Beeks Trading (UK) Market Value
| BKS Stock | 275.00 4.00 1.48% |
| Symbol | Beeks |
Beeks Trading '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 Beeks Trading'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 Beeks Trading.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Beeks Trading on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Beeks Trading or generate 0.0% return on investment in Beeks Trading over 30 days. Beeks Trading is related to or competes with Broadridge Financial, Morgan Advanced, Sabre Insurance, EVS Broadcast, and Vulcan Materials. More
Beeks Trading 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 Beeks Trading'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 Beeks Trading upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.81 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 12.5 | |||
| Value At Risk | (3.81) | |||
| Potential Upside | 4.9 |
Beeks Trading Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Beeks Trading's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Beeks Trading's standard deviation. In reality, there are many statistical measures that can use Beeks Trading historical prices to predict the future Beeks Trading's volatility.| Risk Adjusted Performance | 0.0269 | |||
| Jensen Alpha | 0.036 | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.2928 |
Beeks Trading Backtested Returns
At this point, Beeks Trading is very steady. Beeks Trading secures Sharpe Ratio (or Efficiency) of 0.0242, which signifies that the company had a 0.0242 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Beeks Trading, which you can use to evaluate the volatility of the firm. Please confirm Beeks Trading's mean deviation of 1.85, and Risk Adjusted Performance of 0.0269 to double-check if the risk estimate we provide is consistent with the expected return of 0.062%. Beeks Trading has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Beeks Trading's returns are expected to increase less than the market. However, during the bear market, the loss of holding Beeks Trading is expected to be smaller as well. Beeks Trading right now shows a risk of 2.57%. Please confirm Beeks Trading semi deviation, jensen alpha, maximum drawdown, as well as the relationship between the coefficient of variation and sortino ratio , to decide if Beeks Trading will be following its price patterns.
Auto-correlation | 0.70 |
Good predictability
Beeks Trading has good predictability. Overlapping area represents the amount of predictability between Beeks Trading time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 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 Beeks Trading price movement. The serial correlation of 0.7 indicates that around 70.0% of current Beeks Trading price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 49.9 |
Beeks Trading lagged returns against current returns
Autocorrelation, which is Beeks Trading 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 Beeks Trading's stock expected returns. We can calculate the autocorrelation of Beeks Trading returns to help us make a trade decision. For example, suppose you find that Beeks Trading 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 |
Beeks Trading 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 Beeks Trading stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Beeks Trading stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Beeks Trading stock over time.
Current vs Lagged Prices |
| Timeline |
Beeks Trading Lagged Returns
When evaluating Beeks Trading's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Beeks Trading stock have on its future price. Beeks Trading 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, Beeks Trading autocorrelation shows the relationship between Beeks Trading stock current value and its past values and can show if there is a momentum factor associated with investing in Beeks Trading.
Regressed Prices |
| Timeline |
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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.Other Information on Investing in Beeks Stock
Beeks Trading financial ratios help investors to determine whether Beeks Stock 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 Beeks with respect to the benefits of owning Beeks Trading security.