Black Iron (Germany) Market Value
| BIN Stock | 0.07 0 4.41% |
| Symbol | Black |
Black Iron '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 Black Iron'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 Black Iron.
| 12/23/2025 |
| 01/22/2026 |
If you would invest 0.00 in Black Iron on December 23, 2025 and sell it all today you would earn a total of 0.00 from holding Black Iron or generate 0.0% return on investment in Black Iron over 30 days. Black Iron is related to or competes with Zoomlion Heavy, Titan Machinery, Align Technology, Micron Technology, Sterling Construction, and Federal Agricultural. More
Black Iron 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 Black Iron'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 Black Iron upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.27 | |||
| Information Ratio | 0.0479 | |||
| Maximum Drawdown | 31.36 | |||
| Value At Risk | (7.80) | |||
| Potential Upside | 7.8 |
Black Iron Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Black Iron's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Black Iron's standard deviation. In reality, there are many statistical measures that can use Black Iron historical prices to predict the future Black Iron's volatility.| Risk Adjusted Performance | 0.0588 | |||
| Jensen Alpha | 0.203 | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | 0.0384 | |||
| Treynor Ratio | 0.2365 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Black Iron'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.
Black Iron Backtested Returns
Currently, Black Iron is out of control. Black Iron secures Sharpe Ratio (or Efficiency) of 0.0265, which signifies that the company had a 0.0265 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Black Iron, which you can use to evaluate the volatility of the firm. Please confirm Black Iron's risk adjusted performance of 0.0588, and Mean Deviation of 3.37 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. Black Iron has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.41, 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, Black Iron will likely underperform. Black Iron right now shows a risk of 4.27%. Please confirm Black Iron sortino ratio, semi variance, and the relationship between the standard deviation and value at risk , to decide if Black Iron will be following its price patterns.
Auto-correlation | 0.63 |
Good predictability
Black Iron has good predictability. Overlapping area represents the amount of predictability between Black Iron 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 Black Iron price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Black Iron price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Black Iron lagged returns against current returns
Autocorrelation, which is Black Iron 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 Black Iron's stock expected returns. We can calculate the autocorrelation of Black Iron returns to help us make a trade decision. For example, suppose you find that Black Iron 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 |
Black Iron 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 Black Iron stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Black Iron stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Black Iron stock over time.
Current vs Lagged Prices |
| Timeline |
Black Iron Lagged Returns
When evaluating Black Iron's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Black Iron stock have on its future price. Black Iron 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, Black Iron autocorrelation shows the relationship between Black Iron stock current value and its past values and can show if there is a momentum factor associated with investing in Black Iron.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Black Stock Analysis
When running Black Iron's price analysis, check to measure Black Iron'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 Black Iron is operating at the current time. Most of Black Iron's value examination focuses on studying past and present price action to predict the probability of Black Iron's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Black Iron's price. Additionally, you may evaluate how the addition of Black Iron to your portfolios can decrease your overall portfolio volatility.