Bigbearai Holdings Stock Market Value
| BBAI Stock | USD 2.45 0.26 11.87% |
| Symbol | BigBearai |
BigBearai Holdings Price To Book Ratio
Is Internet Services & Infrastructure space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of BigBearai Holdings. If investors know BigBearai will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about BigBearai Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.78) | Revenue Per Share 0.737 | Quarterly Revenue Growth 0.221 | Return On Assets (0.09) | Return On Equity (7.38) |
The market value of BigBearai Holdings is measured differently than its book value, which is the value of BigBearai that is recorded on the company's balance sheet. Investors also form their own opinion of BigBearai Holdings' value that differs from its market value or its book value, called intrinsic value, which is BigBearai Holdings' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because BigBearai Holdings' market value can be influenced by many factors that don't directly affect BigBearai Holdings' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between BigBearai Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if BigBearai Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BigBearai Holdings' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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' 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.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in BigBearai Holdings on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding BigBearai Holdings or generate 0.0% return on investment in BigBearai Holdings over 30 days. BigBearai Holdings is related to or competes with Innodata, CLPS, ARB IOT, FiscalNote Holdings, Grid Dynamics, Kyndryl Holdings, and Accenture Plc. BigBear.ai Holdings, Inc. provides artificial intelligence and machine learning for decision support 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' 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 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.79 | |||
| Information Ratio | 0.1137 | |||
| Maximum Drawdown | 28.29 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 11.36 |
BigBearai Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BigBearai Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BigBearai Holdings' standard deviation. In reality, there are many statistical measures that can use BigBearai Holdings historical prices to predict the future BigBearai Holdings' volatility.| Risk Adjusted Performance | 0.1133 | |||
| Jensen Alpha | 0.5281 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | 0.137 | |||
| Treynor Ratio | 0.3767 |
BigBearai Holdings Backtested Returns
BigBearai Holdings appears to be very risky, given 3 months investment horizon. BigBearai Holdings secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13% return per unit of standard deviation over the last 3 months. By analyzing BigBearai Holdings' technical indicators, you can evaluate if the expected return of 0.74% is justified by implied risk. Please makes use of BigBearai Holdings' mean deviation of 4.26, and Risk Adjusted Performance of 0.1133 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BigBearai Holdings holds a performance score of 10. The firm shows a Beta (market volatility) of 2.06, 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. Please check BigBearai Holdings' maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to make a quick decision on whether BigBearai Holdings' price patterns will revert.
Auto-correlation | 0.71 |
Good predictability
BigBearai Holdings has good predictability. Overlapping area represents the amount of predictability between BigBearai Holdings time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 BigBearai Holdings price movement. The serial correlation of 0.71 indicates that around 71.0% of current BigBearai Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
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' 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' 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.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether BigBearai Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of BigBearai Holdings' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Bigbearai Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Bigbearai Holdings Stock:Check out BigBearai Holdings Correlation, BigBearai Holdings Volatility and BigBearai Holdings Alpha and Beta module to complement your research on BigBearai Holdings. For more detail on how to invest in BigBearai Stock please use our How to Invest in BigBearai Holdings guide.You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
BigBearai Holdings technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.