Bloomsbury Publishing (UK) Market Value
| BMY Stock | 672.00 12.00 1.82% |
| Symbol | Bloomsbury |
Bloomsbury Publishing '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 Bloomsbury Publishing'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 Bloomsbury Publishing.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Bloomsbury Publishing on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Bloomsbury Publishing Plc or generate 0.0% return on investment in Bloomsbury Publishing over 510 days. Bloomsbury Publishing is related to or competes with Electronic Arts, Samsung Electronics, Ebro Foods, LPKF Laser, Microchip Technology, DXC Technology, and Vitec Software. Bloomsbury Publishing is entity of United Kingdom More
Bloomsbury Publishing 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 Bloomsbury Publishing'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 Bloomsbury Publishing Plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 13.25 | |||
| Value At Risk | (3.25) | |||
| Potential Upside | 3.61 |
Bloomsbury Publishing Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bloomsbury Publishing's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bloomsbury Publishing's standard deviation. In reality, there are many statistical measures that can use Bloomsbury Publishing historical prices to predict the future Bloomsbury Publishing's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.44) | |||
| Treynor Ratio | (0.12) |
Bloomsbury Publishing Plc Backtested Returns
Bloomsbury Publishing Plc secures Sharpe Ratio (or Efficiency) of -0.0248, which signifies that the company had a -0.0248% return per unit of risk over the last 3 months. Bloomsbury Publishing Plc exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bloomsbury Publishing's Mean Deviation of 1.65, standard deviation of 2.24, and Risk Adjusted Performance of (0.02) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.77, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bloomsbury Publishing's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bloomsbury Publishing is expected to be smaller as well. At this point, Bloomsbury Publishing Plc has a negative expected return of -0.0557%. Please make sure to confirm Bloomsbury Publishing's maximum drawdown, daily balance of power, period momentum indicator, as well as the relationship between the skewness and day typical price , to decide if Bloomsbury Publishing Plc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.43 |
Average predictability
Bloomsbury Publishing Plc has average predictability. Overlapping area represents the amount of predictability between Bloomsbury Publishing time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 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 Bloomsbury Publishing Plc price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Bloomsbury Publishing price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 4577.8 |
Bloomsbury Publishing Plc lagged returns against current returns
Autocorrelation, which is Bloomsbury Publishing 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 Bloomsbury Publishing's stock expected returns. We can calculate the autocorrelation of Bloomsbury Publishing returns to help us make a trade decision. For example, suppose you find that Bloomsbury Publishing 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 |
Bloomsbury Publishing 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 Bloomsbury Publishing stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bloomsbury Publishing stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bloomsbury Publishing stock over time.
Current vs Lagged Prices |
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Bloomsbury Publishing Lagged Returns
When evaluating Bloomsbury Publishing's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bloomsbury Publishing stock have on its future price. Bloomsbury Publishing 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, Bloomsbury Publishing autocorrelation shows the relationship between Bloomsbury Publishing stock current value and its past values and can show if there is a momentum factor associated with investing in Bloomsbury Publishing Plc.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Bloomsbury Stock
Bloomsbury Publishing financial ratios help investors to determine whether Bloomsbury 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 Bloomsbury with respect to the benefits of owning Bloomsbury Publishing security.