Blue Line Protection Stock Market Value
| BLPG Stock | USD 0.06 0.01 8.95% |
| Symbol | Blue |
Blue Line '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 Blue Line'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 Blue Line.
| 09/03/2024 |
| 01/31/2025 |
If you would invest 0.00 in Blue Line on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Blue Line Protection or generate 0.0% return on investment in Blue Line over 150 days. Blue Line is related to or competes with BIO Key, LogicMark, Knightscope, Guardforce, Supercom, Zedcor, and SSC Security. Blue Line Protection Group, Inc. provides armed protection and transportation, banking, compliance, and training service... More
Blue Line 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 Blue Line'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 Blue Line Protection upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 13.23 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 46.41 | |||
| Value At Risk | (17.96) | |||
| Potential Upside | 21.42 |
Blue Line Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blue Line's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blue Line's standard deviation. In reality, there are many statistical measures that can use Blue Line historical prices to predict the future Blue Line's volatility.| Risk Adjusted Performance | 0.0128 | |||
| Jensen Alpha | 0.111 | |||
| Total Risk Alpha | (1.14) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (0.04) |
Blue Line Protection Backtested Returns
At this point, Blue Line is out of control. Blue Line Protection secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Blue Line Protection, which you can use to evaluate the volatility of the firm. Please confirm Blue Line's Downside Deviation of 13.23, risk adjusted performance of 0.0128, and Mean Deviation of 7.5 to double-check if the risk estimate we provide is consistent with the expected return of 0.0685%. The firm shows a Beta (market volatility) of -0.83, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Blue Line are expected to decrease at a much lower rate. During the bear market, Blue Line is likely to outperform the market. Blue Line Protection right now shows a risk of 11.29%. Please confirm Blue Line Protection maximum drawdown and the relationship between the semi variance and price action indicator , to decide if Blue Line Protection will be following its price patterns.
Auto-correlation | 0.16 |
Very weak predictability
Blue Line Protection has very weak predictability. Overlapping area represents the amount of predictability between Blue Line time series from 3rd of September 2024 to 17th of November 2024 and 17th of November 2024 to 31st of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Blue Line Protection price movement. The serial correlation of 0.16 indicates that over 16.0% of current Blue Line price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Blue Line Protection lagged returns against current returns
Autocorrelation, which is Blue Line 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 Blue Line's pink sheet expected returns. We can calculate the autocorrelation of Blue Line returns to help us make a trade decision. For example, suppose you find that Blue Line 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 |
Blue Line 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 Blue Line pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blue Line pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blue Line pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Blue Line Lagged Returns
When evaluating Blue Line's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blue Line pink sheet have on its future price. Blue Line 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, Blue Line autocorrelation shows the relationship between Blue Line pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Blue Line Protection.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Blue Pink Sheet
Blue Line financial ratios help investors to determine whether Blue 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 Blue with respect to the benefits of owning Blue Line security.