Bksy Wt Stock Market Value
| BKSY-WT Stock | 0.07 0.0002 0.27% |
| Symbol | BKSY |
BKSY WT Price To Book Ratio
BKSY WT '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 BKSY WT'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 BKSY WT.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in BKSY WT on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding BKSY WT or generate 0.0% return on investment in BKSY WT over 540 days. BKSY WT is related to or competes with Legacy Education, Apple, NVIDIA, Microsoft, Amazon, Bristol-Myers Squibb, and Alphabet. BKSY WT is entity of United States. It is traded as Stock on NYSE exchange. More
BKSY WT 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 BKSY WT'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 BKSY WT upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 15.88 | |||
| Information Ratio | 0.0791 | |||
| Maximum Drawdown | 76.81 | |||
| Value At Risk | (22.67) | |||
| Potential Upside | 24.31 |
BKSY WT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BKSY WT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BKSY WT's standard deviation. In reality, there are many statistical measures that can use BKSY WT historical prices to predict the future BKSY WT's volatility.| Risk Adjusted Performance | 0.0763 | |||
| Jensen Alpha | 0.9947 | |||
| Total Risk Alpha | (1.00) | |||
| Sortino Ratio | 0.0774 | |||
| Treynor Ratio | 0.4427 |
BKSY WT Backtested Returns
BKSY WT is out of control given 3 months investment horizon. BKSY WT secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1% return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.59% are justified by taking the suggested risk. Use BKSY WT mean deviation of 11.76, and Risk Adjusted Performance of 0.0763 to evaluate company specific risk that cannot be diversified away. BKSY WT holds a performance score of 8 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 3.04, 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, BKSY WT will likely underperform. Use BKSY WT jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to analyze future returns on BKSY WT.
Auto-correlation | 0.00 |
No correlation between past and present
BKSY WT has no correlation between past and present. Overlapping area represents the amount of predictability between BKSY WT time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 BKSY WT price movement. The serial correlation of 0.0 indicates that just 0.0% of current BKSY WT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BKSY WT lagged returns against current returns
Autocorrelation, which is BKSY WT 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 BKSY WT's stock expected returns. We can calculate the autocorrelation of BKSY WT returns to help us make a trade decision. For example, suppose you find that BKSY WT 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 |
BKSY WT 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 BKSY WT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BKSY WT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BKSY WT stock over time.
Current vs Lagged Prices |
| Timeline |
BKSY WT Lagged Returns
When evaluating BKSY WT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BKSY WT stock have on its future price. BKSY WT 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, BKSY WT autocorrelation shows the relationship between BKSY WT stock current value and its past values and can show if there is a momentum factor associated with investing in BKSY WT.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for BKSY Stock Analysis
When running BKSY WT's price analysis, check to measure BKSY WT'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 BKSY WT is operating at the current time. Most of BKSY WT's value examination focuses on studying past and present price action to predict the probability of BKSY WT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BKSY WT's price. Additionally, you may evaluate how the addition of BKSY WT to your portfolios can decrease your overall portfolio volatility.