Bleuacacia Market Value
| BLEUDelisted Stock | USD 11.03 0.00 0.00% |
| Symbol | Bleuacacia |
Bleuacacia '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 Bleuacacia'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 Bleuacacia.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Bleuacacia on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Bleuacacia or generate 0.0% return on investment in Bleuacacia over 30 days. Bleuacacia is related to or competes with Hudson Acquisition, Marblegate Acquisition, and Alpha One. The company focuses on effecting a merger, capital stock exchange, asset acquisition, stock purchase, reorganization, or... More
Bleuacacia 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 Bleuacacia'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 Bleuacacia upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.47 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 9.26 | |||
| Value At Risk | (1.52) | |||
| Potential Upside | 1.53 |
Bleuacacia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bleuacacia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bleuacacia's standard deviation. In reality, there are many statistical measures that can use Bleuacacia historical prices to predict the future Bleuacacia's volatility.| Risk Adjusted Performance | 0.0277 | |||
| Jensen Alpha | 0.0365 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.24) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bleuacacia'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.
Bleuacacia Backtested Returns
Currently, Bleuacacia is out of control. Bleuacacia secures Sharpe Ratio (or Efficiency) of 0.0338, which signifies that the company had a 0.0338% return per unit of standard deviation over the last 3 months. We have found twenty-five technical indicators for Bleuacacia, which you can use to evaluate the volatility of the firm. Please confirm Bleuacacia's mean deviation of 0.4082, and Risk Adjusted Performance of 0.0277 to double-check if the risk estimate we provide is consistent with the expected return of 0.0375%. Bleuacacia has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.1, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bleuacacia are expected to decrease at a much lower rate. During the bear market, Bleuacacia is likely to outperform the market. Bleuacacia right now shows a risk of 1.11%. Please confirm Bleuacacia maximum drawdown, and the relationship between the information ratio and expected short fall , to decide if Bleuacacia will be following its price patterns.
Auto-correlation | -92,233,720,368,547,760 |
Near perfect reversele predictability
Bleuacacia has near perfect reversele predictability. Overlapping area represents the amount of predictability between Bleuacacia time series from 30th of October 2024 to 14th of November 2024 and 14th of November 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 Bleuacacia price movement. The serial correlation of -9.223372036854776E16 indicates that 9.223372036854776E16% of current Bleuacacia price fluctuation can be explain by its past prices.
| Correlation Coefficient | -92233.7 T | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bleuacacia lagged returns against current returns
Autocorrelation, which is Bleuacacia 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 Bleuacacia's stock expected returns. We can calculate the autocorrelation of Bleuacacia returns to help us make a trade decision. For example, suppose you find that Bleuacacia 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 |
Bleuacacia 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 Bleuacacia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bleuacacia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bleuacacia stock over time.
Current vs Lagged Prices |
| Timeline |
Bleuacacia Lagged Returns
When evaluating Bleuacacia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bleuacacia stock have on its future price. Bleuacacia 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, Bleuacacia autocorrelation shows the relationship between Bleuacacia stock current value and its past values and can show if there is a momentum factor associated with investing in Bleuacacia.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Check out Bleuacacia Correlation, Bleuacacia Volatility and Bleuacacia Alpha and Beta module to complement your research on Bleuacacia. You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Other Consideration for investing in Bleuacacia Stock
If you are still planning to invest in Bleuacacia check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Bleuacacia's history and understand the potential risks before investing.
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Commodity Directory Find actively traded commodities issued by global exchanges | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Global Correlations Find global opportunities by holding instruments from different markets |