Befesa Sa Stock Market Value
| BFSAF Stock | USD 30.65 0.00 0.00% |
| Symbol | Befesa |
Befesa SA '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 Befesa SA'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 Befesa SA.
| 12/19/2025 |
| 01/18/2026 |
If you would invest 0.00 in Befesa SA on December 19, 2025 and sell it all today you would earn a total of 0.00 from holding Befesa SA or generate 0.0% return on investment in Befesa SA over 30 days. Befesa SA is related to or competes with Russel Metals, FirstGroup PLC, Pacific Basin, Pagegroup PLC, GEK TERNA, Stolt Nielsen, and Citizen Watch. Befesa S.A. provides environmental recycling services to the steel and aluminum industries in European, Asian, and North... More
Befesa SA 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 Befesa SA'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 Befesa SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 11.24 |
Befesa SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Befesa SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Befesa SA's standard deviation. In reality, there are many statistical measures that can use Befesa SA historical prices to predict the future Befesa SA's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.36) | |||
| Treynor Ratio | (34.66) |
Befesa SA Backtested Returns
Befesa SA secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the company had a -0.12 % return per unit of standard deviation over the last 3 months. Befesa SA exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Befesa SA's risk adjusted performance of (0.08), and Mean Deviation of 0.3353 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0052, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Befesa SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Befesa SA is expected to be smaller as well. At this point, Befesa SA has a negative expected return of -0.17%. Please make sure to confirm Befesa SA's variance, as well as the relationship between the maximum drawdown and rate of daily change , to decide if Befesa SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 1.00 |
Perfect predictability
Befesa SA has perfect predictability. Overlapping area represents the amount of predictability between Befesa SA time series from 19th of December 2025 to 3rd of January 2026 and 3rd of January 2026 to 18th 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 Befesa SA price movement. The serial correlation of 1.0 indicates that 100.0% of current Befesa SA 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 |
Befesa SA lagged returns against current returns
Autocorrelation, which is Befesa SA 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 Befesa SA's pink sheet expected returns. We can calculate the autocorrelation of Befesa SA returns to help us make a trade decision. For example, suppose you find that Befesa SA 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 |
Befesa SA 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 Befesa SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Befesa SA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Befesa SA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Befesa SA Lagged Returns
When evaluating Befesa SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Befesa SA pink sheet have on its future price. Befesa SA 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, Befesa SA autocorrelation shows the relationship between Befesa SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Befesa SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Befesa Pink Sheet
Befesa SA financial ratios help investors to determine whether Befesa 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 Befesa with respect to the benefits of owning Befesa SA security.