Bain Capital Specialty Stock Market Value
| BCSF Stock | USD 16.93 0.02 0.12% |
| Symbol | Bain |
Bain Capital Specialty Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Bain Capital. If investors know Bain will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Bain Capital listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.02) | Dividend Share 1.68 | Earnings Share 1.99 | Revenue Per Share 4.558 | Quarterly Revenue Growth 0.002 |
The market value of Bain Capital Specialty is measured differently than its book value, which is the value of Bain that is recorded on the company's balance sheet. Investors also form their own opinion of Bain Capital's value that differs from its market value or its book value, called intrinsic value, which is Bain Capital's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Bain Capital's market value can be influenced by many factors that don't directly affect Bain Capital's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Bain Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bain Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bain Capital's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Bain 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 Bain Capital'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 Bain Capital.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Bain Capital on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Bain Capital Specialty or generate 0.0% return on investment in Bain Capital over 30 days. Bain Capital is related to or competes with BlackRock TCP, Triplepoint Venture, Sixth Street, Golub Capital, New Mountain, Fidus Investment, and Carlyle Secured. Bain Capital Specialty Finance, Inc. is business development company specializing in direct loans to middle-market compa... More
Bain 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 Bain Capital'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 Bain Capital Specialty upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8087 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 3.8 | |||
| Value At Risk | (1.19) | |||
| Potential Upside | 1.47 |
Bain Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bain Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bain Capital's standard deviation. In reality, there are many statistical measures that can use Bain Capital historical prices to predict the future Bain Capital's volatility.| Risk Adjusted Performance | 0.0545 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.09 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bain Capital's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Bain Capital Specialty Backtested Returns
At this point, Bain Capital is very steady. Bain Capital Specialty secures Sharpe Ratio (or Efficiency) of 0.0277, which signifies that the company had a 0.0277% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Bain Capital Specialty, which you can use to evaluate the volatility of the firm. Please confirm Bain Capital's Downside Deviation of 0.8087, risk adjusted performance of 0.0545, and Mean Deviation of 0.6673 to double-check if the risk estimate we provide is consistent with the expected return of 0.0233%. Bain Capital has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.55, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bain Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bain Capital is expected to be smaller as well. Bain Capital Specialty right now shows a risk of 0.84%. Please confirm Bain Capital Specialty jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to decide if Bain Capital Specialty will be following its price patterns.
Auto-correlation | 0.33 |
Below average predictability
Bain Capital Specialty has below average predictability. Overlapping area represents the amount of predictability between Bain Capital 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 Bain Capital Specialty price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Bain Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Bain Capital Specialty lagged returns against current returns
Autocorrelation, which is Bain Capital 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 Bain Capital's stock expected returns. We can calculate the autocorrelation of Bain Capital returns to help us make a trade decision. For example, suppose you find that Bain Capital 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 |
Bain 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 Bain Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bain Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bain Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Bain Capital Lagged Returns
When evaluating Bain Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bain Capital stock have on its future price. Bain 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, Bain Capital autocorrelation shows the relationship between Bain Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Bain Capital Specialty.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Bain Capital Specialty is a strong investment it is important to analyze Bain Capital's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Bain Capital's future performance. For an informed investment choice regarding Bain Stock, refer to the following important reports:Check out Bain Capital Correlation, Bain Capital Volatility and Bain Capital Alpha and Beta module to complement your research on Bain Capital. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Bain Capital technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.