bleuacacia ltd Rights Market Value
| BLEURDelisted Stock | USD 0.01 0 57.41% |
| 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.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Bleuacacia on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding bleuacacia ltd Rights or generate 0.0% return on investment in Bleuacacia over 30 days. Bleuacacia is related to or competes with Bleuacacia. It intends to acquire assets and businesses through a merger, share exchange, share purchase, reorganization, or similar... 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 ltd Rights upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 30.95 | |||
| Information Ratio | 0.1142 | |||
| Maximum Drawdown | 298.33 | |||
| Value At Risk | (36.91) | |||
| Potential Upside | 54.79 |
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 | 0.0998 | |||
| Jensen Alpha | 3.51 | |||
| Total Risk Alpha | (1.29) | |||
| Sortino Ratio | 0.1426 | |||
| Treynor Ratio | 0.5125 |
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 ltd Rights Backtested Returns
Bleuacacia is out of control given 3 months investment horizon. bleuacacia ltd Rights secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17% return per unit of standard deviation over the last 3 months. We are able to break down and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 27.22% are justified by taking the suggested risk. Use Bleuacacia Semi Deviation of 19.47, risk adjusted performance of 0.0998, and Mean Deviation of 20.0 to evaluate company specific risk that cannot be diversified away. Bleuacacia holds a performance score of 13 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 8.84, 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, Bleuacacia will likely underperform. Use Bleuacacia standard deviation, expected short fall, period momentum indicator, as well as the relationship between the maximum drawdown and rate of daily change , to analyze future returns on Bleuacacia.
Auto-correlation | 0.58 |
Modest predictability
bleuacacia ltd Rights has modest predictability. Overlapping area represents the amount of predictability between Bleuacacia time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 ltd Rights price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Bleuacacia price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
bleuacacia ltd Rights 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 ltd Rights.
Regressed Prices |
| Timeline |
Pair Trading with Bleuacacia
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Bleuacacia position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Bleuacacia will appreciate offsetting losses from the drop in the long position's value.Moving against Bleuacacia Stock
| 0.46 | DIST | Distoken Acquisition | PairCorr |
| 0.43 | DSAQ | Direct Selling Acqui | PairCorr |
| 0.42 | YHNAU | YHN Acquisition I | PairCorr |
| 0.37 | DPCS | DP Cap Acquisition | PairCorr |
| 0.37 | DYCQ | DT Cloud Acquisition | PairCorr |
The ability to find closely correlated positions to Bleuacacia could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Bleuacacia when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Bleuacacia - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling bleuacacia ltd Rights to buy it.
The correlation of Bleuacacia is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Bleuacacia moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if bleuacacia ltd Rights moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Bleuacacia can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Bleuacacia Correlation, Bleuacacia Volatility and Bleuacacia Alpha and Beta module to complement your research on Bleuacacia. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Other Consideration for investing in Bleuacacia Stock
If you are still planning to invest in bleuacacia ltd Rights 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.
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