Btb Real Estate Stock Market Value
| BTBIF Stock | USD 2.57 0.02 0.78% |
| Symbol | BTB |
BTB Real '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 BTB Real's pink sheet 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 BTB Real.
| 09/02/2024 |
| 12/01/2024 |
If you would invest 0.00 in BTB Real on September 2, 2024 and sell it all today you would earn a total of 0.00 from holding BTB Real Estate or generate 0.0% return on investment in BTB Real over 90 days. BTB Real is related to or competes with Boston Properties, Kilroy Realty, SL Green, Vornado Realty, Highwoods Properties, Alexandria Real, and Douglas Emmett. BTB is a real estate investment trust listed on the Toronto Stock Exchange More
BTB Real 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 BTB Real's pink sheet 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 BTB Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.64 | |||
| Information Ratio | 0.0156 | |||
| Maximum Drawdown | 5.86 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 2.08 |
BTB Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BTB Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BTB Real's standard deviation. In reality, there are many statistical measures that can use BTB Real historical prices to predict the future BTB Real's volatility.| Risk Adjusted Performance | 0.1123 | |||
| Jensen Alpha | 0.1027 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0102 | |||
| Treynor Ratio | 0.4421 |
BTB Real Estate Backtested Returns
At this point, BTB Real is somewhat reliable. BTB Real Estate retains Efficiency (Sharpe Ratio) of 0.13, which signifies that the company had a 0.13% return per unit of risk over the last 3 months. We have found thirty technical indicators for BTB Real, which you can use to evaluate the volatility of the firm. Please confirm BTB Real's coefficient of variation of 698.57, and Market Risk Adjusted Performance of 0.4521 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. BTB Real has a performance score of 10 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.33, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BTB Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding BTB Real is expected to be smaller as well. BTB Real Estate now owns a risk of 0.87%. Please confirm BTB Real Estate semi deviation, sortino ratio, semi variance, as well as the relationship between the standard deviation and value at risk , to decide if BTB Real Estate will be following its current price history.
Auto-correlation | -0.81 |
Excellent reverse predictability
BTB Real Estate has excellent reverse predictability. Overlapping area represents the amount of predictability between BTB Real time series from 2nd of September 2024 to 17th of October 2024 and 17th of October 2024 to 1st of December 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 BTB Real Estate price movement. The serial correlation of -0.81 indicates that around 81.0% of current BTB Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.81 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BTB Real Estate lagged returns against current returns
Autocorrelation, which is BTB Real pink sheet'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 BTB Real's pink sheet expected returns. We can calculate the autocorrelation of BTB Real returns to help us make a trade decision. For example, suppose you find that BTB Real has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
BTB Real 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 BTB Real pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BTB Real pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BTB Real pink sheet over time.
Current vs Lagged Prices |
| Timeline |
BTB Real Lagged Returns
When evaluating BTB Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BTB Real pink sheet have on its future price. BTB Real 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, BTB Real autocorrelation shows the relationship between BTB Real pink sheet current value and its past values and can show if there is a momentum factor associated with investing in BTB Real Estate.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in BTB Pink Sheet
BTB Real financial ratios help investors to determine whether BTB Pink Sheet 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 BTB with respect to the benefits of owning BTB Real security.