Brunello Cucinelli Spa Stock Market Value
| BCUCY Stock | USD 50.01 1.07 2.19% |
| 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.
| 12/08/2022 |
| 11/27/2024 |
If you would invest 0.00 in Brunello Cucinelli on December 8, 2022 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 720 days. Brunello Cucinelli is related to or competes with Watches Of, Swatch Group, Prada Spa, Christian Dior, Kering SA, Burberry Group, and Compagnie Financire. 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.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 14.1 | |||
| Value At Risk | (4.72) | |||
| Potential Upside | 2.72 |
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) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.42) | |||
| Treynor Ratio | (0.05) |
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
At this stage we consider Brunello Pink Sheet to be very steady. Brunello Cucinelli SpA secures Sharpe Ratio (or Efficiency) of 0.0296, which signifies that the company had a 0.0296% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Brunello Cucinelli SpA, which you can use to evaluate the volatility of the firm. Please confirm Brunello Cucinelli's insignificant Risk Adjusted Performance, mean deviation of 1.6, and Standard Deviation of 2.38 to double-check if the risk estimate we provide is consistent with the expected return of 0.0717%. Brunello Cucinelli has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.99, which signifies possible diversification benefits within a given portfolio. Brunello Cucinelli returns are very sensitive to returns on the market. As the market goes up or down, Brunello Cucinelli is expected to follow. Brunello Cucinelli SpA right now shows a risk of 2.42%. Please confirm Brunello Cucinelli SpA jensen alpha and daily balance of power , to decide if Brunello Cucinelli SpA will be following its price patterns.
Auto-correlation | 0.42 |
Average predictability
Brunello Cucinelli SpA has average predictability. Overlapping area represents the amount of predictability between Brunello Cucinelli time series from 8th of December 2022 to 3rd of December 2023 and 3rd of December 2023 to 27th 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 Brunello Cucinelli SpA price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Brunello Cucinelli price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 17.26 |
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.