Baic Motor Stock Market Value
| BMCLF Stock | USD 0.30 0.01 3.45% |
| Symbol | BAIC |
BAIC MotorLimited '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 BAIC MotorLimited'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 BAIC MotorLimited.
| 01/06/2023 |
| 11/26/2024 |
If you would invest 0.00 in BAIC MotorLimited on January 6, 2023 and sell it all today you would earn a total of 0.00 from holding BAIC Motor or generate 0.0% return on investment in BAIC MotorLimited over 690 days. BAIC MotorLimited is related to or competes with First Hydrogen, Guangzhou Automobile, Phoenix, Exor NV, and NFI. BAIC Motor Corporation Limited, together with its subsidiaries, manufactures and sells passenger vehicles in the Peoples... More
BAIC MotorLimited 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 BAIC MotorLimited'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 BAIC Motor upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0625 | |||
| Maximum Drawdown | 56.59 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 3.7 |
BAIC MotorLimited Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BAIC MotorLimited's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BAIC MotorLimited's standard deviation. In reality, there are many statistical measures that can use BAIC MotorLimited historical prices to predict the future BAIC MotorLimited's volatility.| Risk Adjusted Performance | 0.0738 | |||
| Jensen Alpha | 0.3559 | |||
| Total Risk Alpha | (0.41) | |||
| Treynor Ratio | 0.4824 |
BAIC MotorLimited Backtested Returns
BAIC MotorLimited appears to be out of control, given 3 months investment horizon. BAIC MotorLimited secures Sharpe Ratio (or Efficiency) of 0.0872, which signifies that the company had a 0.0872% return per unit of return volatility over the last 3 months. By evaluating BAIC MotorLimited's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please makes use of BAIC MotorLimited's Standard Deviation of 5.65, mean deviation of 1.94, and Variance of 31.96 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BAIC MotorLimited holds a performance score of 6. The firm shows a Beta (market volatility) of 0.98, which signifies possible diversification benefits within a given portfolio. BAIC MotorLimited returns are very sensitive to returns on the market. As the market goes up or down, BAIC MotorLimited is expected to follow. Please check BAIC MotorLimited's information ratio, kurtosis, period momentum indicator, as well as the relationship between the treynor ratio and day median price , to make a quick decision on whether BAIC MotorLimited's price patterns will revert.
Auto-correlation | 0.41 |
Average predictability
BAIC Motor has average predictability. Overlapping area represents the amount of predictability between BAIC MotorLimited time series from 6th of January 2023 to 17th of December 2023 and 17th of December 2023 to 26th 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 BAIC MotorLimited price movement. The serial correlation of 0.41 indicates that just about 41.0% of current BAIC MotorLimited price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BAIC MotorLimited lagged returns against current returns
Autocorrelation, which is BAIC MotorLimited 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 BAIC MotorLimited's pink sheet expected returns. We can calculate the autocorrelation of BAIC MotorLimited returns to help us make a trade decision. For example, suppose you find that BAIC MotorLimited 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 |
BAIC MotorLimited 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 BAIC MotorLimited pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BAIC MotorLimited pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BAIC MotorLimited pink sheet over time.
Current vs Lagged Prices |
| Timeline |
BAIC MotorLimited Lagged Returns
When evaluating BAIC MotorLimited's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BAIC MotorLimited pink sheet have on its future price. BAIC MotorLimited 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, BAIC MotorLimited autocorrelation shows the relationship between BAIC MotorLimited pink sheet current value and its past values and can show if there is a momentum factor associated with investing in BAIC Motor.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in BAIC Pink Sheet
BAIC MotorLimited financial ratios help investors to determine whether BAIC 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 BAIC with respect to the benefits of owning BAIC MotorLimited security.