Bellway Plc Stock Market Value
| BLWYF Stock | USD 35.50 0.00 0.00% |
| Symbol | Bellway |
Bellway Plc '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 Bellway Plc'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 Bellway Plc.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Bellway Plc on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Bellway plc or generate 0.0% return on investment in Bellway Plc over 30 days. Bellway Plc is related to or competes with Berkeley Group, Persimmon Plc, Taylor Wimpey, Barratt Developments, Taylor Wimpey, Woolworths Holdings, and Frasers Group. Bellway p.l.c., together with its subsidiaries, engages in the home building business in the United Kingdom More
Bellway Plc 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 Bellway Plc'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 Bellway plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0852 | |||
| Maximum Drawdown | 11.37 | |||
| Potential Upside | 1.4 |
Bellway Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bellway Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bellway Plc's standard deviation. In reality, there are many statistical measures that can use Bellway Plc historical prices to predict the future Bellway Plc's volatility.| Risk Adjusted Performance | 0.1076 | |||
| Jensen Alpha | 0.1848 | |||
| Total Risk Alpha | 0.051 | |||
| Treynor Ratio | (4.91) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bellway Plc'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.
Bellway plc Backtested Returns
At this point, Bellway Plc is very steady. Bellway plc secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Bellway plc, which you can use to evaluate the volatility of the firm. Please confirm Bellway Plc's Mean Deviation of 0.4452, risk adjusted performance of 0.1076, and Standard Deviation of 1.31 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. Bellway Plc has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0371, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bellway Plc are expected to decrease at a much lower rate. During the bear market, Bellway Plc is likely to outperform the market. Bellway plc right now shows a risk of 1.3%. Please confirm Bellway plc standard deviation, potential upside, as well as the relationship between the Potential Upside and day typical price , to decide if Bellway plc will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Bellway plc has no correlation between past and present. Overlapping area represents the amount of predictability between Bellway Plc time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Bellway plc price movement. The serial correlation of 0.0 indicates that just 0.0% of current Bellway Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.91 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bellway plc lagged returns against current returns
Autocorrelation, which is Bellway Plc 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 Bellway Plc's pink sheet expected returns. We can calculate the autocorrelation of Bellway Plc returns to help us make a trade decision. For example, suppose you find that Bellway Plc 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 |
Bellway Plc 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 Bellway Plc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bellway Plc pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bellway Plc pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Bellway Plc Lagged Returns
When evaluating Bellway Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bellway Plc pink sheet have on its future price. Bellway Plc 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, Bellway Plc autocorrelation shows the relationship between Bellway Plc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Bellway plc.
Regressed Prices |
| Timeline |
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Other Information on Investing in Bellway Pink Sheet
Bellway Plc financial ratios help investors to determine whether Bellway 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 Bellway with respect to the benefits of owning Bellway Plc security.