Beaver Coal Co Stock Market Value
| BVERS Stock | USD 3,350 249.00 8.03% |
| Symbol | Beaver |
Beaver Coal '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 Beaver Coal'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 Beaver Coal.
| 12/29/2023 |
| 11/23/2024 |
If you would invest 0.00 in Beaver Coal on December 29, 2023 and sell it all today you would earn a total of 0.00 from holding Beaver Coal Co or generate 0.0% return on investment in Beaver Coal over 330 days. Beaver Coal is related to or competes with Pinelawn Cemetery, Pardee Resources, Boswell J, Conwest Assoc, and Burnham Holdings. Beaver Coal Company, Limited owns surface and mineral properties located in West Virginia, the United States More
Beaver Coal 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 Beaver Coal'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 Beaver Coal Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0309 | |||
| Maximum Drawdown | 9.19 | |||
| Value At Risk | (1.56) | |||
| Potential Upside | 2.26 |
Beaver Coal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Beaver Coal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Beaver Coal's standard deviation. In reality, there are many statistical measures that can use Beaver Coal historical prices to predict the future Beaver Coal's volatility.| Risk Adjusted Performance | 0.0925 | |||
| Jensen Alpha | 0.1589 | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | 1.94 |
Beaver Coal Backtested Returns
Beaver Coal appears to be very steady, given 3 months investment horizon. Beaver Coal secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14% return per unit of standard deviation over the last 3 months. We have found twenty-four technical indicators for Beaver Coal Co, which you can use to evaluate the volatility of the firm. Please makes use of Beaver Coal's risk adjusted performance of 0.0925, and Mean Deviation of 0.6832 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Beaver Coal holds a performance score of 10. The firm shows a Beta (market volatility) of 0.0874, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Beaver Coal's returns are expected to increase less than the market. However, during the bear market, the loss of holding Beaver Coal is expected to be smaller as well. Please check Beaver Coal's total risk alpha, as well as the relationship between the kurtosis and market facilitation index , to make a quick decision on whether Beaver Coal's price patterns will revert.
Auto-correlation | 0.39 |
Below average predictability
Beaver Coal Co has below average predictability. Overlapping area represents the amount of predictability between Beaver Coal time series from 29th of December 2023 to 11th of June 2024 and 11th of June 2024 to 23rd 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 Beaver Coal price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Beaver Coal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 68.3 K |
Beaver Coal lagged returns against current returns
Autocorrelation, which is Beaver Coal 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 Beaver Coal's pink sheet expected returns. We can calculate the autocorrelation of Beaver Coal returns to help us make a trade decision. For example, suppose you find that Beaver Coal 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 |
Beaver Coal 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 Beaver Coal pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Beaver Coal pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Beaver Coal pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Beaver Coal Lagged Returns
When evaluating Beaver Coal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Beaver Coal pink sheet have on its future price. Beaver Coal 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, Beaver Coal autocorrelation shows the relationship between Beaver Coal pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Beaver Coal Co.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Beaver Pink Sheet Analysis
When running Beaver Coal's price analysis, check to measure Beaver Coal's 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 Beaver Coal is operating at the current time. Most of Beaver Coal's value examination focuses on studying past and present price action to predict the probability of Beaver Coal's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Beaver Coal's price. Additionally, you may evaluate how the addition of Beaver Coal to your portfolios can decrease your overall portfolio volatility.