BOIRON (Germany) Market Value
| BON Stock | EUR 30.00 0.00 0.00% |
| Symbol | BOIRON |
BOIRON '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 BOIRON'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 BOIRON.
| 10/16/2025 |
| 01/14/2026 |
If you would invest 0.00 in BOIRON on October 16, 2025 and sell it all today you would earn a total of 0.00 from holding BOIRON or generate 0.0% return on investment in BOIRON over 90 days. BOIRON is related to or competes with Molina Healthcare, Scandic Hotels, MELIA HOTELS, MIRAMAR HOTEL, Cardinal Health, Wenzhou Kangning, and Universal Health. More
BOIRON 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 BOIRON'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 BOIRON upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.57 | |||
| Information Ratio | 0.0571 | |||
| Maximum Drawdown | 9.79 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 2.07 |
BOIRON Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BOIRON's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BOIRON's standard deviation. In reality, there are many statistical measures that can use BOIRON historical prices to predict the future BOIRON's volatility.| Risk Adjusted Performance | 0.0995 | |||
| Jensen Alpha | 0.1355 | |||
| Total Risk Alpha | 0.012 | |||
| Sortino Ratio | 0.0482 | |||
| Treynor Ratio | 0.5758 |
BOIRON Backtested Returns
Currently, BOIRON is very steady. BOIRON secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of return volatility over the last 3 months. We have found twenty-four technical indicators for BOIRON, which you can use to evaluate the volatility of the firm. Please confirm BOIRON's Risk Adjusted Performance of 0.0995, semi deviation of 0.5571, and Mean Deviation of 0.6824 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. BOIRON has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BOIRON's returns are expected to increase less than the market. However, during the bear market, the loss of holding BOIRON is expected to be smaller as well. BOIRON now shows a risk of 1.34%. Please confirm BOIRON variance, sortino ratio, potential upside, as well as the relationship between the jensen alpha and maximum drawdown , to decide if BOIRON will be following its price patterns.
Auto-correlation | 0.01 |
Virtually no predictability
BOIRON has virtually no predictability. Overlapping area represents the amount of predictability between BOIRON time series from 16th of October 2025 to 30th of November 2025 and 30th of November 2025 to 14th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of BOIRON price movement. The serial correlation of 0.01 indicates that just 1.0% of current BOIRON price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.44 |
BOIRON lagged returns against current returns
Autocorrelation, which is BOIRON 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 BOIRON's stock expected returns. We can calculate the autocorrelation of BOIRON returns to help us make a trade decision. For example, suppose you find that BOIRON 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 |
BOIRON 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 BOIRON stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BOIRON stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BOIRON stock over time.
Current vs Lagged Prices |
| Timeline |
BOIRON Lagged Returns
When evaluating BOIRON's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BOIRON stock have on its future price. BOIRON 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, BOIRON autocorrelation shows the relationship between BOIRON stock current value and its past values and can show if there is a momentum factor associated with investing in BOIRON.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for BOIRON Stock Analysis
When running BOIRON's price analysis, check to measure BOIRON'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 BOIRON is operating at the current time. Most of BOIRON's value examination focuses on studying past and present price action to predict the probability of BOIRON's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BOIRON's price. Additionally, you may evaluate how the addition of BOIRON to your portfolios can decrease your overall portfolio volatility.