Broadcast Marketing Group Stock Market Value
| BDCM Stock | USD 0.01 0.00 0.00% |
| Symbol | Broadcast |
Broadcast Marketing '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 Broadcast Marketing'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 Broadcast Marketing.
| 07/28/2024 |
| 01/19/2026 |
If you would invest 0.00 in Broadcast Marketing on July 28, 2024 and sell it all today you would earn a total of 0.00 from holding Broadcast Marketing Group or generate 0.0% return on investment in Broadcast Marketing over 540 days. Broadcast Marketing is related to or competes with Arsenal Digital. LocatI Global Holdings, Inc. develops and licenses global positioning systems for tracking, monitoring, surveillance, an... More
Broadcast Marketing 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 Broadcast Marketing'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 Broadcast Marketing Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0529 | |||
| Maximum Drawdown | 163.93 | |||
| Value At Risk | (6.25) |
Broadcast Marketing Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Broadcast Marketing's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Broadcast Marketing's standard deviation. In reality, there are many statistical measures that can use Broadcast Marketing historical prices to predict the future Broadcast Marketing's volatility.| Risk Adjusted Performance | 0.0501 | |||
| Jensen Alpha | 0.8622 | |||
| Total Risk Alpha | (1.32) | |||
| Treynor Ratio | 0.4885 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Broadcast Marketing'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.
Broadcast Marketing Backtested Returns
Broadcast Marketing is out of control given 3 months investment horizon. Broadcast Marketing secures Sharpe Ratio (or Efficiency) of 0.0598, which signifies that the company had a 0.0598 % return per unit of risk over the last 3 months. We were able to break down seventeen different technical indicators, which can help you to evaluate if expected returns of 1.12% are justified by taking the suggested risk. Use Broadcast Marketing Mean Deviation of 5.49, standard deviation of 18.28, and Risk Adjusted Performance of 0.0501 to evaluate company specific risk that cannot be diversified away. Broadcast Marketing holds a performance score of 4 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 2.17, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Broadcast Marketing will likely underperform. Use Broadcast Marketing variance, value at risk, as well as the relationship between the Value At Risk and day median price , to analyze future returns on Broadcast Marketing.
Auto-correlation | 0.41 |
Average predictability
Broadcast Marketing Group has average predictability. Overlapping area represents the amount of predictability between Broadcast Marketing time series from 28th of July 2024 to 24th of April 2025 and 24th of April 2025 to 19th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Broadcast Marketing price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Broadcast Marketing price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Broadcast Marketing lagged returns against current returns
Autocorrelation, which is Broadcast Marketing 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 Broadcast Marketing's pink sheet expected returns. We can calculate the autocorrelation of Broadcast Marketing returns to help us make a trade decision. For example, suppose you find that Broadcast Marketing 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 |
Broadcast Marketing 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 Broadcast Marketing pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Broadcast Marketing pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Broadcast Marketing pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Broadcast Marketing Lagged Returns
When evaluating Broadcast Marketing's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Broadcast Marketing pink sheet have on its future price. Broadcast Marketing 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, Broadcast Marketing autocorrelation shows the relationship between Broadcast Marketing pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Broadcast Marketing Group.
Regressed Prices |
| Timeline |
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Broadcast Marketing financial ratios help investors to determine whether Broadcast Pink Sheet 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 Broadcast with respect to the benefits of owning Broadcast Marketing security.