Bloise Holding Ag Stock Market Value
| BLHEF Stock | USD 201.18 0.00 0.00% |
| Symbol | Bâloise |
Bâloise Holding '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 Bâloise Holding'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 Bâloise Holding.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Bâloise Holding on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Bloise Holding AG or generate 0.0% return on investment in Bâloise Holding over 30 days. Bâloise Holding is related to or competes with Berkshire Hathaway, American International, Arch Capital, Sun Life, and Hartford Financial. Bloise Holding AG, together with its subsidiaries, primarily engages in the insurance and banking businesses in Switzerl... More
Bâloise Holding 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 Bâloise Holding'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 Bloise Holding AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0626 | |||
| Maximum Drawdown | 16.84 |
Bâloise Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bâloise Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bâloise Holding's standard deviation. In reality, there are many statistical measures that can use Bâloise Holding historical prices to predict the future Bâloise Holding's volatility.| Risk Adjusted Performance | 0.1006 | |||
| Jensen Alpha | 0.2869 | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (0.68) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bâloise Holding'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.
Bloise Holding AG Backtested Returns
Bâloise Holding appears to be very steady, given 3 months investment horizon. Bloise Holding AG secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Bloise Holding AG, which you can use to evaluate the volatility of the firm. Please makes use of Bâloise Holding's Risk Adjusted Performance of 0.1006, standard deviation of 2.07, and Mean Deviation of 0.5025 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bâloise Holding holds a performance score of 9. The firm shows a Beta (market volatility) of -0.36, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Bâloise Holding are expected to decrease at a much lower rate. During the bear market, Bâloise Holding is likely to outperform the market. Please check Bâloise Holding's variance, maximum drawdown, as well as the relationship between the Maximum Drawdown and rate of daily change , to make a quick decision on whether Bâloise Holding's price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Bloise Holding AG has no correlation between past and present. Overlapping area represents the amount of predictability between Bâloise Holding 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 Bloise Holding AG price movement. The serial correlation of 0.0 indicates that just 0.0% of current Bâloise Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bloise Holding AG lagged returns against current returns
Autocorrelation, which is Bâloise Holding 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 Bâloise Holding's pink sheet expected returns. We can calculate the autocorrelation of Bâloise Holding returns to help us make a trade decision. For example, suppose you find that Bâloise Holding 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 |
Bâloise Holding 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 Bâloise Holding pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bâloise Holding pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bâloise Holding pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Bâloise Holding Lagged Returns
When evaluating Bâloise Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bâloise Holding pink sheet have on its future price. Bâloise Holding 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, Bâloise Holding autocorrelation shows the relationship between Bâloise Holding pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Bloise Holding AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Bâloise Pink Sheet
Bâloise Holding financial ratios help investors to determine whether Bâloise Pink Sheet 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 Bâloise with respect to the benefits of owning Bâloise Holding security.