Barbara Bui (France) Market Value
| BUI Stock | EUR 7.20 0.00 0.00% |
| Symbol | Barbara |
Barbara Bui '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 Barbara Bui'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 Barbara Bui.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Barbara Bui on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Barbara Bui SA or generate 0.0% return on investment in Barbara Bui over 720 days. Barbara Bui is related to or competes with ACTEOS SA, Augros Cosmetic, BigBen Interactive, and Centrale DAchat. Barbara Bui SA engages in the design and marketing of luxury clothing and accessories for women in Europe, Asia, Africa,... More
Barbara Bui 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 Barbara Bui'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 Barbara Bui SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 11.32 |
Barbara Bui Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Barbara Bui's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Barbara Bui's standard deviation. In reality, there are many statistical measures that can use Barbara Bui historical prices to predict the future Barbara Bui's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.36) | |||
| Treynor Ratio | 1.22 |
Barbara Bui SA Backtested Returns
Barbara Bui SA secures Sharpe Ratio (or Efficiency) of -0.1, which signifies that the company had a -0.1% return per unit of risk over the last 3 months. Barbara Bui SA exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Barbara Bui's Risk Adjusted Performance of (0.07), mean deviation of 0.3388, and Standard Deviation of 1.41 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Barbara Bui are expected to decrease at a much lower rate. During the bear market, Barbara Bui is likely to outperform the market. At this point, Barbara Bui SA has a negative expected return of -0.14%. Please make sure to confirm Barbara Bui's information ratio, skewness, as well as the relationship between the Skewness and day median price , to decide if Barbara Bui SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.08 |
Virtually no predictability
Barbara Bui SA has virtually no predictability. Overlapping area represents the amount of predictability between Barbara Bui time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th 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 Barbara Bui SA price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Barbara Bui price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
Barbara Bui SA lagged returns against current returns
Autocorrelation, which is Barbara Bui 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 Barbara Bui's stock expected returns. We can calculate the autocorrelation of Barbara Bui returns to help us make a trade decision. For example, suppose you find that Barbara Bui 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 |
Barbara Bui 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 Barbara Bui stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Barbara Bui stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Barbara Bui stock over time.
Current vs Lagged Prices |
| Timeline |
Barbara Bui Lagged Returns
When evaluating Barbara Bui's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Barbara Bui stock have on its future price. Barbara Bui 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, Barbara Bui autocorrelation shows the relationship between Barbara Bui stock current value and its past values and can show if there is a momentum factor associated with investing in Barbara Bui SA.
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.Other Information on Investing in Barbara Stock
Barbara Bui financial ratios help investors to determine whether Barbara 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 Barbara with respect to the benefits of owning Barbara Bui security.