Socit Bic Sa Stock Market Value
| BICEY Stock | USD 29.76 1.22 4.27% |
| Symbol | Socit |
Socit 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 Socit 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 Socit BIC.
| 10/28/2025 |
| 12/27/2025 |
If you would invest 0.00 in Socit BIC on October 28, 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 Socit BIC over 60 days. Socit BIC is related to or competes with PT Unilever, Hengan International, Etablissementen Franz, Hengan Intl, Becle SA, Kimberly-Clark, and Yakult Honsha. Socit BIC SA manufactures and sells stationery, lighter, shaver, and other products worldwide More
Socit 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 Socit 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 | (0.07) | |||
| Maximum Drawdown | 10.76 | |||
| Value At Risk | (3.31) | |||
| Potential Upside | 2.53 |
Socit BIC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Socit BIC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Socit BIC's standard deviation. In reality, there are many statistical measures that can use Socit BIC historical prices to predict the future Socit BIC's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | (0.14) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Socit 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 -0.03, which indicates the firm had a -0.03 % return per unit of risk over the last 3 months. Socit BIC SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Socit BIC's Coefficient Of Variation of (3,308), variance of 3.76, and Risk Adjusted Performance of (0.01) to confirm the risk estimate we provide. The entity has a beta of 0.5, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Socit BIC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Socit BIC is expected to be smaller as well. At this point, Socit BIC SA has a negative expected return of -0.0582%. Please make sure to validate Socit BIC's potential upside, and the relationship between the jensen alpha and rate of daily change , to decide if Socit BIC SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.03 |
Very weak reverse predictability
Socit BIC SA has very weak reverse predictability. Overlapping area represents the amount of predictability between Socit BIC time series from 28th of October 2025 to 27th of November 2025 and 27th of November 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 Socit BIC SA price movement. The serial correlation of -0.03 indicates that only 3.0% of current Socit BIC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.71 |
Socit BIC SA lagged returns against current returns
Autocorrelation, which is Socit 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 Socit BIC's pink sheet expected returns. We can calculate the autocorrelation of Socit BIC returns to help us make a trade decision. For example, suppose you find that Socit 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 |
Socit 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 Socit BIC pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Socit 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 Socit BIC pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Socit BIC Lagged Returns
When evaluating Socit BIC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Socit BIC pink sheet have on its future price. Socit 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, Socit BIC autocorrelation shows the relationship between Socit 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 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Socit Pink Sheet Analysis
When running Socit BIC's price analysis, check to measure Socit BIC's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Socit BIC is operating at the current time. Most of Socit BIC's value examination focuses on studying past and present price action to predict the probability of Socit BIC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Socit BIC's price. Additionally, you may evaluate how the addition of Socit BIC to your portfolios can decrease your overall portfolio volatility.