Blockchain Coinvestors Acquisition Market Value
| BCSAUDelisted Stock | USD 11.56 0.00 0.00% |
| Symbol | Blockchain |
Blockchain Coinvestors '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 Blockchain Coinvestors' 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 Blockchain Coinvestors.
| 11/30/2023 |
| 11/24/2024 |
If you would invest 0.00 in Blockchain Coinvestors on November 30, 2023 and sell it all today you would earn a total of 0.00 from holding Blockchain Coinvestors Acquisition or generate 0.0% return on investment in Blockchain Coinvestors over 360 days. Blockchain Coinvestors is related to or competes with Mosaic, BioNTech, NETGEAR, Mativ Holdings, Hudson Technologies, Valneva SE, and Radcom. It focuses on effecting a merger, share exchange, asset acquisition, share purchase, reorganization, or similar business... More
Blockchain Coinvestors 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 Blockchain Coinvestors' 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 Blockchain Coinvestors Acquisition upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.27 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 10.15 | |||
| Value At Risk | (1.16) | |||
| Potential Upside | 1.26 |
Blockchain Coinvestors Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blockchain Coinvestors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blockchain Coinvestors' standard deviation. In reality, there are many statistical measures that can use Blockchain Coinvestors historical prices to predict the future Blockchain Coinvestors' volatility.| Risk Adjusted Performance | 0.0361 | |||
| Jensen Alpha | 0.0375 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.9477 |
Blockchain Coinvestors Backtested Returns
Currently, Blockchain Coinvestors Acquisition is not too volatile. Blockchain Coinvestors secures Sharpe Ratio (or Efficiency) of 0.0592, which signifies that the company had a 0.0592% return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Blockchain Coinvestors Acquisition, which you can use to evaluate the volatility of the firm. Please confirm Blockchain Coinvestors' Mean Deviation of 0.4701, risk adjusted performance of 0.0361, and Downside Deviation of 2.27 to double-check if the risk estimate we provide is consistent with the expected return of 0.0765%. Blockchain Coinvestors has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0453, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blockchain Coinvestors' returns are expected to increase less than the market. However, during the bear market, the loss of holding Blockchain Coinvestors is expected to be smaller as well. Blockchain Coinvestors right now shows a risk of 1.29%. Please confirm Blockchain Coinvestors treynor ratio, as well as the relationship between the semi variance and day median price , to decide if Blockchain Coinvestors will be following its price patterns.
Auto-correlation | 0.36 |
Below average predictability
Blockchain Coinvestors Acquisition has below average predictability. Overlapping area represents the amount of predictability between Blockchain Coinvestors time series from 30th of November 2023 to 28th of May 2024 and 28th of May 2024 to 24th 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 Blockchain Coinvestors price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Blockchain Coinvestors price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Blockchain Coinvestors lagged returns against current returns
Autocorrelation, which is Blockchain Coinvestors 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 Blockchain Coinvestors' stock expected returns. We can calculate the autocorrelation of Blockchain Coinvestors returns to help us make a trade decision. For example, suppose you find that Blockchain Coinvestors 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 |
Blockchain Coinvestors 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 Blockchain Coinvestors stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blockchain Coinvestors stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blockchain Coinvestors stock over time.
Current vs Lagged Prices |
| Timeline |
Blockchain Coinvestors Lagged Returns
When evaluating Blockchain Coinvestors' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blockchain Coinvestors stock have on its future price. Blockchain Coinvestors 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, Blockchain Coinvestors autocorrelation shows the relationship between Blockchain Coinvestors stock current value and its past values and can show if there is a momentum factor associated with investing in Blockchain Coinvestors Acquisition.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Check out Blockchain Coinvestors Correlation, Blockchain Coinvestors Volatility and Blockchain Coinvestors Alpha and Beta module to complement your research on Blockchain Coinvestors. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
Other Consideration for investing in Blockchain Stock
If you are still planning to invest in Blockchain Coinvestors check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Blockchain Coinvestors' history and understand the potential risks before investing.
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