Buligo Capital (Israel) Market Value
| BLGO Stock | 1,064 19.00 1.75% |
| Symbol | Buligo |
Buligo Capital '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 Buligo Capital'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 Buligo Capital.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in Buligo Capital on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding Buligo Capital or generate 0.0% return on investment in Buligo Capital over 30 days. Buligo Capital is related to or competes with MLRN Projects, Opal Balance, Elron Electronic, Michman Basad, Zur Shamir, and SR Accord. More
Buligo Capital 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 Buligo Capital'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 Buligo Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.55 | |||
| Information Ratio | 0.252 | |||
| Maximum Drawdown | 9.84 | |||
| Value At Risk | (2.35) | |||
| Potential Upside | 3.97 |
Buligo Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Buligo Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Buligo Capital's standard deviation. In reality, there are many statistical measures that can use Buligo Capital historical prices to predict the future Buligo Capital's volatility.| Risk Adjusted Performance | 0.2144 | |||
| Jensen Alpha | 0.6019 | |||
| Total Risk Alpha | 0.3464 | |||
| Sortino Ratio | 0.3425 | |||
| Treynor Ratio | 2.97 |
Buligo Capital Backtested Returns
Buligo Capital appears to be very steady, given 3 months investment horizon. Buligo Capital secures Sharpe Ratio (or Efficiency) of 0.36, which signifies that the company had a 0.36 % return per unit of risk over the last 3 months. By analyzing Buligo Capital's technical indicators, you can evaluate if the expected return of 0.81% is justified by implied risk. Please makes use of Buligo Capital's Mean Deviation of 1.54, risk adjusted performance of 0.2144, and Downside Deviation of 1.55 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Buligo Capital holds a performance score of 28. The firm shows a Beta (market volatility) of 0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Buligo Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Buligo Capital is expected to be smaller as well. Please check Buligo Capital's jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Buligo Capital's price patterns will revert.
Auto-correlation | -0.84 |
Excellent reverse predictability
Buligo Capital has excellent reverse predictability. Overlapping area represents the amount of predictability between Buligo Capital time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 to 17th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Buligo Capital price movement. The serial correlation of -0.84 indicates that around 84.0% of current Buligo Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.84 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 81.21 |
Buligo Capital lagged returns against current returns
Autocorrelation, which is Buligo Capital 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 Buligo Capital's stock expected returns. We can calculate the autocorrelation of Buligo Capital returns to help us make a trade decision. For example, suppose you find that Buligo Capital 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 |
Buligo Capital 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 Buligo Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Buligo Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Buligo Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Buligo Capital Lagged Returns
When evaluating Buligo Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Buligo Capital stock have on its future price. Buligo Capital 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, Buligo Capital autocorrelation shows the relationship between Buligo Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Buligo Capital.
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.Other Information on Investing in Buligo Stock
Buligo Capital financial ratios help investors to determine whether Buligo Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Buligo with respect to the benefits of owning Buligo Capital security.