Barratt Developments Plc Stock Market Value
| BTDPY Stock | USD 10.66 0.17 1.57% |
| Symbol | Barratt |
Barratt Developments '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 Barratt Developments' 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 Barratt Developments.
| 12/03/2023 |
| 11/27/2024 |
If you would invest 0.00 in Barratt Developments on December 3, 2023 and sell it all today you would earn a total of 0.00 from holding Barratt Developments PLC or generate 0.0% return on investment in Barratt Developments over 360 days. Barratt Developments is related to or competes with Consorcio ARA, Cyrela Brazil, Taylor Wimpey, Barratt Developments, Persimmon PLC, Persimmon Plc, and Taylor Wimpey. Barratt Developments plc engages in the housebuilding and commercial development businesses in Great Britain More
Barratt Developments 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 Barratt Developments' 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 Barratt Developments PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 8.42 | |||
| Value At Risk | (3.82) | |||
| Potential Upside | 3.01 |
Barratt Developments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Barratt Developments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Barratt Developments' standard deviation. In reality, there are many statistical measures that can use Barratt Developments historical prices to predict the future Barratt Developments' volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.45) | |||
| Total Risk Alpha | (0.75) | |||
| Treynor Ratio | (1.78) |
Barratt Developments PLC Backtested Returns
Barratt Developments PLC secures Sharpe Ratio (or Efficiency) of -0.14, which signifies that the company had a -0.14% return per unit of risk over the last 3 months. Barratt Developments PLC exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Barratt Developments' Risk Adjusted Performance of (0.15), standard deviation of 2.05, and Mean Deviation of 1.53 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Barratt Developments' returns are expected to increase less than the market. However, during the bear market, the loss of holding Barratt Developments is expected to be smaller as well. At this point, Barratt Developments PLC has a negative expected return of -0.28%. Please make sure to confirm Barratt Developments' total risk alpha, kurtosis, as well as the relationship between the Kurtosis and market facilitation index , to decide if Barratt Developments PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.3 |
Weak reverse predictability
Barratt Developments PLC has weak reverse predictability. Overlapping area represents the amount of predictability between Barratt Developments time series from 3rd of December 2023 to 31st of May 2024 and 31st of May 2024 to 27th 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 Barratt Developments PLC price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Barratt Developments price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.72 |
Barratt Developments PLC lagged returns against current returns
Autocorrelation, which is Barratt Developments 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 Barratt Developments' pink sheet expected returns. We can calculate the autocorrelation of Barratt Developments returns to help us make a trade decision. For example, suppose you find that Barratt Developments 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 |
Barratt Developments 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 Barratt Developments pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Barratt Developments pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Barratt Developments pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Barratt Developments Lagged Returns
When evaluating Barratt Developments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Barratt Developments pink sheet have on its future price. Barratt Developments 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, Barratt Developments autocorrelation shows the relationship between Barratt Developments pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Barratt Developments PLC.
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.Additional Tools for Barratt Pink Sheet Analysis
When running Barratt Developments' price analysis, check to measure Barratt Developments' 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 Barratt Developments is operating at the current time. Most of Barratt Developments' value examination focuses on studying past and present price action to predict the probability of Barratt Developments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Barratt Developments' price. Additionally, you may evaluate how the addition of Barratt Developments to your portfolios can decrease your overall portfolio volatility.