Bt Group Plc Stock Market Value
| BTGOF Stock | USD 2.39 0.09 3.91% |
| Symbol | BTGOF |
BT Group '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 BT Group'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 BT Group.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in BT Group on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding BT Group plc or generate 0.0% return on investment in BT Group over 30 days. BT Group is related to or competes with Advanced Info, Telenor ASA, Telenor ASA, China Tower, Rogers Communications, Telkom Indonesia, and Vodafone Group. BT Group plc provides communications products and services in the United Kingdom, Europe, the Middle East, Africa, the A... More
BT Group 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 BT Group'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 BT Group plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 10.84 | |||
| Value At Risk | (5.13) | |||
| Potential Upside | 3.6 |
BT Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BT Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BT Group's standard deviation. In reality, there are many statistical measures that can use BT Group historical prices to predict the future BT Group's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | (0.13) |
BT Group plc Backtested Returns
BT Group plc retains Efficiency (Sharpe Ratio) of -0.0159, which signifies that the company had a -0.0159 % return per unit of price deviation over the last 3 months. BT Group exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BT Group's Information Ratio of (0.07), market risk adjusted performance of (0.12), and Variance of 6.05 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 1.04, which signifies a somewhat significant risk relative to the market. BT Group returns are very sensitive to returns on the market. As the market goes up or down, BT Group is expected to follow. At this point, BT Group plc has a negative expected return of -0.038%. Please make sure to confirm BT Group's standard deviation, kurtosis, period momentum indicator, as well as the relationship between the maximum drawdown and day median price , to decide if BT Group plc performance from the past will be repeated sooner or later.
Auto-correlation | 0.13 |
Insignificant predictability
BT Group plc has insignificant predictability. Overlapping area represents the amount of predictability between BT Group time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd 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 BT Group plc price movement. The serial correlation of 0.13 indicates that less than 13.0% of current BT Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BT Group plc lagged returns against current returns
Autocorrelation, which is BT Group 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 BT Group's pink sheet expected returns. We can calculate the autocorrelation of BT Group returns to help us make a trade decision. For example, suppose you find that BT Group 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 |
BT Group 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 BT Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BT Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BT Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
BT Group Lagged Returns
When evaluating BT Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BT Group pink sheet have on its future price. BT Group 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, BT Group autocorrelation shows the relationship between BT Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in BT Group plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in BTGOF Pink Sheet
BT Group financial ratios help investors to determine whether BTGOF 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 BTGOF with respect to the benefits of owning BT Group security.