Socit Bic Sa Stock Market Value
| BICEF Stock | USD 59.34 2.49 4.38% |
| Symbol | Société |
Société BIC '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 Société BIC'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 Société BIC.
| 11/25/2025 |
| 12/25/2025 |
If you would invest 0.00 in Société BIC on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding Socit BIC SA or generate 0.0% return on investment in Société BIC over 30 days. Société BIC is related to or competes with Reeds,, Oliveda International, Crimson Wine, and Warpaint London. Socit BIC SA manufactures and sells stationery, lighter, shaver, and other products worldwide More
Société BIC 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 Société BIC'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 Socit BIC SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 15.4 | |||
| Value At Risk | (1.77) |
Société BIC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Société BIC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Société BIC's standard deviation. In reality, there are many statistical measures that can use Société BIC historical prices to predict the future Société BIC's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | 0.2352 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Société BIC'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.
Socit BIC SA Backtested Returns
Socit BIC SA owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0333, which indicates the firm had a -0.0333 % return per unit of risk over the last 3 months. Socit BIC SA exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Société BIC's Risk Adjusted Performance of (0.04), coefficient of variation of (1,457), and Variance of 3.65 to confirm the risk estimate we provide. The entity has a beta of -0.6, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Société BIC are expected to decrease at a much lower rate. During the bear market, Société BIC is likely to outperform the market. At this point, Socit BIC SA has a negative expected return of -0.0678%. Please make sure to validate Société BIC's coefficient of variation, value at risk, day typical price, as well as the relationship between the information ratio and daily balance of power , to decide if Socit BIC SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.46 |
Modest reverse predictability
Socit BIC SA has modest reverse predictability. Overlapping area represents the amount of predictability between Société BIC time series from 25th of November 2025 to 10th of December 2025 and 10th of December 2025 to 25th 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 Socit BIC SA price movement. The serial correlation of -0.46 indicates that about 46.0% of current Société BIC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 2.28 |
Socit BIC SA lagged returns against current returns
Autocorrelation, which is Société BIC 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 Société BIC's pink sheet expected returns. We can calculate the autocorrelation of Société BIC returns to help us make a trade decision. For example, suppose you find that Société BIC 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 |
Société BIC 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 Société BIC pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Société BIC pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Société BIC pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Société BIC Lagged Returns
When evaluating Société BIC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Société BIC pink sheet have on its future price. Société BIC 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, Société BIC autocorrelation shows the relationship between Société BIC pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Socit BIC SA.
Regressed Prices |
| Timeline |
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Other Information on Investing in Société Pink Sheet
Société BIC financial ratios help investors to determine whether Société 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 Société with respect to the benefits of owning Société BIC security.