Bareket Capital's market value is the price at which a share of Bareket Capital trades on a public exchange. It measures the collective expectations of Bareket Capital investors about its performance. Bareket Capital is trading at 182.60 as of the 24th of November 2024, a 1.73 percent increase since the beginning of the trading day. The stock's open price was 179.5. With this module, you can estimate the performance of a buy and hold strategy of Bareket Capital and determine expected loss or profit from investing in Bareket Capital over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Bareket
Bareket Capital '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 Bareket Capital'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 Bareket Capital.
0.00
10/25/2024
No Change 0.00
0.0
In 31 days
11/24/2024
0.00
If you would invest 0.00 in Bareket Capital on October 25, 2024 and sell it all today you would earn a total of 0.00 from holding Bareket Capital or generate 0.0% return on investment in Bareket Capital over 30 days.
Bareket Capital 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 Bareket Capital'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 Bareket Capital upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bareket Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bareket Capital's standard deviation. In reality, there are many statistical measures that can use Bareket Capital historical prices to predict the future Bareket Capital's volatility.
Bareket Capital appears to be very steady, given 3 months investment horizon. Bareket Capital secures Sharpe Ratio (or Efficiency) of 0.57, which signifies that the company had a 0.57% return per unit of risk over the last 3 months. By analyzing Bareket Capital's technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please makes use of Bareket Capital's Mean Deviation of 0.8396, risk adjusted performance of 0.259, and Downside Deviation of 1.58 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bareket Capital holds a performance score of 44. The firm shows a Beta (market volatility) of 0.0518, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bareket Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bareket Capital is expected to be smaller as well. Please check Bareket Capital's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Bareket Capital's price patterns will revert.
Auto-correlation
0.91
Excellent predictability
Bareket Capital has excellent predictability. Overlapping area represents the amount of predictability between Bareket Capital time series from 25th of October 2024 to 9th of November 2024 and 9th of November 2024 to 24th 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 Bareket Capital price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Bareket Capital price fluctuation can be explain by its past prices.
Correlation Coefficient
0.91
Spearman Rank Test
0.98
Residual Average
0.0
Price Variance
17.7
Bareket Capital lagged returns against current returns
Autocorrelation, which is Bareket Capital 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 Bareket Capital's stock expected returns. We can calculate the autocorrelation of Bareket Capital returns to help us make a trade decision. For example, suppose you find that Bareket Capital 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
Bareket Capital 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 Bareket Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bareket Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bareket Capital stock over time.
Current vs Lagged Prices
Timeline
Bareket Capital Lagged Returns
When evaluating Bareket Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bareket Capital stock have on its future price. Bareket Capital 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, Bareket Capital autocorrelation shows the relationship between Bareket Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Bareket Capital.
Regressed Prices
Timeline
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