Befesa SA's market value is the price at which a share of Befesa SA trades on a public exchange. It measures the collective expectations of Befesa SA investors about its performance. Befesa SA is trading at 30.65 as of the 27th of December 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 30.65. With this module, you can estimate the performance of a buy and hold strategy of Befesa SA and determine expected loss or profit from investing in Befesa SA over a given investment horizon. Check out Befesa SA Correlation, Befesa SA Volatility and Befesa SA Alpha and Beta module to complement your research on Befesa SA.
Please note, there is a significant difference between Befesa SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Befesa SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Befesa SA's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
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01/01/2025
No Change 0.00
0.0
In 11 months and 27 days
12/27/2025
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If you would invest 0.00 in Befesa SA on January 1, 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 360 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.
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.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Befesa SA. Your research has to be compared to or analyzed against Befesa SA's peers to derive any actionable benefits. When done correctly, Befesa SA's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Befesa SA.
Befesa SA Backtested Returns
Befesa SA appears to be not too volatile, given 3 months investment horizon. Befesa SA secures Sharpe Ratio (or Efficiency) of 0.0807, which signifies that the company had a 0.0807 % return per unit of standard deviation over the last 3 months. We have found sixteen technical indicators for Befesa SA, which you can use to evaluate the volatility of the firm. Please makes use of Befesa SA's mean deviation of 1.09, and Risk Adjusted Performance of 0.0651 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Befesa SA holds a performance score of 6. The firm shows a Beta (market volatility) of -2.24, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Befesa SA are expected to decrease by larger amounts. On the other hand, during market turmoil, Befesa SA is expected to outperform it. Please check Befesa SA's variance, as well as the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Befesa SA's price patterns will revert.
Auto-correlation
-0.76
Almost perfect reverse predictability
Befesa SA has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Befesa SA time series from 1st of January 2025 to 30th of June 2025 and 30th of June 2025 to 27th 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 Befesa SA price movement. The serial correlation of -0.76 indicates that around 76.0% of current Befesa SA price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.76
Spearman Rank Test
-0.57
Residual Average
0.0
Price Variance
11.34
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.
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.