Black Sea (Norway) Market Value
| BSP Stock | NOK 4.50 0.75 20.00% |
| Symbol | Black |
Black Sea '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 Black Sea'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 Black Sea.
| 12/11/2025 |
| 01/10/2026 |
If you would invest 0.00 in Black Sea on December 11, 2025 and sell it all today you would earn a total of 0.00 from holding Black Sea Property or generate 0.0% return on investment in Black Sea over 30 days. Black Sea is related to or competes with ADS Maritime, and Golden Energy. Black Sea Property AS engages in the operation of holiday resort under the Aheloy Beach Resort name in Bulgaria More
Black Sea 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 Black Sea'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 Black Sea Property upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.8 | |||
| Information Ratio | (0.0004) | |||
| Maximum Drawdown | 62.43 | |||
| Value At Risk | (16.25) | |||
| Potential Upside | 20.0 |
Black Sea Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Black Sea's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Black Sea's standard deviation. In reality, there are many statistical measures that can use Black Sea historical prices to predict the future Black Sea's volatility.| Risk Adjusted Performance | 0.0152 | |||
| Jensen Alpha | 0.2782 | |||
| Total Risk Alpha | (1.22) | |||
| Sortino Ratio | (0.0004) | |||
| Treynor Ratio | (0.03) |
Black Sea Property Backtested Returns
As of now, Black Stock is dangerous. Black Sea Property secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Black Sea Property, which you can use to evaluate the volatility of the firm. Please confirm Black Sea's mean deviation of 8.1, and Risk Adjusted Performance of 0.0152 to double-check if the risk estimate we provide is consistent with the expected return of 0.0895%. The firm shows a Beta (market volatility) of -2.36, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Black Sea are expected to decrease by larger amounts. On the other hand, during market turmoil, Black Sea is expected to outperform it. Black Sea Property right now shows a risk of 11.44%. Please confirm Black Sea Property sortino ratio, semi variance, and the relationship between the standard deviation and value at risk , to decide if Black Sea Property will be following its price patterns.
Auto-correlation | 0.24 |
Weak predictability
Black Sea Property has weak predictability. Overlapping area represents the amount of predictability between Black Sea time series from 11th of December 2025 to 26th of December 2025 and 26th of December 2025 to 10th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Black Sea Property price movement. The serial correlation of 0.24 indicates that over 24.0% of current Black Sea price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Black Sea Property lagged returns against current returns
Autocorrelation, which is Black Sea 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 Black Sea's stock expected returns. We can calculate the autocorrelation of Black Sea returns to help us make a trade decision. For example, suppose you find that Black Sea 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 |
Black Sea 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 Black Sea stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Black Sea stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Black Sea stock over time.
Current vs Lagged Prices |
| Timeline |
Black Sea Lagged Returns
When evaluating Black Sea's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Black Sea stock have on its future price. Black Sea 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, Black Sea autocorrelation shows the relationship between Black Sea stock current value and its past values and can show if there is a momentum factor associated with investing in Black Sea Property.
Regressed Prices |
| Timeline |
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Try AI Portfolio ProphetOther Information on Investing in Black Stock
Black Sea financial ratios help investors to determine whether Black 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 Black with respect to the benefits of owning Black Sea security.