Boldt SA's market value is the price at which a share of Boldt SA trades on a public exchange. It measures the collective expectations of Boldt SA investors about its performance. Boldt SA is trading at 47.55 as of the 18th of January 2025, a 2.56% down since the beginning of the trading day. The stock's open price was 48.8. With this module, you can estimate the performance of a buy and hold strategy of Boldt SA and determine expected loss or profit from investing in Boldt SA over a given investment horizon. Check out Boldt SA Correlation, Boldt SA Volatility and Boldt SA Alpha and Beta module to complement your research on Boldt SA.
Please note, there is a significant difference between Boldt SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Boldt SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Boldt SA's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Boldt SA '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 Boldt SA'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 Boldt SA.
0.00
12/19/2024
No Change 0.00
0.0
In 31 days
01/18/2025
0.00
If you would invest 0.00 in Boldt SA on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Boldt SA or generate 0.0% return on investment in Boldt SA over 30 days. Boldt SA is related to or competes with Transportadora, Agrometal SAI, Harmony Gold, United States, and Compania. Boldt S.A. engages in the tele informatics services, security graphics, and entertainment and tourism centers businesses... More
Boldt SA 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 Boldt SA'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 Boldt SA upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Boldt SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Boldt SA's standard deviation. In reality, there are many statistical measures that can use Boldt SA historical prices to predict the future Boldt SA's volatility.
At this point, Boldt SA is very steady. Boldt SA secures Sharpe Ratio (or Efficiency) of 0.0211, which signifies that the company had a 0.0211% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Boldt SA, which you can use to evaluate the volatility of the firm. Please confirm Boldt SA's Risk Adjusted Performance of 0.01, mean deviation of 1.81, and Downside Deviation of 2.11 to double-check if the risk estimate we provide is consistent with the expected return of 0.0525%. Boldt SA has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.38, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Boldt SA are expected to decrease at a much lower rate. During the bear market, Boldt SA is likely to outperform the market. Boldt SA right now shows a risk of 2.49%. Please confirm Boldt SA jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to decide if Boldt SA will be following its price patterns.
Auto-correlation
0.53
Modest predictability
Boldt SA has modest predictability. Overlapping area represents the amount of predictability between Boldt SA time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 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 Boldt SA price movement. The serial correlation of 0.53 indicates that about 53.0% of current Boldt SA price fluctuation can be explain by its past prices.
Correlation Coefficient
0.53
Spearman Rank Test
0.57
Residual Average
0.0
Price Variance
1.05
Boldt SA lagged returns against current returns
Autocorrelation, which is Boldt SA 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 Boldt SA's stock expected returns. We can calculate the autocorrelation of Boldt SA returns to help us make a trade decision. For example, suppose you find that Boldt SA 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
Boldt SA 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 Boldt SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Boldt SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Boldt SA stock over time.
Current vs Lagged Prices
Timeline
Boldt SA Lagged Returns
When evaluating Boldt SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Boldt SA stock have on its future price. Boldt SA 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, Boldt SA autocorrelation shows the relationship between Boldt SA stock current value and its past values and can show if there is a momentum factor associated with investing in Boldt SA.
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.
Boldt SA financial ratios help investors to determine whether Boldt 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 Boldt with respect to the benefits of owning Boldt SA security.