Black Sea (Israel) Market Value
| BSP Stock | ILS 516.00 3.00 0.58% |
| 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.
| 01/26/2025 |
| 02/25/2025 |
If you would invest 0.00 in Black Sea on January 26, 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 Alrov Properties, Migdal Insurance, Hiron Trade, Libra Insurance, Arad Investment, Altshuler Shaham, and Scope Metals. BSP - Biological Signal Processing Ltd., a technological company, develops and markets solutions for the non-invasive di... 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 | 6.02 | |||
| Information Ratio | 0.0121 | |||
| Maximum Drawdown | 40.8 | |||
| Value At Risk | (9.48) | |||
| Potential Upside | 9.41 |
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 | 0.0183 | |||
| Jensen Alpha | 0.0677 | |||
| Total Risk Alpha | 0.1126 | |||
| Sortino Ratio | 0.0126 | |||
| Treynor Ratio | (0.1) |
Black Sea Property Backtested Returns
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. Black Sea Property exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Black Sea's mean deviation of 4.37, and Risk Adjusted Performance of 0.0183 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.71, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Black Sea are expected to decrease at a much lower rate. During the bear market, Black Sea is likely to outperform the market. At this point, Black Sea Property has a negative expected return of -0.0606%. Please make sure to confirm Black Sea's value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to decide if Black Sea Property performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.22 |
Weak predictability
Black Sea Property has weak predictability. Overlapping area represents the amount of predictability between Black Sea time series from 26th of January 2025 to 10th of February 2025 and 10th of February 2025 to 25th of February 2025. 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 0.22 indicates that over 22.0% of current Black Sea price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 289.96 |
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 |
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.Other 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.