Borussia Dortmund Gmbh Stock Market Value
| BORUF Stock | USD 3.86 0.04 1.03% |
| Symbol | Borussia |
Borussia Dortmund '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 Borussia Dortmund'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 Borussia Dortmund.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in Borussia Dortmund on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Borussia Dortmund GmbH or generate 0.0% return on investment in Borussia Dortmund over 30 days. Borussia Dortmund is related to or competes with Septeni Holdings, Storytel, IMAX China, Cineplex, Stingray, Cogeco, and YouGov Plc. Kommanditgesellschaft auf Aktien, Dortmund through its subsidiaries, operates a football club in Germany More
Borussia Dortmund 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 Borussia Dortmund'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 Borussia Dortmund GmbH upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 29.27 | |||
| Value At Risk | (9.30) | |||
| Potential Upside | 5.79 |
Borussia Dortmund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Borussia Dortmund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Borussia Dortmund's standard deviation. In reality, there are many statistical measures that can use Borussia Dortmund historical prices to predict the future Borussia Dortmund's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | 0.0137 | |||
| Total Risk Alpha | (0.63) | |||
| Treynor Ratio | 0.0663 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Borussia Dortmund's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Borussia Dortmund GmbH Backtested Returns
Borussia Dortmund GmbH secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. Borussia Dortmund GmbH exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Borussia Dortmund's Standard Deviation of 4.9, mean deviation of 2.78, and insignificant Risk Adjusted Performance to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -1.54, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Borussia Dortmund are expected to decrease by larger amounts. On the other hand, during market turmoil, Borussia Dortmund is expected to outperform it. At this point, Borussia Dortmund GmbH has a negative expected return of -0.0371%. Please make sure to confirm Borussia Dortmund's total risk alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Borussia Dortmund GmbH performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.25 |
Poor predictability
Borussia Dortmund GmbH has poor predictability. Overlapping area represents the amount of predictability between Borussia Dortmund time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th of December 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 Borussia Dortmund GmbH price movement. The serial correlation of 0.25 indicates that over 25.0% of current Borussia Dortmund price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Borussia Dortmund GmbH lagged returns against current returns
Autocorrelation, which is Borussia Dortmund 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 Borussia Dortmund's pink sheet expected returns. We can calculate the autocorrelation of Borussia Dortmund returns to help us make a trade decision. For example, suppose you find that Borussia Dortmund 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 |
Borussia Dortmund 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 Borussia Dortmund pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Borussia Dortmund pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Borussia Dortmund pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Borussia Dortmund Lagged Returns
When evaluating Borussia Dortmund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Borussia Dortmund pink sheet have on its future price. Borussia Dortmund 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, Borussia Dortmund autocorrelation shows the relationship between Borussia Dortmund pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Borussia Dortmund GmbH.
Regressed Prices |
| Timeline |
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Other Information on Investing in Borussia Pink Sheet
Borussia Dortmund financial ratios help investors to determine whether Borussia 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 Borussia with respect to the benefits of owning Borussia Dortmund security.