Brack Capit (Israel) Market Value
| BCNV Stock | ILS 28,750 0.00 0.00% |
| Symbol | Brack |
Brack Capit '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 Brack Capit's 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 Brack Capit.
| 06/10/2023 |
| 12/01/2024 |
If you would invest 0.00 in Brack Capit on June 10, 2023 and sell it all today you would earn a total of 0.00 from holding Brack Capit N or generate 0.0% return on investment in Brack Capit over 540 days. Brack Capit is related to or competes with Aura Investments, Alrov Properties, GODM Investments, Ram On, Hiron Trade, and Adgar Investments. Brack Capital Properties NV, a real estate company, owns and develops residential and commercial properties in Germany More
Brack Capit 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 Brack Capit's 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 Brack Capit N upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.91 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 26.12 | |||
| Value At Risk | (1.13) | |||
| Potential Upside | 1.05 |
Brack Capit Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brack Capit's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brack Capit's standard deviation. In reality, there are many statistical measures that can use Brack Capit historical prices to predict the future Brack Capit's volatility.| Risk Adjusted Performance | 0.0357 | |||
| Jensen Alpha | 0.1297 | |||
| Total Risk Alpha | (0.45) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (0.85) |
Brack Capit N Backtested Returns
Brack Capit N secures Sharpe Ratio (or Efficiency) of -0.0044, which signifies that the company had a -0.0044% return per unit of standard deviation over the last 3 months. Brack Capit N exposes twenty-five different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Brack Capit's risk adjusted performance of 0.0357, and Mean Deviation of 0.9722 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Brack Capit are expected to decrease at a much lower rate. During the bear market, Brack Capit is likely to outperform the market. At this point, Brack Capit N has a negative expected return of -0.0162%. Please make sure to confirm Brack Capit's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if Brack Capit N performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.84 |
Excellent reverse predictability
Brack Capit N has excellent reverse predictability. Overlapping area represents the amount of predictability between Brack Capit time series from 10th of June 2023 to 6th of March 2024 and 6th of March 2024 to 1st of December 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 Brack Capit N price movement. The serial correlation of -0.84 indicates that around 84.0% of current Brack Capit price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.84 | |
| Spearman Rank Test | -0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 9.9 M |
Brack Capit N lagged returns against current returns
Autocorrelation, which is Brack Capit 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 Brack Capit's stock expected returns. We can calculate the autocorrelation of Brack Capit returns to help us make a trade decision. For example, suppose you find that Brack Capit 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 |
| Timeline |
Brack Capit 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 Brack Capit stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brack Capit stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brack Capit stock over time.
Current vs Lagged Prices |
| Timeline |
Brack Capit Lagged Returns
When evaluating Brack Capit's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brack Capit stock have on its future price. Brack Capit 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, Brack Capit autocorrelation shows the relationship between Brack Capit stock current value and its past values and can show if there is a momentum factor associated with investing in Brack Capit N.
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 Brack Stock
Brack Capit financial ratios help investors to determine whether Brack 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 Brack with respect to the benefits of owning Brack Capit security.