Builddirect Tehcnologies Stock Market Value
| BILD Stock | 3.05 0.01 0.33% |
| Symbol | Builddirect |
Builddirect Tehcnologies '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 Builddirect Tehcnologies' 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 Builddirect Tehcnologies.
| 12/23/2025 |
| 01/22/2026 |
If you would invest 0.00 in Builddirect Tehcnologies on December 23, 2025 and sell it all today you would earn a total of 0.00 from holding Builddirect Tehcnologies or generate 0.0% return on investment in Builddirect Tehcnologies over 30 days. Builddirect Tehcnologies is related to or competes with Leons Furniture, Avaron Mining, Primaris Retail, Plaza Retail, Home Depot, FTI Foodtech, and Organto Foods. Builddirect Tehcnologies is entity of Canada More
Builddirect Tehcnologies 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 Builddirect Tehcnologies' 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 Builddirect Tehcnologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.54 | |||
| Information Ratio | 0.1335 | |||
| Maximum Drawdown | 28.09 | |||
| Value At Risk | (4.74) | |||
| Potential Upside | 8.7 |
Builddirect Tehcnologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Builddirect Tehcnologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Builddirect Tehcnologies' standard deviation. In reality, there are many statistical measures that can use Builddirect Tehcnologies historical prices to predict the future Builddirect Tehcnologies' volatility.| Risk Adjusted Performance | 0.124 | |||
| Jensen Alpha | 0.69 | |||
| Total Risk Alpha | 0.1279 | |||
| Sortino Ratio | 0.1644 | |||
| Treynor Ratio | (4.20) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Builddirect Tehcnologies' 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.
Builddirect Tehcnologies Backtested Returns
Builddirect Tehcnologies appears to be very risky, given 3 months investment horizon. Builddirect Tehcnologies secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15 % return per unit of risk over the last 3 months. By analyzing Builddirect Tehcnologies' technical indicators, you can evaluate if the expected return of 0.67% is justified by implied risk. Please makes use of Builddirect Tehcnologies' Mean Deviation of 2.82, downside deviation of 3.54, and Risk Adjusted Performance of 0.124 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Builddirect Tehcnologies holds a performance score of 11. The firm shows a Beta (market volatility) of -0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Builddirect Tehcnologies are expected to decrease at a much lower rate. During the bear market, Builddirect Tehcnologies is likely to outperform the market. Please check Builddirect Tehcnologies' downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Builddirect Tehcnologies' price patterns will revert.
Auto-correlation | 0.35 |
Below average predictability
Builddirect Tehcnologies has below average predictability. Overlapping area represents the amount of predictability between Builddirect Tehcnologies time series from 23rd of December 2025 to 7th of January 2026 and 7th of January 2026 to 22nd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Builddirect Tehcnologies price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Builddirect Tehcnologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Builddirect Tehcnologies lagged returns against current returns
Autocorrelation, which is Builddirect Tehcnologies 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 Builddirect Tehcnologies' stock expected returns. We can calculate the autocorrelation of Builddirect Tehcnologies returns to help us make a trade decision. For example, suppose you find that Builddirect Tehcnologies 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 |
Builddirect Tehcnologies 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 Builddirect Tehcnologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Builddirect Tehcnologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Builddirect Tehcnologies stock over time.
Current vs Lagged Prices |
| Timeline |
Builddirect Tehcnologies Lagged Returns
When evaluating Builddirect Tehcnologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Builddirect Tehcnologies stock have on its future price. Builddirect Tehcnologies 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, Builddirect Tehcnologies autocorrelation shows the relationship between Builddirect Tehcnologies stock current value and its past values and can show if there is a momentum factor associated with investing in Builddirect Tehcnologies.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Builddirect Stock Analysis
When running Builddirect Tehcnologies' price analysis, check to measure Builddirect Tehcnologies' 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 Builddirect Tehcnologies is operating at the current time. Most of Builddirect Tehcnologies' value examination focuses on studying past and present price action to predict the probability of Builddirect Tehcnologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Builddirect Tehcnologies' price. Additionally, you may evaluate how the addition of Builddirect Tehcnologies to your portfolios can decrease your overall portfolio volatility.