Bombardier Stock Market Value
| BDRBF Stock | USD 180.50 4.61 2.62% |
| Symbol | Bombardier |
Bombardier '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 Bombardier's otc 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 Bombardier.
| 01/22/2023 |
| 01/06/2026 |
If you would invest 0.00 in Bombardier on January 22, 2023 and sell it all today you would earn a total of 0.00 from holding Bombardier or generate 0.0% return on investment in Bombardier over 1080 days. Bombardier is related to or competes with Hensoldt, Keppel, Hensoldt, Singapore Airlines, Kawasaki Heavy, Nidec, and Singapore Airlines. Bombardier Inc. engages in the manufacture and sale of business aircraft in Europe, North America, the Asia Pacific, and... More
Bombardier 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 Bombardier's otc 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 Bombardier upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.18 | |||
| Information Ratio | 0.1105 | |||
| Maximum Drawdown | 16.72 | |||
| Value At Risk | (5.01) | |||
| Potential Upside | 4.91 |
Bombardier Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bombardier's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bombardier's standard deviation. In reality, there are many statistical measures that can use Bombardier historical prices to predict the future Bombardier's volatility.| Risk Adjusted Performance | 0.1073 | |||
| Jensen Alpha | 0.328 | |||
| Total Risk Alpha | 0.1018 | |||
| Sortino Ratio | 0.106 | |||
| Treynor Ratio | 0.3641 |
Bombardier Backtested Returns
Bombardier appears to be very steady, given 3 months investment horizon. Bombardier secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of risk over the last 3 months. By analyzing Bombardier's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please makes use of Bombardier's Mean Deviation of 2.18, downside deviation of 3.18, and Risk Adjusted Performance of 0.1073 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bombardier holds a performance score of 12. The firm shows a Beta (market volatility) of 1.13, which signifies a somewhat significant risk relative to the market. Bombardier returns are very sensitive to returns on the market. As the market goes up or down, Bombardier is expected to follow. Please check Bombardier's jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to make a quick decision on whether Bombardier's price patterns will revert.
Auto-correlation | -0.24 |
Weak reverse predictability
Bombardier has weak reverse predictability. Overlapping area represents the amount of predictability between Bombardier time series from 22nd of January 2023 to 15th of July 2024 and 15th of July 2024 to 6th 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 Bombardier price movement. The serial correlation of -0.24 indicates that over 24.0% of current Bombardier price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 32.73 |
Bombardier lagged returns against current returns
Autocorrelation, which is Bombardier otc 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 Bombardier's otc stock expected returns. We can calculate the autocorrelation of Bombardier returns to help us make a trade decision. For example, suppose you find that Bombardier has exhibited high autocorrelation historically, and you observe that the otc 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 |
Bombardier 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 Bombardier otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bombardier otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bombardier otc stock over time.
Current vs Lagged Prices |
| Timeline |
Bombardier Lagged Returns
When evaluating Bombardier's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bombardier otc stock have on its future price. Bombardier 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, Bombardier autocorrelation shows the relationship between Bombardier otc stock current value and its past values and can show if there is a momentum factor associated with investing in Bombardier.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Bombardier OTC Stock
Bombardier financial ratios help investors to determine whether Bombardier OTC Stock 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 Bombardier with respect to the benefits of owning Bombardier security.