Bloomberry Resorts (Philippines) Market Value
| BLOOM Stock | 5.48 0.18 3.40% |
| Symbol | Bloomberry |
Bloomberry Resorts '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 Bloomberry Resorts' 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 Bloomberry Resorts.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Bloomberry Resorts on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Bloomberry Resorts Corp or generate 0.0% return on investment in Bloomberry Resorts over 30 days. Bloomberry Resorts is related to or competes with Century Pacific, Philippine Savings, Converge Information, Transpacific Broadband, and Semirara Mining. More
Bloomberry Resorts 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 Bloomberry Resorts' 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 Bloomberry Resorts Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 14.29 | |||
| Value At Risk | (3.52) | |||
| Potential Upside | 2.99 |
Bloomberry Resorts Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bloomberry Resorts' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bloomberry Resorts' standard deviation. In reality, there are many statistical measures that can use Bloomberry Resorts historical prices to predict the future Bloomberry Resorts' volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.53) | |||
| Total Risk Alpha | (0.91) | |||
| Treynor Ratio | (1.94) |
Bloomberry Resorts Corp Backtested Returns
Bloomberry Resorts Corp secures Sharpe Ratio (or Efficiency) of -0.22, which signifies that the company had a -0.22% return per unit of risk over the last 3 months. Bloomberry Resorts Corp exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bloomberry Resorts' Mean Deviation of 1.77, standard deviation of 2.47, and Risk Adjusted Performance of (0.14) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bloomberry Resorts' returns are expected to increase less than the market. However, during the bear market, the loss of holding Bloomberry Resorts is expected to be smaller as well. At this point, Bloomberry Resorts Corp has a negative expected return of -0.54%. Please make sure to confirm Bloomberry Resorts' potential upside, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Bloomberry Resorts Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.75 |
Good predictability
Bloomberry Resorts Corp has good predictability. Overlapping area represents the amount of predictability between Bloomberry Resorts time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Bloomberry Resorts Corp price movement. The serial correlation of 0.75 indicates that around 75.0% of current Bloomberry Resorts price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Bloomberry Resorts Corp lagged returns against current returns
Autocorrelation, which is Bloomberry Resorts 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 Bloomberry Resorts' stock expected returns. We can calculate the autocorrelation of Bloomberry Resorts returns to help us make a trade decision. For example, suppose you find that Bloomberry Resorts 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 |
Bloomberry Resorts 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 Bloomberry Resorts stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bloomberry Resorts stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bloomberry Resorts stock over time.
Current vs Lagged Prices |
| Timeline |
Bloomberry Resorts Lagged Returns
When evaluating Bloomberry Resorts' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bloomberry Resorts stock have on its future price. Bloomberry Resorts 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, Bloomberry Resorts autocorrelation shows the relationship between Bloomberry Resorts stock current value and its past values and can show if there is a momentum factor associated with investing in Bloomberry Resorts Corp.
Regressed Prices |
| Timeline |
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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.Additional Tools for Bloomberry Stock Analysis
When running Bloomberry Resorts' price analysis, check to measure Bloomberry Resorts' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Bloomberry Resorts is operating at the current time. Most of Bloomberry Resorts' value examination focuses on studying past and present price action to predict the probability of Bloomberry Resorts' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bloomberry Resorts' price. Additionally, you may evaluate how the addition of Bloomberry Resorts to your portfolios can decrease your overall portfolio volatility.