Brainchip Holdings Stock Market Value
| BRCHF Stock | USD 0.16 0.01 6.67% |
| Symbol | BrainChip |
BrainChip Holdings '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 BrainChip Holdings' otc 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 BrainChip Holdings.
| 08/29/2024 |
| 11/27/2024 |
If you would invest 0.00 in BrainChip Holdings on August 29, 2024 and sell it all today you would earn a total of 0.00 from holding BrainChip Holdings or generate 0.0% return on investment in BrainChip Holdings over 90 days. BrainChip Holdings is related to or competes with Sitime, Alpha, MaxLinear, NVE, QuickLogic, MACOM Technology, and GSI Technology. BrainChip Holdings Ltd develops software and hardware accelerated solutions for artificial intelligence and machine lear... More
BrainChip Holdings 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 BrainChip Holdings' otc 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 BrainChip Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.9 | |||
| Information Ratio | 0.0663 | |||
| Maximum Drawdown | 54.39 | |||
| Value At Risk | (14.29) | |||
| Potential Upside | 13.33 |
BrainChip Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BrainChip Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BrainChip Holdings' standard deviation. In reality, there are many statistical measures that can use BrainChip Holdings historical prices to predict the future BrainChip Holdings' volatility.| Risk Adjusted Performance | 0.0706 | |||
| Jensen Alpha | 0.3917 | |||
| Total Risk Alpha | (0.73) | |||
| Sortino Ratio | 0.0568 | |||
| Treynor Ratio | 0.2562 |
BrainChip Holdings Backtested Returns
BrainChip Holdings appears to be out of control, given 3 months investment horizon. BrainChip Holdings secures Sharpe Ratio (or Efficiency) of 0.0803, which signifies that the company had a 0.0803% return per unit of standard deviation over the last 3 months. By analyzing BrainChip Holdings' technical indicators, you can evaluate if the expected return of 0.75% is justified by implied risk. Please makes use of BrainChip Holdings' mean deviation of 6.8, and Risk Adjusted Performance of 0.0706 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BrainChip Holdings holds a performance score of 6. The firm shows a Beta (market volatility) of 2.89, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, BrainChip Holdings will likely underperform. Please check BrainChip Holdings' semi deviation, sortino ratio, semi variance, as well as the relationship between the standard deviation and value at risk , to make a quick decision on whether BrainChip Holdings' price patterns will revert.
Auto-correlation | -0.14 |
Insignificant reverse predictability
BrainChip Holdings has insignificant reverse predictability. Overlapping area represents the amount of predictability between BrainChip Holdings time series from 29th of August 2024 to 13th of October 2024 and 13th of October 2024 to 27th 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 BrainChip Holdings price movement. The serial correlation of -0.14 indicates that less than 14.0% of current BrainChip Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BrainChip Holdings lagged returns against current returns
Autocorrelation, which is BrainChip Holdings otc 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 BrainChip Holdings' otc stock expected returns. We can calculate the autocorrelation of BrainChip Holdings returns to help us make a trade decision. For example, suppose you find that BrainChip Holdings has exhibited high autocorrelation historically, and you observe that the otc 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 |
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BrainChip Holdings 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 BrainChip Holdings otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BrainChip Holdings otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BrainChip Holdings otc stock over time.
Current vs Lagged Prices |
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BrainChip Holdings Lagged Returns
When evaluating BrainChip Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BrainChip Holdings otc stock have on its future price. BrainChip Holdings 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, BrainChip Holdings autocorrelation shows the relationship between BrainChip Holdings otc stock current value and its past values and can show if there is a momentum factor associated with investing in BrainChip Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in BrainChip OTC Stock
BrainChip Holdings financial ratios help investors to determine whether BrainChip OTC 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 BrainChip with respect to the benefits of owning BrainChip Holdings security.