Benchmark Holdings Plc Stock Market Value

Symbol

Benchmark

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 Benchmark Holdings' 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 Benchmark Holdings.

Benchmark Holdings Upside/Downside Indicators

Benchmark Holdings Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Benchmark Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Benchmark Holdings' standard deviation. In reality, there are many statistical measures that can use Benchmark Holdings historical prices to predict the future Benchmark Holdings' volatility.

Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Benchmark Holdings' 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.

Autocorrelation, which is Benchmark Holdings 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 Benchmark Holdings' pink sheet expected returns. We can calculate the autocorrelation of Benchmark Holdings returns to help us make a trade decision. For example, suppose you find that Benchmark Holdings 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.

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Benchmark Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Benchmark Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Benchmark Holdings pink sheet over time.

When evaluating Benchmark Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Benchmark Holdings pink sheet have on its future price. Benchmark Holdings 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, Benchmark Holdings autocorrelation shows the relationship between Benchmark Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Benchmark Holdings plc.

Benchmark Holdings financial ratios help investors to determine whether Benchmark 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 Benchmark with respect to the benefits of owning Benchmark Holdings security.