Burkhalter Holding (Switzerland) Market Value
| BRKN Stock | CHF 90.20 0.80 0.88% |
| Symbol | Burkhalter |
Burkhalter Holding '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 Burkhalter Holding'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 Burkhalter Holding.
| 09/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Burkhalter Holding on September 28, 2024 and sell it all today you would earn a total of 0.00 from holding Burkhalter Holding AG or generate 0.0% return on investment in Burkhalter Holding over 60 days. Burkhalter Holding is related to or competes with Mobilezone, Cembra Money, OC Oerlikon, Banque Cantonale, and Helvetia Holding. Burkhalter Holding AG, through its subsidiaries, provides electrical engineering services to the construction sector in ... More
Burkhalter Holding 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 Burkhalter Holding'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 Burkhalter Holding AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7809 | |||
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 3.67 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.56 |
Burkhalter Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Burkhalter Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Burkhalter Holding's standard deviation. In reality, there are many statistical measures that can use Burkhalter Holding historical prices to predict the future Burkhalter Holding's volatility.| Risk Adjusted Performance | 0.0227 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.14) | |||
| Treynor Ratio | 0.077 |
Burkhalter Holding Backtested Returns
At this stage we consider Burkhalter Stock to be very steady. Burkhalter Holding secures Sharpe Ratio (or Efficiency) of 0.0291, which signifies that the company had a 0.0291% return per unit of risk over the last 3 months. We have found thirty technical indicators for Burkhalter Holding AG, which you can use to evaluate the volatility of the firm. Please confirm Burkhalter Holding's Risk Adjusted Performance of 0.0227, mean deviation of 0.6425, and Downside Deviation of 0.7809 to double-check if the risk estimate we provide is consistent with the expected return of 0.0239%. Burkhalter Holding has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Burkhalter Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Burkhalter Holding is expected to be smaller as well. Burkhalter Holding right now shows a risk of 0.82%. Please confirm Burkhalter Holding jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Burkhalter Holding will be following its price patterns.
Auto-correlation | -0.02 |
Very weak reverse predictability
Burkhalter Holding AG has very weak reverse predictability. Overlapping area represents the amount of predictability between Burkhalter Holding time series from 28th of September 2024 to 28th of October 2024 and 28th 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 Burkhalter Holding price movement. The serial correlation of -0.02 indicates that only 2.0% of current Burkhalter Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.78 |
Burkhalter Holding lagged returns against current returns
Autocorrelation, which is Burkhalter Holding 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 Burkhalter Holding's stock expected returns. We can calculate the autocorrelation of Burkhalter Holding returns to help us make a trade decision. For example, suppose you find that Burkhalter Holding 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 |
Burkhalter Holding 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 Burkhalter Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Burkhalter Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Burkhalter Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Burkhalter Holding Lagged Returns
When evaluating Burkhalter Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Burkhalter Holding stock have on its future price. Burkhalter Holding 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, Burkhalter Holding autocorrelation shows the relationship between Burkhalter Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Burkhalter Holding AG.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Burkhalter Stock Analysis
When running Burkhalter Holding's price analysis, check to measure Burkhalter Holding'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 Burkhalter Holding is operating at the current time. Most of Burkhalter Holding's value examination focuses on studying past and present price action to predict the probability of Burkhalter Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Burkhalter Holding's price. Additionally, you may evaluate how the addition of Burkhalter Holding to your portfolios can decrease your overall portfolio volatility.