Bentley Systems Stock Market Value
| BSY Stock | USD 45.58 1.00 2.15% |
| Symbol | Bentley |
Bentley Systems Price To Book Ratio
Is Application Software space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Bentley Systems. If investors know Bentley will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Bentley Systems listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.20) | Dividend Share 0.23 | Earnings Share 1.11 | Revenue Per Share | Quarterly Revenue Growth 0.093 |
The market value of Bentley Systems is measured differently than its book value, which is the value of Bentley that is recorded on the company's balance sheet. Investors also form their own opinion of Bentley Systems' value that differs from its market value or its book value, called intrinsic value, which is Bentley Systems' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Bentley Systems' market value can be influenced by many factors that don't directly affect Bentley Systems' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Bentley Systems' value and its price as these two are different measures arrived at by different means. Investors typically determine if Bentley Systems is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bentley Systems' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Bentley Systems '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 Bentley Systems' 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 Bentley Systems.
| 12/31/2024 |
| 01/30/2025 |
If you would invest 0.00 in Bentley Systems on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Bentley Systems or generate 0.0% return on investment in Bentley Systems over 30 days. Bentley Systems is related to or competes with Appfolio, Workiva, Alarm Holdings, NCino, Aspen Technology, Tyler Technologies, and Blackbaud. Bentley Systems, Incorporated, together with its subsidiaries, provides infrastructure engineering software solutions in... More
Bentley Systems 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 Bentley Systems' 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 Bentley Systems upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 7.22 | |||
| Value At Risk | (2.72) | |||
| Potential Upside | 2.31 |
Bentley Systems Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bentley Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bentley Systems' standard deviation. In reality, there are many statistical measures that can use Bentley Systems historical prices to predict the future Bentley Systems' volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (0.39) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bentley Systems' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Bentley Systems Backtested Returns
Bentley Systems secures Sharpe Ratio (or Efficiency) of -0.0548, which signifies that the company had a -0.0548 % return per unit of risk over the last 3 months. Bentley Systems exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bentley Systems' Standard Deviation of 1.56, risk adjusted performance of (0.05), and Mean Deviation of 1.24 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bentley Systems' returns are expected to increase less than the market. However, during the bear market, the loss of holding Bentley Systems is expected to be smaller as well. At this point, Bentley Systems has a negative expected return of -0.0874%. Please make sure to confirm Bentley Systems' information ratio, skewness, as well as the relationship between the Skewness and day typical price , to decide if Bentley Systems performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.61 |
Very good reverse predictability
Bentley Systems has very good reverse predictability. Overlapping area represents the amount of predictability between Bentley Systems time series from 31st of December 2024 to 15th of January 2025 and 15th of January 2025 to 30th of January 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 Bentley Systems price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Bentley Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
Bentley Systems lagged returns against current returns
Autocorrelation, which is Bentley Systems 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 Bentley Systems' stock expected returns. We can calculate the autocorrelation of Bentley Systems returns to help us make a trade decision. For example, suppose you find that Bentley Systems 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 |
Bentley Systems 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 Bentley Systems stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bentley Systems stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bentley Systems stock over time.
Current vs Lagged Prices |
| Timeline |
Bentley Systems Lagged Returns
When evaluating Bentley Systems' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bentley Systems stock have on its future price. Bentley Systems 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, Bentley Systems autocorrelation shows the relationship between Bentley Systems stock current value and its past values and can show if there is a momentum factor associated with investing in Bentley Systems.
Regressed Prices |
| Timeline |
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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 Bentley Stock Analysis
When running Bentley Systems' price analysis, check to measure Bentley Systems' 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 Bentley Systems is operating at the current time. Most of Bentley Systems' value examination focuses on studying past and present price action to predict the probability of Bentley Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bentley Systems' price. Additionally, you may evaluate how the addition of Bentley Systems to your portfolios can decrease your overall portfolio volatility.