BF Investment (India) Market Value
| BFINVEST | 728.40 5.30 0.73% |
| Symbol | BFINVEST |
BF Investment '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 BF Investment'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 BF Investment.
| 05/30/2024 |
| 11/26/2024 |
If you would invest 0.00 in BF Investment on May 30, 2024 and sell it all today you would earn a total of 0.00 from holding BF Investment Limited or generate 0.0% return on investment in BF Investment over 180 days. BF Investment is related to or competes with NMDC Steel, Vraj Iron, Embassy Office, Steelcast, EMBASSY OFFICE, Steel Authority, and Sonata Software. BF Investment is entity of India. It is traded as Stock on NSE exchange. More
BF Investment 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 BF Investment'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 BF Investment Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.49 | |||
| Information Ratio | 0.0764 | |||
| Maximum Drawdown | 17.29 | |||
| Value At Risk | (4.35) | |||
| Potential Upside | 5.74 |
BF Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BF Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BF Investment's standard deviation. In reality, there are many statistical measures that can use BF Investment historical prices to predict the future BF Investment's volatility.| Risk Adjusted Performance | 0.0978 | |||
| Jensen Alpha | 0.3227 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0945 | |||
| Treynor Ratio | 1.34 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BF Investment'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.
BF Investment Limited Backtested Returns
BF Investment appears to be very steady, given 3 months investment horizon. BF Investment Limited retains Efficiency (Sharpe Ratio) of 0.12, which signifies that the company had a 0.12% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for BF Investment, which you can use to evaluate the volatility of the firm. Please makes use of BF Investment's Market Risk Adjusted Performance of 1.35, coefficient of variation of 846.74, and Standard Deviation of 3.08 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BF Investment holds a performance score of 9. The firm owns a Beta (Systematic Risk) of 0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BF Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding BF Investment is expected to be smaller as well. Please check BF Investment's value at risk, and the relationship between the standard deviation and kurtosis , to make a quick decision on whether BF Investment's current price history will revert.
Auto-correlation | -0.09 |
Very weak reverse predictability
BF Investment Limited has very weak reverse predictability. Overlapping area represents the amount of predictability between BF Investment time series from 30th of May 2024 to 28th of August 2024 and 28th of August 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 BF Investment Limited price movement. The serial correlation of -0.09 indicates that less than 9.0% of current BF Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 2893.9 |
BF Investment Limited lagged returns against current returns
Autocorrelation, which is BF Investment 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 BF Investment's stock expected returns. We can calculate the autocorrelation of BF Investment returns to help us make a trade decision. For example, suppose you find that BF Investment 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 |
BF Investment 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 BF Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BF Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BF Investment stock over time.
Current vs Lagged Prices |
| Timeline |
BF Investment Lagged Returns
When evaluating BF Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BF Investment stock have on its future price. BF Investment 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, BF Investment autocorrelation shows the relationship between BF Investment stock current value and its past values and can show if there is a momentum factor associated with investing in BF Investment Limited.
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.Additional Tools for BFINVEST Stock Analysis
When running BF Investment's price analysis, check to measure BF Investment'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 BF Investment is operating at the current time. Most of BF Investment's value examination focuses on studying past and present price action to predict the probability of BF Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BF Investment's price. Additionally, you may evaluate how the addition of BF Investment to your portfolios can decrease your overall portfolio volatility.