Bidvest Group Ltd Stock Market Value
| BDVSY Stock | USD 28.24 0.15 0.53% |
| Symbol | Bidvest |
Bidvest Group '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 Bidvest Group'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 Bidvest Group.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in Bidvest Group on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Bidvest Group Ltd or generate 0.0% return on investment in Bidvest Group over 30 days. Bidvest Group is related to or competes with Kintetsu Group, Fosun International, Alfa SAB, Ayala Corp, NWS Holdings, and Keisei Electric. The Bidvest Group Limited, an investment holding company, engages in services, trading, and distribution businesses in S... More
Bidvest Group 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 Bidvest Group'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 Bidvest Group Ltd upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.29 | |||
| Information Ratio | 0.0943 | |||
| Maximum Drawdown | 7.02 | |||
| Value At Risk | (2.10) | |||
| Potential Upside | 2.61 |
Bidvest Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bidvest Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bidvest Group's standard deviation. In reality, there are many statistical measures that can use Bidvest Group historical prices to predict the future Bidvest Group's volatility.| Risk Adjusted Performance | 0.1137 | |||
| Jensen Alpha | 0.1924 | |||
| Total Risk Alpha | 0.0571 | |||
| Sortino Ratio | 0.103 | |||
| Treynor Ratio | 1.02 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bidvest Group'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.
Bidvest Group Backtested Returns
Bidvest Group appears to be very steady, given 3 months investment horizon. Bidvest Group secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Bidvest Group Ltd, which you can use to evaluate the volatility of the firm. Please makes use of Bidvest Group's risk adjusted performance of 0.1137, and Mean Deviation of 1.1 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bidvest Group holds a performance score of 13. The firm shows a Beta (market volatility) of 0.2, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bidvest Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bidvest Group is expected to be smaller as well. Please check Bidvest Group's potential upside, and the relationship between the jensen alpha and accumulation distribution , to make a quick decision on whether Bidvest Group's price patterns will revert.
Auto-correlation | 0.14 |
Insignificant predictability
Bidvest Group Ltd has insignificant predictability. Overlapping area represents the amount of predictability between Bidvest Group time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th of December 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 Bidvest Group price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Bidvest Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Bidvest Group lagged returns against current returns
Autocorrelation, which is Bidvest Group 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 Bidvest Group's pink sheet expected returns. We can calculate the autocorrelation of Bidvest Group returns to help us make a trade decision. For example, suppose you find that Bidvest Group 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 |
Bidvest Group 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 Bidvest Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bidvest Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bidvest Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Bidvest Group Lagged Returns
When evaluating Bidvest Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bidvest Group pink sheet have on its future price. Bidvest Group 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, Bidvest Group autocorrelation shows the relationship between Bidvest Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Bidvest Group Ltd.
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 Bidvest Pink Sheet Analysis
When running Bidvest Group's price analysis, check to measure Bidvest Group'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 Bidvest Group is operating at the current time. Most of Bidvest Group's value examination focuses on studying past and present price action to predict the probability of Bidvest Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bidvest Group's price. Additionally, you may evaluate how the addition of Bidvest Group to your portfolios can decrease your overall portfolio volatility.