bleuacacia ltd Warrants Market Value
| BLEUWDelisted Stock | USD 0.01 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.
| 10/29/2024 |
| 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 Warrants or generate 0.0% return on investment in Bleuacacia over 30 days. 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 Warrants upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 29.53 | |||
| Information Ratio | 0.0998 | |||
| Maximum Drawdown | 159.39 | |||
| Value At Risk | (44.13) | |||
| Potential Upside | 48.15 |
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 | 0.0873 | |||
| Jensen Alpha | 12.06 | |||
| Total Risk Alpha | (5.48) | |||
| Sortino Ratio | 0.3726 | |||
| Treynor Ratio | (1.36) |
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 Warrants Backtested Returns
Bleuacacia is out of control given 3 months investment horizon. bleuacacia ltd Warrants secures Sharpe Ratio (or Efficiency) of 0.24, which signifies that the company had a 0.24% return per unit of standard deviation over the last 3 months. We are able to break down and analyze data for twenty-four different technical indicators, which can help you to evaluate if expected returns of 55.62% are justified by taking the suggested risk. Use Bleuacacia Mean Deviation of 34.68, semi deviation of 19.89, and Risk Adjusted Performance of 0.0873 to evaluate company specific risk that cannot be diversified away. Bleuacacia holds a performance score of 18 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -8.16, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Bleuacacia are expected to decrease by larger amounts. On the other hand, during market turmoil, Bleuacacia is expected to outperform it. Use Bleuacacia jensen alpha, as well as the relationship between the potential upside and rate of daily change , to analyze future returns on Bleuacacia.
Auto-correlation | 0.07 |
Virtually no predictability
bleuacacia ltd Warrants has virtually no 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 Warrants price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Bleuacacia price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
bleuacacia ltd Warrants 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 Warrants.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Check out Bleuacacia Correlation, Bleuacacia Volatility and Bleuacacia Alpha and Beta module to complement your research on Bleuacacia. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Other Consideration for investing in Bleuacacia Stock
If you are still planning to invest in bleuacacia ltd Warrants 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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