Baron Capital Stock Market Value
| BCAP Stock | USD 0.0003 0.0002 200.00% |
| Symbol | Baron |
Baron 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 Baron Capital's pink sheet 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 Baron Capital.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Baron Capital on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Baron Capital or generate 0.0% return on investment in Baron Capital over 30 days. Baron Capital is related to or competes with Guangdong Investment, MGIC Investment, Canlan Ice, RLX Technology, Molson Coors, PepsiCo, and Turning Point. Baron Capital Enterprise, Inc., through its subsidiaries, provides stock transfer agency services in Florida More
Baron 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 Baron Capital's pink sheet 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 Baron Capital upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1037 | |||
| Maximum Drawdown | 150.0 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 33.33 |
Baron Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Baron Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Baron Capital's standard deviation. In reality, there are many statistical measures that can use Baron Capital historical prices to predict the future Baron Capital's volatility.| Risk Adjusted Performance | 0.0922 | |||
| Jensen Alpha | 3.93 | |||
| Total Risk Alpha | (1.43) | |||
| Treynor Ratio | (1.01) |
Baron Capital Backtested Returns
Baron Capital is out of control given 3 months investment horizon. Baron Capital secures Sharpe Ratio (or Efficiency) of 0.0942, which signifies that the company had a 0.0942% return per unit of risk over the last 3 months. We were able to analyze twenty-three different technical indicators, which can help you to evaluate if expected returns of 3.13% are justified by taking the suggested risk. Use Baron Capital Risk Adjusted Performance of 0.0922, mean deviation of 12.7, and Standard Deviation of 32.88 to evaluate company specific risk that cannot be diversified away. Baron Capital holds a performance score of 7 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -3.48, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Baron Capital are expected to decrease by larger amounts. On the other hand, during market turmoil, Baron Capital is expected to outperform it. Use Baron Capital potential upside, as well as the relationship between the daily balance of power and market facilitation index , to analyze future returns on Baron Capital.
Auto-correlation | 0.46 |
Average predictability
Baron Capital has average predictability. Overlapping area represents the amount of predictability between Baron Capital time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Baron Capital price movement. The serial correlation of 0.46 indicates that about 46.0% of current Baron Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Baron Capital lagged returns against current returns
Autocorrelation, which is Baron Capital pink sheet'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 Baron Capital's pink sheet expected returns. We can calculate the autocorrelation of Baron Capital returns to help us make a trade decision. For example, suppose you find that Baron Capital has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Baron 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 Baron Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Baron Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Baron Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Baron Capital Lagged Returns
When evaluating Baron Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Baron Capital pink sheet have on its future price. Baron 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, Baron Capital autocorrelation shows the relationship between Baron Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Baron Capital.
Regressed Prices |
| Timeline |
Pair Trading with Baron Capital
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Baron Capital position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Baron Capital will appreciate offsetting losses from the drop in the long position's value.Moving against Baron Pink Sheet
| 0.67 | VRT | Vertiv Holdings | PairCorr |
| 0.66 | MA | Mastercard | PairCorr |
| 0.64 | MRVGF | Mirvac Group | PairCorr |
| 0.59 | CHH | Choice Hotels Intern | PairCorr |
| 0.57 | PYPL | PayPal Holdings Aggressive Push | PairCorr |
The ability to find closely correlated positions to Baron Capital could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Baron Capital when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Baron Capital - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Baron Capital to buy it.
The correlation of Baron Capital is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Baron Capital moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Baron Capital moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Baron Capital can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Baron Pink Sheet Analysis
When running Baron Capital's price analysis, check to measure Baron Capital'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 Baron Capital is operating at the current time. Most of Baron Capital's value examination focuses on studying past and present price action to predict the probability of Baron Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Baron Capital's price. Additionally, you may evaluate how the addition of Baron Capital to your portfolios can decrease your overall portfolio volatility.