Bagger Daves Burger Stock Market Value
| BDVB Stock | USD 0.07 0 5.90% |
| Symbol | Bagger |
Bagger Daves '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 Bagger Daves' 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 Bagger Daves.
| 09/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Bagger Daves on September 27, 2024 and sell it all today you would earn a total of 0.00 from holding Bagger Daves Burger or generate 0.0% return on investment in Bagger Daves over 60 days. Bagger Daves is related to or competes with Alsea SAB, Marstons PLC, and Marstons PLC. Bagger Daves Burger Tavern, Inc. owns and operates restaurants in the United States More
Bagger Daves 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 Bagger Daves' 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 Bagger Daves Burger upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 12.05 | |||
| Information Ratio | 0.054 | |||
| Maximum Drawdown | 49.74 | |||
| Value At Risk | (11.67) | |||
| Potential Upside | 13.22 |
Bagger Daves Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bagger Daves' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bagger Daves' standard deviation. In reality, there are many statistical measures that can use Bagger Daves historical prices to predict the future Bagger Daves' volatility.| Risk Adjusted Performance | 0.0633 | |||
| Jensen Alpha | 0.686 | |||
| Total Risk Alpha | (0.65) | |||
| Sortino Ratio | 0.0338 | |||
| Treynor Ratio | (0.39) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bagger Daves' 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.
Bagger Daves Burger Backtested Returns
Bagger Daves appears to be out of control, given 3 months investment horizon. Bagger Daves Burger secures Sharpe Ratio (or Efficiency) of 0.0723, which signifies that the company had a 0.0723% return per unit of standard deviation over the last 3 months. By analyzing Bagger Daves' technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please makes use of Bagger Daves' risk adjusted performance of 0.0633, and Mean Deviation of 3.94 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bagger Daves holds a performance score of 5. The firm shows a Beta (market volatility) of -1.35, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Bagger Daves are expected to decrease by larger amounts. On the other hand, during market turmoil, Bagger Daves is expected to outperform it. Please check Bagger Daves' coefficient of variation, maximum drawdown, skewness, as well as the relationship between the total risk alpha and downside variance , to make a quick decision on whether Bagger Daves' price patterns will revert.
Auto-correlation | -0.36 |
Poor reverse predictability
Bagger Daves Burger has poor reverse predictability. Overlapping area represents the amount of predictability between Bagger Daves time series from 27th of September 2024 to 27th of October 2024 and 27th of October 2024 to 26th 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 Bagger Daves Burger price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Bagger Daves price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bagger Daves Burger lagged returns against current returns
Autocorrelation, which is Bagger Daves 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 Bagger Daves' pink sheet expected returns. We can calculate the autocorrelation of Bagger Daves returns to help us make a trade decision. For example, suppose you find that Bagger Daves 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 |
Bagger Daves 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 Bagger Daves pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bagger Daves pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bagger Daves pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Bagger Daves Lagged Returns
When evaluating Bagger Daves' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bagger Daves pink sheet have on its future price. Bagger Daves 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, Bagger Daves autocorrelation shows the relationship between Bagger Daves pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Bagger Daves Burger.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Bagger Pink Sheet
Bagger Daves financial ratios help investors to determine whether Bagger 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 Bagger with respect to the benefits of owning Bagger Daves security.