Bpost Sa Adr Stock Market Value
| BPOSY Stock | USD 2.35 0.05 2.17% |
| Symbol | Bpost |
Bpost 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 Bpost SA'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 Bpost SA.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Bpost SA on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Bpost SA ADR or generate 0.0% return on investment in Bpost SA over 30 days. Bpost SA is related to or competes with PostNL NV, PostNL NV, Grindrod, Chiyoda, Algoma Central, Raksul, and Singapore Post. bpost NVSA, together with its subsidiaries, provides mail and parcel services to consumers, businesses, and government i... More
Bpost 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 Bpost SA'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 Bpost SA ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 15.98 | |||
| Potential Upside | 2.17 |
Bpost SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bpost SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bpost SA's standard deviation. In reality, there are many statistical measures that can use Bpost SA historical prices to predict the future Bpost SA's volatility.| Risk Adjusted Performance | 0.014 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | 0.0251 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bpost SA'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.
Bpost SA ADR Backtested Returns
At this stage we consider Bpost Pink Sheet to be relatively risky. Bpost SA ADR secures Sharpe Ratio (or Efficiency) of 0.0108, which signifies that the company had a 0.0108 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Bpost SA ADR, which you can use to evaluate the volatility of the firm. Please confirm Bpost SA's Standard Deviation of 2.1, mean deviation of 0.5871, and Risk Adjusted Performance of 0.014 to double-check if the risk estimate we provide is consistent with the expected return of 0.0231%. The firm shows a Beta (market volatility) of 0.48, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bpost SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bpost SA is expected to be smaller as well. Bpost SA ADR right now shows a risk of 2.15%. Please confirm Bpost SA ADR variance, kurtosis, as well as the relationship between the Kurtosis and period momentum indicator , to decide if Bpost SA ADR will be following its price patterns.
Auto-correlation | -0.57 |
Good reverse predictability
Bpost SA ADR has good reverse predictability. Overlapping area represents the amount of predictability between Bpost SA time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 Bpost SA ADR price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Bpost SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Bpost SA ADR lagged returns against current returns
Autocorrelation, which is Bpost SA 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 Bpost SA's pink sheet expected returns. We can calculate the autocorrelation of Bpost SA returns to help us make a trade decision. For example, suppose you find that Bpost SA 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 |
Bpost 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 Bpost SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bpost SA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bpost SA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Bpost SA Lagged Returns
When evaluating Bpost SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bpost SA pink sheet have on its future price. Bpost 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, Bpost SA autocorrelation shows the relationship between Bpost SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Bpost SA ADR.
Regressed Prices |
| Timeline |
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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.Additional Tools for Bpost Pink Sheet Analysis
When running Bpost SA's price analysis, check to measure Bpost SA'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 Bpost SA is operating at the current time. Most of Bpost SA's value examination focuses on studying past and present price action to predict the probability of Bpost SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bpost SA's price. Additionally, you may evaluate how the addition of Bpost SA to your portfolios can decrease your overall portfolio volatility.