Bbx Capital Stock Market Value
| BBXIA Stock | USD 7.72 0.03 0.39% |
| Symbol | BBX |
BBX Capital '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 BBX Capital's otc 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 BBX Capital.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in BBX Capital on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding BBX Capital or generate 0.0% return on investment in BBX Capital over 30 days. BBX Capital is related to or competes with Ameritrans Capital, Elysee Development, AGF Management, Azimut Holding, and Flow Capital. BBX Capital, Inc., together with its subsidiaries, engages in the acquisition, development, construction, ownership, fin... More
BBX Capital 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 BBX Capital's otc 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 BBX Capital upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.45) | |||
| Maximum Drawdown | 2.76 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 0.6485 |
BBX Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BBX Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BBX Capital's standard deviation. In reality, there are many statistical measures that can use BBX Capital historical prices to predict the future BBX Capital's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (9.36) |
BBX Capital Backtested Returns
BBX Capital secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the company had a -0.15% return per unit of volatility over the last 3 months. BBX Capital exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BBX Capital's Mean Deviation of 0.3246, market risk adjusted performance of (9.35), and Variance of 0.241 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0107, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BBX Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding BBX Capital is expected to be smaller as well. At this point, BBX Capital has a negative expected return of -0.0701%. Please make sure to confirm BBX Capital's daily balance of power, and the relationship between the skewness and day typical price , to decide if BBX Capital performance from the past will be repeated in the future.
Auto-correlation | -0.24 |
Weak reverse predictability
BBX Capital has weak reverse predictability. Overlapping area represents the amount of predictability between BBX Capital time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 BBX Capital price movement. The serial correlation of -0.24 indicates that over 24.0% of current BBX Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BBX Capital lagged returns against current returns
Autocorrelation, which is BBX Capital otc 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 BBX Capital's otc stock expected returns. We can calculate the autocorrelation of BBX Capital returns to help us make a trade decision. For example, suppose you find that BBX Capital has exhibited high autocorrelation historically, and you observe that the otc 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 |
BBX Capital 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 BBX Capital otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BBX Capital otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BBX Capital otc stock over time.
Current vs Lagged Prices |
| Timeline |
BBX Capital Lagged Returns
When evaluating BBX Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BBX Capital otc stock have on its future price. BBX Capital 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, BBX Capital autocorrelation shows the relationship between BBX Capital otc stock current value and its past values and can show if there is a momentum factor associated with investing in BBX Capital.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in BBX OTC Stock
BBX Capital financial ratios help investors to determine whether BBX OTC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in BBX with respect to the benefits of owning BBX Capital security.