BriQ Properties (Greece) Market Value
| BRIQ Stock | EUR 2.10 0.02 0.96% |
| Symbol | BriQ |
BriQ Properties '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 BriQ Properties' 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 BriQ Properties.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in BriQ Properties on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding BriQ Properties Real or generate 0.0% return on investment in BriQ Properties over 30 days. BriQ Properties is related to or competes with Mytilineos, Motor Oil, Hellenic Petroleum, National Bank, EL D, Lampsa Hellenic, and Eurobank Ergasias. More
BriQ Properties 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 BriQ Properties' 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 BriQ Properties Real upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8719 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 3.0 | |||
| Value At Risk | (1.01) | |||
| Potential Upside | 1.49 |
BriQ Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BriQ Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BriQ Properties' standard deviation. In reality, there are many statistical measures that can use BriQ Properties historical prices to predict the future BriQ Properties' volatility.| Risk Adjusted Performance | 0.0843 | |||
| Jensen Alpha | 0.0895 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.64) |
BriQ Properties Real Backtested Returns
Currently, BriQ Properties Real is slightly risky. BriQ Properties Real secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for BriQ Properties Real, which you can use to evaluate the volatility of the firm. Please confirm BriQ Properties' Risk Adjusted Performance of 0.0843, downside deviation of 0.8719, and Mean Deviation of 0.5609 to double-check if the risk estimate we provide is consistent with the expected return of 0.0801%. BriQ Properties has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BriQ Properties are expected to decrease at a much lower rate. During the bear market, BriQ Properties is likely to outperform the market. BriQ Properties Real right now shows a risk of 0.79%. Please confirm BriQ Properties Real downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if BriQ Properties Real will be following its price patterns.
Auto-correlation | -0.54 |
Good reverse predictability
BriQ Properties Real has good reverse predictability. Overlapping area represents the amount of predictability between BriQ Properties time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 BriQ Properties Real price movement. The serial correlation of -0.54 indicates that about 54.0% of current BriQ Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BriQ Properties Real lagged returns against current returns
Autocorrelation, which is BriQ Properties 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 BriQ Properties' stock expected returns. We can calculate the autocorrelation of BriQ Properties returns to help us make a trade decision. For example, suppose you find that BriQ Properties 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 |
BriQ Properties 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 BriQ Properties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BriQ Properties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BriQ Properties stock over time.
Current vs Lagged Prices |
| Timeline |
BriQ Properties Lagged Returns
When evaluating BriQ Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BriQ Properties stock have on its future price. BriQ Properties 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, BriQ Properties autocorrelation shows the relationship between BriQ Properties stock current value and its past values and can show if there is a momentum factor associated with investing in BriQ Properties Real.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for BriQ Stock Analysis
When running BriQ Properties' price analysis, check to measure BriQ Properties' 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 BriQ Properties is operating at the current time. Most of BriQ Properties' value examination focuses on studying past and present price action to predict the probability of BriQ Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BriQ Properties' price. Additionally, you may evaluate how the addition of BriQ Properties to your portfolios can decrease your overall portfolio volatility.