Bilibili Stock Market Value
| BLBLF Stock | USD 20.84 0.71 3.29% |
| Symbol | Bilibili |
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 pink sheet 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.
| 05/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in Bilibili on May 9, 2023 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 570 days. Bilibili is related to or competes with Capcom Co, CD Projekt, Sega Sammy, Playtika Holding, Square Enix, Nexon Co, and Square Enix. 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 pink sheet 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.
| Information Ratio | 0.0691 | |||
| Maximum Drawdown | 112.51 | |||
| Value At Risk | (3.29) |
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 | 0.07 | |||
| Jensen Alpha | 0.9497 | |||
| Total Risk Alpha | (0.90) | |||
| Treynor Ratio | 4.03 |
Bilibili Backtested Returns
Bilibili is slightly risky given 3 months investment horizon. Bilibili secures Sharpe Ratio (or Efficiency) of 0.081, which signifies that the company had a 0.081% return per unit of risk over the last 3 months. We were able to break down and interpolate twenty-one different technical indicators, which can help you to evaluate if expected returns of 1.03% are justified by taking the suggested risk. Use Bilibili Risk Adjusted Performance of 0.07, standard deviation of 12.48, and Mean Deviation of 3.06 to evaluate company specific risk that cannot be diversified away. Bilibili holds a performance score of 6 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bilibili's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bilibili is expected to be smaller as well. Use Bilibili skewness, and the relationship between the jensen alpha and rate of daily change , to analyze future returns on Bilibili.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
Bilibili has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Bilibili time series from 9th of May 2023 to 18th of February 2024 and 18th of February 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 Bilibili price movement. The serial correlation of -0.73 indicates that around 73.0% of current Bilibili price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 15.35 |
Bilibili lagged returns against current returns
Autocorrelation, which is Bilibili pink sheet'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 pink sheet 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 pink sheet 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bilibili pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bilibili pink sheet 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 pink sheet 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 pink sheet 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
Additional Information and Resources on Investing in Bilibili Pink Sheet
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 Pink Sheet please use our How to Invest in Bilibili guide.You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Bilibili technical pink sheet 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, pink sheet market cycles, or different charting patterns.