Brunello Cucinelli Spa Stock Market Value
| BCUCY Stock | USD 65.31 0.74 1.15% |
| Symbol | Brunello |
Brunello Cucinelli '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 Brunello Cucinelli'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 Brunello Cucinelli.
| 08/05/2024 |
| 02/01/2025 |
If you would invest 0.00 in Brunello Cucinelli on August 5, 2024 and sell it all today you would earn a total of 0.00 from holding Brunello Cucinelli SpA or generate 0.0% return on investment in Brunello Cucinelli over 180 days. Brunello Cucinelli is related to or competes with Hermes International, Kering SA, Kering SA, Prada SpA, Compagnie Financiere, Swatch Group, and Prada Spa. Brunello Cucinelli S.p.A., together with its subsidiaries, engages in the production and sale of clothing, accessories, ... More
Brunello Cucinelli 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 Brunello Cucinelli'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 Brunello Cucinelli SpA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.54 | |||
| Information Ratio | 0.1564 | |||
| Maximum Drawdown | 9.61 | |||
| Value At Risk | (2.12) | |||
| Potential Upside | 2.74 |
Brunello Cucinelli Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brunello Cucinelli's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brunello Cucinelli's standard deviation. In reality, there are many statistical measures that can use Brunello Cucinelli historical prices to predict the future Brunello Cucinelli's volatility.| Risk Adjusted Performance | 0.1807 | |||
| Jensen Alpha | 0.3484 | |||
| Total Risk Alpha | 0.1812 | |||
| Sortino Ratio | 0.1908 | |||
| Treynor Ratio | 1.0 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Brunello Cucinelli'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.
Brunello Cucinelli SpA Backtested Returns
Brunello Cucinelli appears to be very steady, given 3 months investment horizon. Brunello Cucinelli SpA secures Sharpe Ratio (or Efficiency) of 0.25, which signifies that the company had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Brunello Cucinelli SpA, which you can use to evaluate the volatility of the firm. Please makes use of Brunello Cucinelli's Risk Adjusted Performance of 0.1807, mean deviation of 1.39, and Downside Deviation of 1.54 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Brunello Cucinelli holds a performance score of 19. The firm shows a Beta (market volatility) of 0.38, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Brunello Cucinelli's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brunello Cucinelli is expected to be smaller as well. Please check Brunello Cucinelli's potential upside, as well as the relationship between the accumulation distribution and price action indicator , to make a quick decision on whether Brunello Cucinelli's price patterns will revert.
Auto-correlation | 0.49 |
Average predictability
Brunello Cucinelli SpA has average predictability. Overlapping area represents the amount of predictability between Brunello Cucinelli time series from 5th of August 2024 to 3rd of November 2024 and 3rd of November 2024 to 1st of February 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 Brunello Cucinelli SpA price movement. The serial correlation of 0.49 indicates that about 49.0% of current Brunello Cucinelli price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 28.96 |
Brunello Cucinelli SpA lagged returns against current returns
Autocorrelation, which is Brunello Cucinelli 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 Brunello Cucinelli's pink sheet expected returns. We can calculate the autocorrelation of Brunello Cucinelli returns to help us make a trade decision. For example, suppose you find that Brunello Cucinelli 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 |
Brunello Cucinelli 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 Brunello Cucinelli pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brunello Cucinelli pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brunello Cucinelli pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Brunello Cucinelli Lagged Returns
When evaluating Brunello Cucinelli's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brunello Cucinelli pink sheet have on its future price. Brunello Cucinelli 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, Brunello Cucinelli autocorrelation shows the relationship between Brunello Cucinelli pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Brunello Cucinelli SpA.
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 Brunello Pink Sheet Analysis
When running Brunello Cucinelli's price analysis, check to measure Brunello Cucinelli'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 Brunello Cucinelli is operating at the current time. Most of Brunello Cucinelli's value examination focuses on studying past and present price action to predict the probability of Brunello Cucinelli's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Brunello Cucinelli's price. Additionally, you may evaluate how the addition of Brunello Cucinelli to your portfolios can decrease your overall portfolio volatility.