Bim Birlesik Magazalar Stock Market Value
| BMBRF Stock | USD 9.80 0.00 0.00% |
| Symbol | Bim |
Bim Birlesik '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 Bim Birlesik'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 Bim Birlesik.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Bim Birlesik on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Bim Birlesik Magazalar or generate 0.0% return on investment in Bim Birlesik over 30 days. Bim Birlesik is related to or competes with PVH Corp, American Eagle, Alvotech, Lipocine, Boot Barn, Figs, and Kontoor Brands. More
Bim Birlesik 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 Bim Birlesik'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 Bim Birlesik Magazalar upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1105 | |||
| Maximum Drawdown | 68.94 |
Bim Birlesik Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bim Birlesik's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bim Birlesik's standard deviation. In reality, there are many statistical measures that can use Bim Birlesik historical prices to predict the future Bim Birlesik's volatility.| Risk Adjusted Performance | 0.1051 | |||
| Jensen Alpha | 1.17 | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (1.06) |
Bim Birlesik Magazalar Backtested Returns
Bim Birlesik is unstable given 3 months investment horizon. Bim Birlesik Magazalar 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 were able to interpolate data for sixteen different technical indicators, which can help you to evaluate if expected returns of 1.11% are justified by taking the suggested risk. Use Bim Birlesik Risk Adjusted Performance of 0.1051, mean deviation of 2.06, and Standard Deviation of 8.48 to evaluate company specific risk that cannot be diversified away. Bim Birlesik holds a performance score of 10 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -1.0, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Bim Birlesik are expected to decrease slowly. On the other hand, during market turmoil, Bim Birlesik is expected to outperform it slightly. Use Bim Birlesik standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and day median price , to analyze future returns on Bim Birlesik.
Auto-correlation | 1.00 |
Perfect predictability
Bim Birlesik Magazalar has perfect predictability. Overlapping area represents the amount of predictability between Bim Birlesik time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Bim Birlesik Magazalar price movement. The serial correlation of 1.0 indicates that 100.0% of current Bim Birlesik price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bim Birlesik Magazalar lagged returns against current returns
Autocorrelation, which is Bim Birlesik 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 Bim Birlesik's pink sheet expected returns. We can calculate the autocorrelation of Bim Birlesik returns to help us make a trade decision. For example, suppose you find that Bim Birlesik 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 |
Bim Birlesik 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 Bim Birlesik pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bim Birlesik pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bim Birlesik pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Bim Birlesik Lagged Returns
When evaluating Bim Birlesik's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bim Birlesik pink sheet have on its future price. Bim Birlesik 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, Bim Birlesik autocorrelation shows the relationship between Bim Birlesik pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Bim Birlesik Magazalar.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Bim Pink Sheet
Bim Birlesik financial ratios help investors to determine whether Bim 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 Bim with respect to the benefits of owning Bim Birlesik security.