Blue Moon Group Stock Market Value
| BLUMY Stock | USD 2.08 0.22 9.57% |
| Symbol | Blue |
Blue Moon '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 Moon'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 Moon.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Blue Moon on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Blue Moon Group or generate 0.0% return on investment in Blue Moon over 180 days. Blue Moon is related to or competes with Reeds,, Oliveda International, Crimson Wine, and Warpaint London. Blue Moon Group Holdings Limited, a consumer-centric household care company, develops, manufactures, and markets fabric ... More
Blue Moon 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 Moon'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 Moon Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 33.89 |
Blue Moon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blue Moon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blue Moon's standard deviation. In reality, there are many statistical measures that can use Blue Moon historical prices to predict the future Blue Moon's volatility.| Risk Adjusted Performance | 0.0165 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | 0.0298 |
Blue Moon Group Backtested Returns
At this stage we consider Blue Pink Sheet to be very risky. Blue Moon Group secures Sharpe Ratio (or Efficiency) of 0.0123, which signifies that the company had a 0.0123 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Blue Moon Group, which you can use to evaluate the volatility of the firm. Please confirm Blue Moon's Standard Deviation of 3.56, risk adjusted performance of 0.0165, and Mean Deviation of 0.7358 to double-check if the risk estimate we provide is consistent with the expected return of 0.0446%. The firm shows a Beta (market volatility) of 1.12, which signifies a somewhat significant risk relative to the market. Blue Moon returns are very sensitive to returns on the market. As the market goes up or down, Blue Moon is expected to follow. Blue Moon Group right now shows a risk of 3.62%. Please confirm Blue Moon Group jensen alpha and rate of daily change , to decide if Blue Moon Group will be following its price patterns.
Auto-correlation | 0.18 |
Very weak predictability
Blue Moon Group has very weak predictability. Overlapping area represents the amount of predictability between Blue Moon time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th of December 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 Moon Group price movement. The serial correlation of 0.18 indicates that over 18.0% of current Blue Moon price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Blue Moon Group lagged returns against current returns
Autocorrelation, which is Blue Moon 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 Moon's pink sheet expected returns. We can calculate the autocorrelation of Blue Moon returns to help us make a trade decision. For example, suppose you find that Blue Moon 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 Moon 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 Moon pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blue Moon 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 Moon pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Blue Moon Lagged Returns
When evaluating Blue Moon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blue Moon pink sheet have on its future price. Blue Moon 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 Moon autocorrelation shows the relationship between Blue Moon pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Blue Moon Group.
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 Blue Pink Sheet Analysis
When running Blue Moon's price analysis, check to measure Blue Moon's 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 Blue Moon is operating at the current time. Most of Blue Moon's value examination focuses on studying past and present price action to predict the probability of Blue Moon's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Blue Moon's price. Additionally, you may evaluate how the addition of Blue Moon to your portfolios can decrease your overall portfolio volatility.