Bimini Capital Management Stock Market Value
| BMNM Stock | USD 1.08 0.21 24.14% |
| Symbol | Bimini |
Bimini Capital '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 Bimini Capital's otc 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 Bimini Capital.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Bimini Capital on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Bimini Capital Management or generate 0.0% return on investment in Bimini Capital over 30 days. Bimini Capital is related to or competes with Elysee Development, Azimut Holding, Ameritrans Capital, Urbana, Guardian Capital, Flow Capital, and Princeton Capital. Bimini Capital Management, Inc., through its subsidiaries, engages in the asset management business in the United States More
Bimini Capital 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 Bimini Capital's otc 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 Bimini Capital Management upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 12.35 | |||
| Information Ratio | 0.0051 | |||
| Maximum Drawdown | 40.2 | |||
| Value At Risk | (10.09) | |||
| Potential Upside | 11.76 |
Bimini Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bimini Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bimini Capital's standard deviation. In reality, there are many statistical measures that can use Bimini Capital historical prices to predict the future Bimini Capital's volatility.| Risk Adjusted Performance | 0.029 | |||
| Jensen Alpha | 0.1417 | |||
| Total Risk Alpha | (0.78) | |||
| Sortino Ratio | 0.0025 | |||
| Treynor Ratio | 2.43 |
Bimini Capital Management Backtested Returns
Bimini Capital appears to be abnormally volatile, given 3 months investment horizon. Bimini Capital Management secures Sharpe Ratio (or Efficiency) of 0.0893, which signifies that the company had a 0.0893% return per unit of risk over the last 3 months. By analyzing Bimini Capital's technical indicators, you can evaluate if the expected return of 0.59% is justified by implied risk. Please makes use of Bimini Capital's Risk Adjusted Performance of 0.029, mean deviation of 2.72, and Downside Deviation of 12.35 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bimini Capital holds a performance score of 7. The firm shows a Beta (market volatility) of 0.0614, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bimini Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bimini Capital is expected to be smaller as well. Please check Bimini Capital's accumulation distribution, price action indicator, as well as the relationship between the downside variance and sortino ratio , to make a quick decision on whether Bimini Capital's price patterns will revert.
Auto-correlation | 0.12 |
Insignificant predictability
Bimini Capital Management has insignificant predictability. Overlapping area represents the amount of predictability between Bimini Capital time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Bimini Capital Management price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Bimini Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bimini Capital Management lagged returns against current returns
Autocorrelation, which is Bimini Capital otc 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 Bimini Capital's otc stock expected returns. We can calculate the autocorrelation of Bimini Capital returns to help us make a trade decision. For example, suppose you find that Bimini Capital has exhibited high autocorrelation historically, and you observe that the otc 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 |
Bimini Capital 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 Bimini Capital otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bimini Capital otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bimini Capital otc stock over time.
Current vs Lagged Prices |
| Timeline |
Bimini Capital Lagged Returns
When evaluating Bimini Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bimini Capital otc stock have on its future price. Bimini Capital 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, Bimini Capital autocorrelation shows the relationship between Bimini Capital otc stock current value and its past values and can show if there is a momentum factor associated with investing in Bimini Capital Management.
Regressed Prices |
| Timeline |
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Bimini Capital financial ratios help investors to determine whether Bimini OTC Stock 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 Bimini with respect to the benefits of owning Bimini Capital security.