Babcock International Group Stock Market Value
| BCKIY Stock | USD 6.86 0.26 3.94% |
| Symbol | Babcock |
Babcock International '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 Babcock International'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 Babcock International.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Babcock International on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Babcock International Group or generate 0.0% return on investment in Babcock International over 30 days. Babcock International is related to or competes with ACS Actividades, ACS Actividades, and Bouygues. Babcock International Group PLC, together with its subsidiaries, provides value-add services for aerospace, defense, and... More
Babcock International 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 Babcock International'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 Babcock International Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0071 | |||
| Maximum Drawdown | 20.65 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 4.76 |
Babcock International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Babcock International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Babcock International's standard deviation. In reality, there are many statistical measures that can use Babcock International historical prices to predict the future Babcock International's volatility.| Risk Adjusted Performance | 0.0499 | |||
| Jensen Alpha | 0.1229 | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | 1.45 |
Babcock International Backtested Returns
At this stage we consider Babcock Pink Sheet to be somewhat reliable. Babcock International secures Sharpe Ratio (or Efficiency) of 0.0573, which signifies that the company had a 0.0573% return per unit of standard deviation over the last 3 months. We have found twenty-one technical indicators for Babcock International Group, which you can use to evaluate the volatility of the firm. Please confirm Babcock International's risk adjusted performance of 0.0499, and Mean Deviation of 1.03 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. Babcock International has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0921, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Babcock International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Babcock International is expected to be smaller as well. Babcock International right now shows a risk of 2.62%. Please confirm Babcock International information ratio, as well as the relationship between the kurtosis and period momentum indicator , to decide if Babcock International will be following its price patterns.
Auto-correlation | -0.1 |
Very weak reverse predictability
Babcock International Group has very weak reverse predictability. Overlapping area represents the amount of predictability between Babcock International time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 Babcock International price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Babcock International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Babcock International lagged returns against current returns
Autocorrelation, which is Babcock International 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 Babcock International's pink sheet expected returns. We can calculate the autocorrelation of Babcock International returns to help us make a trade decision. For example, suppose you find that Babcock International 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 |
Babcock International 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 Babcock International pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Babcock International pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Babcock International pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Babcock International Lagged Returns
When evaluating Babcock International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Babcock International pink sheet have on its future price. Babcock International 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, Babcock International autocorrelation shows the relationship between Babcock International pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Babcock International Group.
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.Additional Tools for Babcock Pink Sheet Analysis
When running Babcock International's price analysis, check to measure Babcock International'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 Babcock International is operating at the current time. Most of Babcock International's value examination focuses on studying past and present price action to predict the probability of Babcock International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Babcock International's price. Additionally, you may evaluate how the addition of Babcock International to your portfolios can decrease your overall portfolio volatility.