Bilibili Stock Market Value
| BILI Stock | USD 18.83 0.36 1.88% |
| Symbol | Bilibili |
Bilibili Price To Book Ratio
Is Interactive Home Entertainment 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 Bilibili. If investors know Bilibili 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 Bilibili listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.94) | Revenue Per Share 57.688 | Quarterly Revenue Growth 0.155 | Return On Assets (0.07) | Return On Equity (0.27) |
The market value of Bilibili is measured differently than its book value, which is the value of Bilibili that is recorded on the company's balance sheet. Investors also form their own opinion of Bilibili's value that differs from its market value or its book value, called intrinsic value, which is Bilibili'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 Bilibili's market value can be influenced by many factors that don't directly affect Bilibili'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 Bilibili's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bilibili is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bilibili'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.
Bilibili '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 Bilibili'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 Bilibili.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Bilibili on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Bilibili or generate 0.0% return on investment in Bilibili over 30 days. Bilibili is related to or competes with Electronic Arts, Take Two, SohuCom, Skillz Platform, NetEase, Roblox Corp, and Nintendo. Bilibili Inc. provides online entertainment services for the young generations in the Peoples Republic of China More
Bilibili 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 Bilibili'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 Bilibili upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.21 | |||
| Information Ratio | 0.0943 | |||
| Maximum Drawdown | 29.95 | |||
| Value At Risk | (7.56) | |||
| Potential Upside | 14.33 |
Bilibili Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bilibili's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bilibili's standard deviation. In reality, there are many statistical measures that can use Bilibili historical prices to predict the future Bilibili's volatility.| Risk Adjusted Performance | 0.0919 | |||
| Jensen Alpha | 0.5243 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.1068 | |||
| Treynor Ratio | 0.4653 |
Bilibili Backtested Returns
Bilibili appears to be somewhat reliable, given 3 months investment horizon. Bilibili secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11% return per unit of risk over the last 3 months. By analyzing Bilibili's technical indicators, you can evaluate if the expected return of 0.6% is justified by implied risk. Please makes use of Bilibili's Risk Adjusted Performance of 0.0919, mean deviation of 4.14, and Downside Deviation of 5.21 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bilibili holds a performance score of 8. The firm shows a Beta (market volatility) of 1.38, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Bilibili will likely underperform. Please check Bilibili's total risk alpha, expected short fall, price action indicator, as well as the relationship between the value at risk and daily balance of power , to make a quick decision on whether Bilibili's price patterns will revert.
Auto-correlation | -0.8 |
Almost perfect reverse predictability
Bilibili has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Bilibili time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Bilibili price movement. The serial correlation of -0.8 indicates that around 80.0% of current Bilibili price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.8 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 3.85 |
Bilibili lagged returns against current returns
Autocorrelation, which is Bilibili 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 Bilibili's stock expected returns. We can calculate the autocorrelation of Bilibili returns to help us make a trade decision. For example, suppose you find that Bilibili 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 |
Bilibili 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 Bilibili stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bilibili stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bilibili stock over time.
Current vs Lagged Prices |
| Timeline |
Bilibili Lagged Returns
When evaluating Bilibili's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bilibili stock have on its future price. Bilibili 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, Bilibili autocorrelation shows the relationship between Bilibili stock current value and its past values and can show if there is a momentum factor associated with investing in Bilibili.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Bilibili offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Bilibili's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Bilibili Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Bilibili Stock:Check out Bilibili Correlation, Bilibili Volatility and Bilibili Alpha and Beta module to complement your research on Bilibili. For more detail on how to invest in Bilibili Stock please use our How to Invest in Bilibili guide.You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Bilibili 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.