BMC (Sweden) Market Value
| BMC Stock | 114.60 4.20 3.80% |
| Symbol | BMC |
BMC '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 BMC's stock 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 BMC.
| 10/28/2025 |
| 12/27/2025 |
If you would invest 0.00 in BMC on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding BMC or generate 0.0% return on investment in BMC over 60 days.
BMC 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 BMC's stock 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 BMC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.63 | |||
| Information Ratio | 0.0095 | |||
| Maximum Drawdown | 13.71 | |||
| Value At Risk | (3.60) | |||
| Potential Upside | 3.93 |
BMC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BMC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BMC's standard deviation. In reality, there are many statistical measures that can use BMC historical prices to predict the future BMC's volatility.| Risk Adjusted Performance | 0.0382 | |||
| Jensen Alpha | 0.058 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0083 | |||
| Treynor Ratio | 0.1897 |
BMC Backtested Returns
Currently, BMC is very steady. BMC retains Efficiency (Sharpe Ratio) of 0.0382, which signifies that the company had a 0.0382 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for BMC, which you can use to evaluate the volatility of the firm. Please confirm BMC's market risk adjusted performance of 0.1997, and Coefficient Of Variation of 2250.74 to double-check if the risk estimate we provide is consistent with the expected return of 0.0893%. BMC has a performance score of 3 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.49, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BMC's returns are expected to increase less than the market. However, during the bear market, the loss of holding BMC is expected to be smaller as well. BMC at this time owns a risk of 2.34%. Please confirm BMC sortino ratio, semi variance, and the relationship between the standard deviation and value at risk , to decide if BMC will be following its current price history.
Auto-correlation | 0.00 |
No correlation between past and present
BMC has no correlation between past and present. Overlapping area represents the amount of predictability between BMC time series from 28th of October 2025 to 27th of November 2025 and 27th of November 2025 to 27th 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 BMC price movement. The serial correlation of 0.0 indicates that just 0.0% of current BMC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 1.46 |
BMC lagged returns against current returns
Autocorrelation, which is BMC stock'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 BMC's stock expected returns. We can calculate the autocorrelation of BMC returns to help us make a trade decision. For example, suppose you find that BMC has exhibited high autocorrelation historically, and you observe that the stock 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 |
BMC 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 BMC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BMC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BMC stock over time.
Current vs Lagged Prices |
| Timeline |
BMC Lagged Returns
When evaluating BMC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BMC stock have on its future price. BMC 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, BMC autocorrelation shows the relationship between BMC stock current value and its past values and can show if there is a momentum factor associated with investing in BMC.
Regressed Prices |
| Timeline |
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Additional Tools for BMC Stock Analysis
When running BMC's price analysis, check to measure BMC'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 BMC is operating at the current time. Most of BMC's value examination focuses on studying past and present price action to predict the probability of BMC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BMC's price. Additionally, you may evaluate how the addition of BMC to your portfolios can decrease your overall portfolio volatility.