Bever Holding (Netherlands) Market Value
| BEVER Stock | EUR 2.70 0.00 0.00% |
| Symbol | Bever |
Bever Holding '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 Bever Holding's 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 Bever Holding.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Bever Holding on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Bever Holding NV or generate 0.0% return on investment in Bever Holding over 30 days. Bever Holding is related to or competes with Flow Traders, Vastned Retail, Sligro Food, Reinet Investments, AMG Advanced, and Tetragon Financial. Bever Holding NV operates as a real estate company in the Netherlands More
Bever Holding 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 Bever Holding's 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 Bever Holding NV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 29.86 |
Bever Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bever Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bever Holding's standard deviation. In reality, there are many statistical measures that can use Bever Holding historical prices to predict the future Bever Holding's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.62) | |||
| Treynor Ratio | 0.2568 |
Bever Holding NV Backtested Returns
Bever Holding NV 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. Bever Holding NV exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bever Holding's Standard Deviation of 3.39, mean deviation of 0.946, and Risk Adjusted Performance of (0.01) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.42, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Bever Holding are expected to decrease at a much lower rate. During the bear market, Bever Holding is likely to outperform the market. At this point, Bever Holding NV has a negative expected return of -0.1%. Please make sure to confirm Bever Holding's risk adjusted performance, variance, as well as the relationship between the Variance and kurtosis , to decide if Bever Holding NV performance from the past will be repeated at some point in the near future.
Auto-correlation | 1.00 |
Perfect predictability
Bever Holding NV has perfect predictability. Overlapping area represents the amount of predictability between Bever Holding time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Bever Holding NV price movement. The serial correlation of 1.0 indicates that 100.0% of current Bever Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bever Holding NV lagged returns against current returns
Autocorrelation, which is Bever Holding 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 Bever Holding's stock expected returns. We can calculate the autocorrelation of Bever Holding returns to help us make a trade decision. For example, suppose you find that Bever Holding has exhibited high autocorrelation historically, and you observe that the 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 |
Bever Holding 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 Bever Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bever Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bever Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Bever Holding Lagged Returns
When evaluating Bever Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bever Holding stock have on its future price. Bever Holding 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, Bever Holding autocorrelation shows the relationship between Bever Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Bever Holding NV.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Bever Stock
Bever Holding financial ratios help investors to determine whether Bever 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 Bever with respect to the benefits of owning Bever Holding security.