Bellway Plc Adr Stock Market Value
| BLWYY Stock | USD 31.39 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.
| 02/11/2023 |
| 01/31/2025 |
If you would invest 0.00 in Bellway PLC on February 11, 2023 and sell it all today you would earn a total of 0.00 from holding Bellway PLC ADR or generate 0.0% return on investment in Bellway PLC over 720 days. Bellway PLC is related to or competes with Q2 Holdings, Stagwell, Marchex, Cimpress, Pinterest, Datadog, and Cheer Holding. 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 ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.37) | |||
| Maximum Drawdown | 1.59 |
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 | 0.0734 | |||
| Jensen Alpha | 0.0147 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | 2.71 |
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 ADR Backtested Returns
At this stage we consider Bellway Pink Sheet to be very steady. Bellway PLC ADR 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 seventeen technical indicators for Bellway PLC ADR, which you can use to evaluate the volatility of the firm. Please confirm Bellway PLC's Risk Adjusted Performance of 0.0734, mean deviation of 0.0495, and Standard Deviation of 0.1998 to double-check if the risk estimate we provide is consistent with the expected return of 0.0252%. Bellway PLC has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0056, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bellway PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bellway PLC is expected to be smaller as well. Bellway PLC ADR right now shows a risk of 0.2%. Please confirm Bellway PLC ADR jensen alpha, as well as the relationship between the kurtosis and day typical price , to decide if Bellway PLC ADR will be following its price patterns.
Auto-correlation | -0.69 |
Very good reverse predictability
Bellway PLC ADR has very good reverse predictability. Overlapping area represents the amount of predictability between Bellway PLC time series from 11th of February 2023 to 6th of February 2024 and 6th of February 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 Bellway PLC ADR price movement. The serial correlation of -0.69 indicates that around 69.0% of current Bellway PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 7.03 |
Bellway PLC ADR 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 ADR.
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 Bellway Pink Sheet Analysis
When running Bellway PLC's price analysis, check to measure Bellway PLC'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 Bellway PLC is operating at the current time. Most of Bellway PLC's value examination focuses on studying past and present price action to predict the probability of Bellway PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bellway PLC's price. Additionally, you may evaluate how the addition of Bellway PLC to your portfolios can decrease your overall portfolio volatility.