Baic Motor Stock Market Value
| BCCMY Stock | USD 2.46 0.00 0.00% |
| Symbol | BAIC |
BAIC MotorLimited '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 BAIC MotorLimited'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 BAIC MotorLimited.
| 01/01/2025 |
| 12/27/2025 |
If you would invest 0.00 in BAIC MotorLimited on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding BAIC Motor or generate 0.0% return on investment in BAIC MotorLimited over 360 days. BAIC MotorLimited is related to or competes with Hino Motors, Hino Motors, Xtep International, and Puregold Price. BAIC Motor Corporation Limited, together with its subsidiaries, manufactures and sells passenger vehicles in the Peoples... More
BAIC MotorLimited 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 BAIC MotorLimited'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 BAIC Motor upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 10.34 |
BAIC MotorLimited Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BAIC MotorLimited's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BAIC MotorLimited's standard deviation. In reality, there are many statistical measures that can use BAIC MotorLimited historical prices to predict the future BAIC MotorLimited's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | 1.52 |
BAIC MotorLimited Backtested Returns
BAIC MotorLimited secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the company had a -0.12 % return per unit of return volatility over the last 3 months. BAIC Motor exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BAIC MotorLimited's Standard Deviation of 1.43, variance of 2.03, and Mean Deviation of 0.4622 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BAIC MotorLimited are expected to decrease at a much lower rate. During the bear market, BAIC MotorLimited is likely to outperform the market. At this point, BAIC MotorLimited has a negative expected return of -0.0828%. Please make sure to confirm BAIC MotorLimited's coefficient of variation and skewness , to decide if BAIC MotorLimited performance from the past will be repeated at some future date.
Auto-correlation | 0.70 |
Good predictability
BAIC Motor has good predictability. Overlapping area represents the amount of predictability between BAIC MotorLimited time series from 1st of January 2025 to 30th of June 2025 and 30th of June 2025 to 27th of December 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 BAIC MotorLimited price movement. The serial correlation of 0.7 indicates that around 70.0% of current BAIC MotorLimited price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
BAIC MotorLimited lagged returns against current returns
Autocorrelation, which is BAIC MotorLimited 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 BAIC MotorLimited's pink sheet expected returns. We can calculate the autocorrelation of BAIC MotorLimited returns to help us make a trade decision. For example, suppose you find that BAIC MotorLimited 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 |
BAIC MotorLimited 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 BAIC MotorLimited pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BAIC MotorLimited pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BAIC MotorLimited pink sheet over time.
Current vs Lagged Prices |
| Timeline |
BAIC MotorLimited Lagged Returns
When evaluating BAIC MotorLimited's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BAIC MotorLimited pink sheet have on its future price. BAIC MotorLimited 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, BAIC MotorLimited autocorrelation shows the relationship between BAIC MotorLimited pink sheet current value and its past values and can show if there is a momentum factor associated with investing in BAIC Motor.
Regressed Prices |
| Timeline |
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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.Additional Tools for BAIC Pink Sheet Analysis
When running BAIC MotorLimited's price analysis, check to measure BAIC MotorLimited'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 BAIC MotorLimited is operating at the current time. Most of BAIC MotorLimited's value examination focuses on studying past and present price action to predict the probability of BAIC MotorLimited's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BAIC MotorLimited's price. Additionally, you may evaluate how the addition of BAIC MotorLimited to your portfolios can decrease your overall portfolio volatility.