Bunge Limited Stock Market Value
| BG Stock | USD 87.65 0.72 0.81% |
| Symbol | Bunge |
Bunge Limited Price To Book Ratio
Is Agricultural Products & Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Bunge. If investors know Bunge will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Bunge listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.37) | Dividend Share 2.685 | Earnings Share 7.89 | Revenue Per Share 381.821 | Quarterly Revenue Growth (0.09) |
The market value of Bunge Limited is measured differently than its book value, which is the value of Bunge that is recorded on the company's balance sheet. Investors also form their own opinion of Bunge's value that differs from its market value or its book value, called intrinsic value, which is Bunge's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Bunge's market value can be influenced by many factors that don't directly affect Bunge's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Bunge's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bunge is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bunge'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.
Bunge '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 Bunge'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 Bunge.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Bunge on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Bunge Limited or generate 0.0% return on investment in Bunge over 30 days. Bunge is related to or competes with Tyson Foods, Cal Maine, Dole PLC, Adecoagro, Fresh Del, Limoneira, and Brasilagro Adr. Bunge Limited operates as an agribusiness and food company worldwide More
Bunge 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 Bunge'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 Bunge Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 9.04 | |||
| Value At Risk | (2.26) | |||
| Potential Upside | 2.01 |
Bunge Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bunge's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bunge's standard deviation. In reality, there are many statistical measures that can use Bunge historical prices to predict the future Bunge's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | (0.24) |
Bunge Limited Backtested Returns
Bunge Limited secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the company had a -0.12% return per unit of risk over the last 3 months. Bunge Limited exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bunge's Mean Deviation of 1.17, standard deviation of 1.53, and Risk Adjusted Performance of (0.06) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.54, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bunge's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bunge is expected to be smaller as well. At this point, Bunge Limited has a negative expected return of -0.19%. Please make sure to confirm Bunge's skewness, rate of daily change, and the relationship between the value at risk and accumulation distribution , to decide if Bunge Limited performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.62 |
Very good reverse predictability
Bunge Limited has very good reverse predictability. Overlapping area represents the amount of predictability between Bunge time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Bunge Limited price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Bunge price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 2.16 |
Bunge Limited lagged returns against current returns
Autocorrelation, which is Bunge 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 Bunge's stock expected returns. We can calculate the autocorrelation of Bunge returns to help us make a trade decision. For example, suppose you find that Bunge 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 |
Bunge 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 Bunge stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bunge stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bunge stock over time.
Current vs Lagged Prices |
| Timeline |
Bunge Lagged Returns
When evaluating Bunge's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bunge stock have on its future price. Bunge 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, Bunge autocorrelation shows the relationship between Bunge stock current value and its past values and can show if there is a momentum factor associated with investing in Bunge Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out Bunge Correlation, Bunge Volatility and Bunge Alpha and Beta module to complement your research on Bunge. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Bunge technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.