI WT over 720 days. BBAI WT is related to or competes with Copa Holdings, United Airlines, Delta Air, SkyWest, and Allegiant Travel. BBAI WT is entity of United States. It is traded as Stock on US exchange. More
BBAI WT 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 BBAI WT'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 BBAI WT upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.69 | |||
| Information Ratio | 0.2223 | |||
| Maximum Drawdown | 72.77 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 40.0 |
BBAI WT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BBAI WT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BBAI WT's standard deviation. In reality, there are many statistical measures that can use BBAI WT historical prices to predict the future BBAI WT's volatility.| Risk Adjusted Performance | 0.1762 | |||
| Jensen Alpha | 3.56 | |||
| Total Risk Alpha | 1.39 | |||
| Sortino Ratio | 0.2989 | |||
| Treynor Ratio | 10.1 |
BBAI WT Backtested Returns
BBAI WT is out of control given 3 months investment horizon. BBAI WT retains Efficiency (Sharpe Ratio) of 0.23, which signifies that the company had a 0.23% return per unit of risk 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 3.66% are justified by taking the suggested risk. Use BBAI WT coefficient of variation of 435.85, and Market Risk Adjusted Performance of 10.11 to evaluate company specific risk that cannot be diversified away. BBAI WT holds a performance score of 17 on a scale of zero to a hundred. The firm owns a Beta (Systematic Risk) of 0.36, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BBAI WT's returns are expected to increase less than the market. However, during the bear market, the loss of holding BBAI WT is expected to be smaller as well. Use BBAI WT semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to analyze future returns on BBAI WT.
Auto-correlation | -0.16 |
Insignificant reverse predictability
BBAI WT has insignificant reverse predictability. Overlapping area represents the amount of predictability between BBAI WT time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th of December 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 BBAI WT price movement. The serial correlation of -0.16 indicates that over 16.0% of current BBAI WT price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
BBAI WT lagged returns against current returns
Autocorrelation, which is BBAI WT 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 BBAI WT's stock expected returns. We can calculate the autocorrelation of BBAI WT returns to help us make a trade decision. For example, suppose you find that BBAI WT 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 |
BBAI WT 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 BBAI WT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BBAI WT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BBAI WT stock over time.
Current vs Lagged Prices |
| Timeline |
BBAI WT Lagged Returns
When evaluating BBAI WT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BBAI WT stock have on its future price. BBAI WT 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, BBAI WT autocorrelation shows the relationship between BBAI WT stock current value and its past values and can show if there is a momentum factor associated with investing in BBAI WT.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for BBAI Stock Analysis
When running BBAI WT's price analysis, check to measure BBAI WT'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 BBAI WT is operating at the current time. Most of BBAI WT's value examination focuses on studying past and present price action to predict the probability of BBAI WT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BBAI WT's price. Additionally, you may evaluate how the addition of BBAI WT to your portfolios can decrease your overall portfolio volatility.